ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
153-16 |
153-14 |
-0-02 |
0.0% |
155-23 |
| High |
153-28 |
153-18 |
-0-10 |
-0.2% |
157-18 |
| Low |
153-00 |
152-11 |
-0-21 |
-0.4% |
154-09 |
| Close |
153-10 |
152-24 |
-0-18 |
-0.4% |
155-03 |
| Range |
0-28 |
1-07 |
0-11 |
39.3% |
3-09 |
| ATR |
1-11 |
1-11 |
0-00 |
-0.7% |
0-00 |
| Volume |
524 |
0 |
-524 |
-100.0% |
2,059 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-17 |
155-28 |
153-13 |
|
| R3 |
155-10 |
154-21 |
153-03 |
|
| R2 |
154-03 |
154-03 |
152-31 |
|
| R1 |
153-14 |
153-14 |
152-28 |
153-05 |
| PP |
152-28 |
152-28 |
152-28 |
152-24 |
| S1 |
152-07 |
152-07 |
152-20 |
151-30 |
| S2 |
151-21 |
151-21 |
152-17 |
|
| S3 |
150-14 |
151-00 |
152-13 |
|
| S4 |
149-07 |
149-25 |
152-03 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-16 |
163-18 |
156-29 |
|
| R3 |
162-07 |
160-09 |
156-00 |
|
| R2 |
158-30 |
158-30 |
155-22 |
|
| R1 |
157-00 |
157-00 |
155-13 |
156-11 |
| PP |
155-21 |
155-21 |
155-21 |
155-10 |
| S1 |
153-23 |
153-23 |
154-25 |
153-02 |
| S2 |
152-12 |
152-12 |
154-16 |
|
| S3 |
149-03 |
150-14 |
154-06 |
|
| S4 |
145-26 |
147-05 |
153-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-21 |
152-11 |
3-10 |
2.2% |
1-07 |
0.8% |
12% |
False |
True |
331 |
| 10 |
157-18 |
152-11 |
5-07 |
3.4% |
1-12 |
0.9% |
8% |
False |
True |
258 |
| 20 |
158-08 |
152-11 |
5-29 |
3.9% |
1-08 |
0.8% |
7% |
False |
True |
195 |
| 40 |
159-00 |
150-14 |
8-18 |
5.6% |
1-00 |
0.7% |
27% |
False |
False |
100 |
| 60 |
159-00 |
150-14 |
8-18 |
5.6% |
0-21 |
0.4% |
27% |
False |
False |
67 |
| 80 |
159-00 |
148-27 |
10-05 |
6.6% |
0-16 |
0.3% |
38% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-24 |
|
2.618 |
156-24 |
|
1.618 |
155-17 |
|
1.000 |
154-25 |
|
0.618 |
154-10 |
|
HIGH |
153-18 |
|
0.618 |
153-03 |
|
0.500 |
152-31 |
|
0.382 |
152-26 |
|
LOW |
152-11 |
|
0.618 |
151-19 |
|
1.000 |
151-04 |
|
1.618 |
150-12 |
|
2.618 |
149-05 |
|
4.250 |
147-05 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
152-31 |
153-19 |
| PP |
152-28 |
153-10 |
| S1 |
152-26 |
153-01 |
|