ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
153-27 |
154-11 |
0-16 |
0.3% |
153-02 |
| High |
154-13 |
156-05 |
1-24 |
1.1% |
154-17 |
| Low |
153-17 |
153-21 |
0-04 |
0.1% |
152-15 |
| Close |
154-00 |
155-27 |
1-27 |
1.2% |
153-27 |
| Range |
0-28 |
2-16 |
1-20 |
185.7% |
2-02 |
| ATR |
1-05 |
1-08 |
0-03 |
8.5% |
0-00 |
| Volume |
207,347 |
261,570 |
54,223 |
26.2% |
689,862 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-23 |
161-25 |
157-07 |
|
| R3 |
160-07 |
159-09 |
156-17 |
|
| R2 |
157-23 |
157-23 |
156-10 |
|
| R1 |
156-25 |
156-25 |
156-02 |
157-08 |
| PP |
155-07 |
155-07 |
155-07 |
155-14 |
| S1 |
154-09 |
154-09 |
155-20 |
154-24 |
| S2 |
152-23 |
152-23 |
155-12 |
|
| S3 |
150-07 |
151-25 |
155-05 |
|
| S4 |
147-23 |
149-09 |
154-15 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-26 |
158-28 |
154-31 |
|
| R3 |
157-24 |
156-26 |
154-13 |
|
| R2 |
155-22 |
155-22 |
154-07 |
|
| R1 |
154-24 |
154-24 |
154-01 |
155-07 |
| PP |
153-20 |
153-20 |
153-20 |
153-27 |
| S1 |
152-22 |
152-22 |
153-21 |
153-05 |
| S2 |
151-18 |
151-18 |
153-15 |
|
| S3 |
149-16 |
150-20 |
153-09 |
|
| S4 |
147-14 |
148-18 |
152-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-05 |
153-11 |
2-26 |
1.8% |
1-06 |
0.8% |
89% |
True |
False |
197,433 |
| 10 |
156-05 |
151-08 |
4-29 |
3.1% |
1-06 |
0.8% |
94% |
True |
False |
124,257 |
| 20 |
156-05 |
150-03 |
6-02 |
3.9% |
1-06 |
0.8% |
95% |
True |
False |
62,584 |
| 40 |
158-08 |
150-03 |
8-05 |
5.2% |
1-08 |
0.8% |
70% |
False |
False |
31,376 |
| 60 |
159-00 |
150-03 |
8-29 |
5.7% |
1-00 |
0.6% |
65% |
False |
False |
20,919 |
| 80 |
159-00 |
150-03 |
8-29 |
5.7% |
0-24 |
0.5% |
65% |
False |
False |
15,689 |
| 100 |
159-00 |
146-20 |
12-12 |
7.9% |
0-19 |
0.4% |
74% |
False |
False |
12,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-25 |
|
2.618 |
162-22 |
|
1.618 |
160-06 |
|
1.000 |
158-21 |
|
0.618 |
157-22 |
|
HIGH |
156-05 |
|
0.618 |
155-06 |
|
0.500 |
154-29 |
|
0.382 |
154-20 |
|
LOW |
153-21 |
|
0.618 |
152-04 |
|
1.000 |
151-05 |
|
1.618 |
149-20 |
|
2.618 |
147-04 |
|
4.250 |
143-01 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-17 |
155-16 |
| PP |
155-07 |
155-06 |
| S1 |
154-29 |
154-27 |
|