ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
155-29 |
152-18 |
-3-11 |
-2.1% |
153-27 |
| High |
156-02 |
154-00 |
-2-02 |
-1.3% |
156-08 |
| Low |
151-23 |
151-12 |
-0-11 |
-0.2% |
151-12 |
| Close |
152-03 |
153-25 |
1-22 |
1.1% |
153-25 |
| Range |
4-11 |
2-20 |
-1-23 |
-39.6% |
4-28 |
| ATR |
1-14 |
1-17 |
0-03 |
5.9% |
0-00 |
| Volume |
384,758 |
346,720 |
-38,038 |
-9.9% |
1,427,660 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-30 |
159-31 |
155-07 |
|
| R3 |
158-10 |
157-11 |
154-16 |
|
| R2 |
155-22 |
155-22 |
154-08 |
|
| R1 |
154-23 |
154-23 |
154-01 |
155-06 |
| PP |
153-02 |
153-02 |
153-02 |
153-09 |
| S1 |
152-03 |
152-03 |
153-17 |
152-18 |
| S2 |
150-14 |
150-14 |
153-10 |
|
| S3 |
147-26 |
149-15 |
153-02 |
|
| S4 |
145-06 |
146-27 |
152-11 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-14 |
165-31 |
156-15 |
|
| R3 |
163-18 |
161-03 |
155-04 |
|
| R2 |
158-22 |
158-22 |
154-22 |
|
| R1 |
156-07 |
156-07 |
154-07 |
155-00 |
| PP |
153-26 |
153-26 |
153-26 |
153-06 |
| S1 |
151-11 |
151-11 |
153-11 |
150-04 |
| S2 |
148-30 |
148-30 |
152-28 |
|
| S3 |
144-02 |
146-15 |
152-14 |
|
| S4 |
139-06 |
141-19 |
151-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-08 |
151-12 |
4-28 |
3.2% |
2-08 |
1.5% |
49% |
False |
True |
285,532 |
| 10 |
156-08 |
151-12 |
4-28 |
3.2% |
1-19 |
1.0% |
49% |
False |
True |
218,185 |
| 20 |
156-08 |
150-03 |
6-05 |
4.0% |
1-13 |
0.9% |
60% |
False |
False |
110,495 |
| 40 |
158-08 |
150-03 |
8-05 |
5.3% |
1-10 |
0.9% |
45% |
False |
False |
55,345 |
| 60 |
159-00 |
150-03 |
8-29 |
5.8% |
1-04 |
0.7% |
41% |
False |
False |
36,898 |
| 80 |
159-00 |
150-03 |
8-29 |
5.8% |
0-27 |
0.6% |
41% |
False |
False |
27,674 |
| 100 |
159-00 |
148-27 |
10-05 |
6.6% |
0-22 |
0.4% |
49% |
False |
False |
22,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-05 |
|
2.618 |
160-28 |
|
1.618 |
158-08 |
|
1.000 |
156-20 |
|
0.618 |
155-20 |
|
HIGH |
154-00 |
|
0.618 |
153-00 |
|
0.500 |
152-22 |
|
0.382 |
152-12 |
|
LOW |
151-12 |
|
0.618 |
149-24 |
|
1.000 |
148-24 |
|
1.618 |
147-04 |
|
2.618 |
144-16 |
|
4.250 |
140-07 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-13 |
153-26 |
| PP |
153-02 |
153-26 |
| S1 |
152-22 |
153-25 |
|