ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 07-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
152-18 |
153-21 |
1-03 |
0.7% |
153-27 |
| High |
154-00 |
155-23 |
1-23 |
1.1% |
156-08 |
| Low |
151-12 |
153-12 |
2-00 |
1.3% |
151-12 |
| Close |
153-25 |
155-09 |
1-16 |
1.0% |
153-25 |
| Range |
2-20 |
2-11 |
-0-09 |
-10.7% |
4-28 |
| ATR |
1-17 |
1-19 |
0-02 |
3.8% |
0-00 |
| Volume |
346,720 |
239,836 |
-106,884 |
-30.8% |
1,427,660 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-26 |
160-29 |
156-18 |
|
| R3 |
159-15 |
158-18 |
155-30 |
|
| R2 |
157-04 |
157-04 |
155-23 |
|
| R1 |
156-07 |
156-07 |
155-16 |
156-22 |
| PP |
154-25 |
154-25 |
154-25 |
155-01 |
| S1 |
153-28 |
153-28 |
155-02 |
154-10 |
| S2 |
152-14 |
152-14 |
154-27 |
|
| S3 |
150-03 |
151-17 |
154-20 |
|
| S4 |
147-24 |
149-06 |
154-00 |
|
|
| 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 |
3.1% |
2-17 |
1.6% |
80% |
False |
False |
292,029 |
| 10 |
156-08 |
151-12 |
4-28 |
3.1% |
1-25 |
1.1% |
80% |
False |
False |
235,735 |
| 20 |
156-08 |
150-03 |
6-05 |
4.0% |
1-12 |
0.9% |
84% |
False |
False |
122,487 |
| 40 |
158-08 |
150-03 |
8-05 |
5.3% |
1-11 |
0.9% |
64% |
False |
False |
61,338 |
| 60 |
159-00 |
150-03 |
8-29 |
5.7% |
1-06 |
0.8% |
58% |
False |
False |
40,896 |
| 80 |
159-00 |
150-03 |
8-29 |
5.7% |
0-28 |
0.6% |
58% |
False |
False |
30,672 |
| 100 |
159-00 |
149-07 |
9-25 |
6.3% |
0-23 |
0.5% |
62% |
False |
False |
24,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-22 |
|
2.618 |
161-27 |
|
1.618 |
159-16 |
|
1.000 |
158-02 |
|
0.618 |
157-05 |
|
HIGH |
155-23 |
|
0.618 |
154-26 |
|
0.500 |
154-18 |
|
0.382 |
154-09 |
|
LOW |
153-12 |
|
0.618 |
151-30 |
|
1.000 |
151-01 |
|
1.618 |
149-19 |
|
2.618 |
147-08 |
|
4.250 |
143-13 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-01 |
154-24 |
| PP |
154-25 |
154-08 |
| S1 |
154-18 |
153-23 |
|