ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
154-31 |
155-03 |
0-04 |
0.1% |
153-27 |
| High |
155-31 |
155-25 |
-0-06 |
-0.1% |
156-08 |
| Low |
154-22 |
153-24 |
-0-30 |
-0.6% |
151-12 |
| Close |
154-27 |
155-15 |
0-20 |
0.4% |
153-25 |
| Range |
1-09 |
2-01 |
0-24 |
58.5% |
4-28 |
| ATR |
1-18 |
1-19 |
0-01 |
2.1% |
0-00 |
| Volume |
251,915 |
272,502 |
20,587 |
8.2% |
1,427,660 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-03 |
160-10 |
156-19 |
|
| R3 |
159-02 |
158-09 |
156-01 |
|
| R2 |
157-01 |
157-01 |
155-27 |
|
| R1 |
156-08 |
156-08 |
155-21 |
156-20 |
| PP |
155-00 |
155-00 |
155-00 |
155-06 |
| S1 |
154-07 |
154-07 |
155-09 |
154-20 |
| S2 |
152-31 |
152-31 |
155-03 |
|
| S3 |
150-30 |
152-06 |
154-29 |
|
| S4 |
148-29 |
150-05 |
154-11 |
|
|
| 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 |
156-02 |
151-12 |
4-22 |
3.0% |
2-17 |
1.6% |
87% |
False |
False |
299,146 |
| 10 |
156-08 |
151-12 |
4-28 |
3.1% |
1-27 |
1.2% |
84% |
False |
False |
246,782 |
| 20 |
156-08 |
150-20 |
5-20 |
3.6% |
1-14 |
0.9% |
86% |
False |
False |
148,684 |
| 40 |
158-08 |
150-03 |
8-05 |
5.2% |
1-12 |
0.9% |
66% |
False |
False |
74,448 |
| 60 |
159-00 |
150-03 |
8-29 |
5.7% |
1-07 |
0.8% |
60% |
False |
False |
49,636 |
| 80 |
159-00 |
150-03 |
8-29 |
5.7% |
0-30 |
0.6% |
60% |
False |
False |
37,227 |
| 100 |
159-00 |
149-26 |
9-06 |
5.9% |
0-24 |
0.5% |
62% |
False |
False |
29,781 |
| 120 |
159-00 |
144-28 |
14-04 |
9.1% |
0-20 |
0.4% |
75% |
False |
False |
24,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-13 |
|
2.618 |
161-03 |
|
1.618 |
159-02 |
|
1.000 |
157-26 |
|
0.618 |
157-01 |
|
HIGH |
155-25 |
|
0.618 |
155-00 |
|
0.500 |
154-24 |
|
0.382 |
154-17 |
|
LOW |
153-24 |
|
0.618 |
152-16 |
|
1.000 |
151-23 |
|
1.618 |
150-15 |
|
2.618 |
148-14 |
|
4.250 |
145-04 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-08 |
155-06 |
| PP |
155-00 |
154-30 |
| S1 |
154-24 |
154-22 |
|