ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
155-19 |
154-27 |
-0-24 |
-0.5% |
153-21 |
| High |
155-30 |
155-12 |
-0-18 |
-0.4% |
157-17 |
| Low |
153-30 |
153-19 |
-0-11 |
-0.2% |
153-12 |
| Close |
154-23 |
154-17 |
-0-06 |
-0.1% |
157-07 |
| Range |
2-00 |
1-25 |
-0-07 |
-10.9% |
4-05 |
| ATR |
1-21 |
1-22 |
0-00 |
0.5% |
0-00 |
| Volume |
197,390 |
200,168 |
2,778 |
1.4% |
1,238,721 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-27 |
158-31 |
155-16 |
|
| R3 |
158-02 |
157-06 |
155-01 |
|
| R2 |
156-09 |
156-09 |
154-27 |
|
| R1 |
155-13 |
155-13 |
154-22 |
154-30 |
| PP |
154-16 |
154-16 |
154-16 |
154-09 |
| S1 |
153-20 |
153-20 |
154-12 |
153-06 |
| S2 |
152-23 |
152-23 |
154-07 |
|
| S3 |
150-30 |
151-27 |
154-01 |
|
| S4 |
149-05 |
150-02 |
153-18 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-16 |
167-01 |
159-16 |
|
| R3 |
164-11 |
162-28 |
158-12 |
|
| R2 |
160-06 |
160-06 |
157-31 |
|
| R1 |
158-23 |
158-23 |
157-19 |
159-14 |
| PP |
156-01 |
156-01 |
156-01 |
156-13 |
| S1 |
154-18 |
154-18 |
156-27 |
155-10 |
| S2 |
151-28 |
151-28 |
156-15 |
|
| S3 |
147-23 |
150-13 |
156-02 |
|
| S4 |
143-18 |
146-08 |
154-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-17 |
153-19 |
3-30 |
2.5% |
1-27 |
1.2% |
24% |
False |
True |
220,507 |
| 10 |
157-17 |
151-12 |
6-05 |
4.0% |
2-06 |
1.4% |
51% |
False |
False |
259,826 |
| 20 |
157-17 |
151-12 |
6-05 |
4.0% |
1-21 |
1.1% |
51% |
False |
False |
203,230 |
| 40 |
157-20 |
150-03 |
7-17 |
4.9% |
1-15 |
1.0% |
59% |
False |
False |
101,991 |
| 60 |
159-00 |
150-03 |
8-29 |
5.8% |
1-12 |
0.9% |
50% |
False |
False |
68,012 |
| 80 |
159-00 |
150-03 |
8-29 |
5.8% |
1-01 |
0.7% |
50% |
False |
False |
51,009 |
| 100 |
159-00 |
150-03 |
8-29 |
5.8% |
0-27 |
0.5% |
50% |
False |
False |
40,807 |
| 120 |
159-00 |
146-05 |
12-27 |
8.3% |
0-22 |
0.4% |
65% |
False |
False |
34,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-30 |
|
2.618 |
160-01 |
|
1.618 |
158-08 |
|
1.000 |
157-05 |
|
0.618 |
156-15 |
|
HIGH |
155-12 |
|
0.618 |
154-22 |
|
0.500 |
154-16 |
|
0.382 |
154-09 |
|
LOW |
153-19 |
|
0.618 |
152-16 |
|
1.000 |
151-26 |
|
1.618 |
150-23 |
|
2.618 |
148-30 |
|
4.250 |
146-01 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-16 |
155-16 |
| PP |
154-16 |
155-05 |
| S1 |
154-16 |
154-27 |
|