ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
154-27 |
154-10 |
-0-17 |
-0.3% |
153-21 |
| High |
155-12 |
156-04 |
0-24 |
0.5% |
157-17 |
| Low |
153-19 |
154-09 |
0-22 |
0.4% |
153-12 |
| Close |
154-17 |
155-29 |
1-12 |
0.9% |
157-07 |
| Range |
1-25 |
1-27 |
0-02 |
3.5% |
4-05 |
| ATR |
1-22 |
1-22 |
0-00 |
0.7% |
0-00 |
| Volume |
200,168 |
233,067 |
32,899 |
16.4% |
1,238,721 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-31 |
160-09 |
156-29 |
|
| R3 |
159-04 |
158-14 |
156-13 |
|
| R2 |
157-09 |
157-09 |
156-08 |
|
| R1 |
156-19 |
156-19 |
156-02 |
156-30 |
| PP |
155-14 |
155-14 |
155-14 |
155-20 |
| S1 |
154-24 |
154-24 |
155-24 |
155-03 |
| S2 |
153-19 |
153-19 |
155-18 |
|
| S3 |
151-24 |
152-29 |
155-13 |
|
| S4 |
149-29 |
151-02 |
154-29 |
|
|
| 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% |
2-02 |
1.3% |
59% |
False |
False |
225,541 |
| 10 |
157-17 |
151-12 |
6-05 |
3.9% |
1-30 |
1.2% |
74% |
False |
False |
244,657 |
| 20 |
157-17 |
151-12 |
6-05 |
3.9% |
1-22 |
1.1% |
74% |
False |
False |
214,884 |
| 40 |
157-20 |
150-03 |
7-17 |
4.8% |
1-16 |
1.0% |
77% |
False |
False |
107,808 |
| 60 |
159-00 |
150-03 |
8-29 |
5.7% |
1-13 |
0.9% |
65% |
False |
False |
71,896 |
| 80 |
159-00 |
150-03 |
8-29 |
5.7% |
1-02 |
0.7% |
65% |
False |
False |
53,922 |
| 100 |
159-00 |
150-03 |
8-29 |
5.7% |
0-27 |
0.5% |
65% |
False |
False |
43,137 |
| 120 |
159-00 |
146-05 |
12-27 |
8.2% |
0-23 |
0.5% |
76% |
False |
False |
35,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-31 |
|
2.618 |
160-30 |
|
1.618 |
159-03 |
|
1.000 |
157-31 |
|
0.618 |
157-08 |
|
HIGH |
156-04 |
|
0.618 |
155-13 |
|
0.500 |
155-06 |
|
0.382 |
155-00 |
|
LOW |
154-09 |
|
0.618 |
153-05 |
|
1.000 |
152-14 |
|
1.618 |
151-10 |
|
2.618 |
149-15 |
|
4.250 |
146-14 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-22 |
155-18 |
| PP |
155-14 |
155-07 |
| S1 |
155-06 |
154-28 |
|