ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
154-10 |
156-00 |
1-22 |
1.1% |
157-07 |
| High |
156-04 |
156-26 |
0-22 |
0.4% |
157-12 |
| Low |
154-09 |
155-28 |
1-19 |
1.0% |
153-19 |
| Close |
155-29 |
156-12 |
0-15 |
0.3% |
156-12 |
| Range |
1-27 |
0-30 |
-0-29 |
-49.2% |
3-25 |
| ATR |
1-22 |
1-20 |
-0-02 |
-3.2% |
0-00 |
| Volume |
233,067 |
178,767 |
-54,300 |
-23.3% |
1,039,901 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-05 |
158-23 |
156-28 |
|
| R3 |
158-07 |
157-25 |
156-20 |
|
| R2 |
157-09 |
157-09 |
156-18 |
|
| R1 |
156-27 |
156-27 |
156-15 |
157-02 |
| PP |
156-11 |
156-11 |
156-11 |
156-15 |
| S1 |
155-29 |
155-29 |
156-09 |
156-04 |
| S2 |
155-13 |
155-13 |
156-06 |
|
| S3 |
154-15 |
154-31 |
156-04 |
|
| S4 |
153-17 |
154-01 |
155-28 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-04 |
165-17 |
158-15 |
|
| R3 |
163-11 |
161-24 |
157-13 |
|
| R2 |
159-18 |
159-18 |
157-02 |
|
| R1 |
157-31 |
157-31 |
156-23 |
156-28 |
| PP |
155-25 |
155-25 |
155-25 |
155-08 |
| S1 |
154-06 |
154-06 |
156-01 |
153-03 |
| S2 |
152-00 |
152-00 |
155-22 |
|
| S3 |
148-07 |
150-13 |
155-11 |
|
| S4 |
144-14 |
146-20 |
154-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-12 |
153-19 |
3-25 |
2.4% |
1-25 |
1.1% |
74% |
False |
False |
207,980 |
| 10 |
157-17 |
153-12 |
4-05 |
2.7% |
1-24 |
1.1% |
72% |
False |
False |
227,862 |
| 20 |
157-17 |
151-12 |
6-05 |
3.9% |
1-22 |
1.1% |
81% |
False |
False |
223,023 |
| 40 |
157-18 |
150-03 |
7-15 |
4.8% |
1-15 |
0.9% |
84% |
False |
False |
112,277 |
| 60 |
159-00 |
150-03 |
8-29 |
5.7% |
1-13 |
0.9% |
71% |
False |
False |
74,875 |
| 80 |
159-00 |
150-03 |
8-29 |
5.7% |
1-02 |
0.7% |
71% |
False |
False |
56,156 |
| 100 |
159-00 |
150-03 |
8-29 |
5.7% |
0-27 |
0.5% |
71% |
False |
False |
44,925 |
| 120 |
159-00 |
146-05 |
12-27 |
8.2% |
0-23 |
0.5% |
80% |
False |
False |
37,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-26 |
|
2.618 |
159-09 |
|
1.618 |
158-11 |
|
1.000 |
157-24 |
|
0.618 |
157-13 |
|
HIGH |
156-26 |
|
0.618 |
156-15 |
|
0.500 |
156-11 |
|
0.382 |
156-07 |
|
LOW |
155-28 |
|
0.618 |
155-09 |
|
1.000 |
154-30 |
|
1.618 |
154-11 |
|
2.618 |
153-13 |
|
4.250 |
151-28 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-12 |
156-00 |
| PP |
156-11 |
155-19 |
| S1 |
156-11 |
155-06 |
|