ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 22-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
156-07 |
156-11 |
0-04 |
0.1% |
157-07 |
| High |
156-29 |
156-15 |
-0-14 |
-0.3% |
157-12 |
| Low |
155-30 |
155-00 |
-0-30 |
-0.6% |
153-19 |
| Close |
156-02 |
155-02 |
-1-00 |
-0.6% |
156-12 |
| Range |
0-31 |
1-15 |
0-16 |
51.6% |
3-25 |
| ATR |
1-19 |
1-19 |
0-00 |
-0.5% |
0-00 |
| Volume |
135,940 |
122,016 |
-13,924 |
-10.2% |
1,039,901 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-29 |
158-31 |
155-28 |
|
| R3 |
158-14 |
157-16 |
155-15 |
|
| R2 |
156-31 |
156-31 |
155-11 |
|
| R1 |
156-01 |
156-01 |
155-06 |
155-24 |
| PP |
155-16 |
155-16 |
155-16 |
155-12 |
| S1 |
154-18 |
154-18 |
154-30 |
154-10 |
| S2 |
154-01 |
154-01 |
154-25 |
|
| S3 |
152-18 |
153-03 |
154-21 |
|
| S4 |
151-03 |
151-20 |
154-08 |
|
|
| 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 |
156-29 |
153-19 |
3-10 |
2.1% |
1-13 |
0.9% |
44% |
False |
False |
173,991 |
| 10 |
157-17 |
153-19 |
3-30 |
2.5% |
1-21 |
1.1% |
37% |
False |
False |
204,482 |
| 20 |
157-17 |
151-12 |
6-05 |
4.0% |
1-22 |
1.1% |
60% |
False |
False |
224,124 |
| 40 |
157-18 |
150-03 |
7-15 |
4.8% |
1-15 |
0.9% |
67% |
False |
False |
118,725 |
| 60 |
159-00 |
150-03 |
8-29 |
5.7% |
1-13 |
0.9% |
56% |
False |
False |
79,174 |
| 80 |
159-00 |
150-03 |
8-29 |
5.7% |
1-03 |
0.7% |
56% |
False |
False |
59,381 |
| 100 |
159-00 |
150-03 |
8-29 |
5.7% |
0-28 |
0.6% |
56% |
False |
False |
47,505 |
| 120 |
159-00 |
146-17 |
12-15 |
8.0% |
0-24 |
0.5% |
68% |
False |
False |
39,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-23 |
|
2.618 |
160-10 |
|
1.618 |
158-27 |
|
1.000 |
157-30 |
|
0.618 |
157-12 |
|
HIGH |
156-15 |
|
0.618 |
155-29 |
|
0.500 |
155-24 |
|
0.382 |
155-18 |
|
LOW |
155-00 |
|
0.618 |
154-03 |
|
1.000 |
153-17 |
|
1.618 |
152-20 |
|
2.618 |
151-05 |
|
4.250 |
148-24 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-24 |
155-30 |
| PP |
155-16 |
155-21 |
| S1 |
155-09 |
155-12 |
|