ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 23-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
156-11 |
155-07 |
-1-04 |
-0.7% |
157-07 |
| High |
156-15 |
155-08 |
-1-07 |
-0.8% |
157-12 |
| Low |
155-00 |
153-24 |
-1-08 |
-0.8% |
153-19 |
| Close |
155-02 |
154-08 |
-0-26 |
-0.5% |
156-12 |
| Range |
1-15 |
1-16 |
0-01 |
2.1% |
3-25 |
| ATR |
1-19 |
1-18 |
0-00 |
-0.4% |
0-00 |
| Volume |
122,016 |
140,707 |
18,691 |
15.3% |
1,039,901 |
|
| Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-29 |
158-03 |
155-02 |
|
| R3 |
157-13 |
156-19 |
154-21 |
|
| R2 |
155-29 |
155-29 |
154-17 |
|
| R1 |
155-03 |
155-03 |
154-12 |
154-24 |
| PP |
154-13 |
154-13 |
154-13 |
154-08 |
| S1 |
153-19 |
153-19 |
154-04 |
153-08 |
| S2 |
152-29 |
152-29 |
153-31 |
|
| S3 |
151-13 |
152-03 |
153-27 |
|
| S4 |
149-29 |
150-19 |
153-14 |
|
|
| 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 |
153-24 |
3-05 |
2.0% |
1-11 |
0.9% |
16% |
False |
True |
162,099 |
| 10 |
157-17 |
153-19 |
3-30 |
2.6% |
1-19 |
1.0% |
17% |
False |
False |
191,303 |
| 20 |
157-17 |
151-12 |
6-05 |
4.0% |
1-23 |
1.1% |
47% |
False |
False |
219,043 |
| 40 |
157-17 |
150-03 |
7-14 |
4.8% |
1-15 |
1.0% |
56% |
False |
False |
122,221 |
| 60 |
159-00 |
150-03 |
8-29 |
5.8% |
1-14 |
0.9% |
47% |
False |
False |
81,519 |
| 80 |
159-00 |
150-03 |
8-29 |
5.8% |
1-04 |
0.7% |
47% |
False |
False |
61,140 |
| 100 |
159-00 |
150-03 |
8-29 |
5.8% |
0-29 |
0.6% |
47% |
False |
False |
48,912 |
| 120 |
159-00 |
146-17 |
12-15 |
8.1% |
0-24 |
0.5% |
62% |
False |
False |
40,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-20 |
|
2.618 |
159-06 |
|
1.618 |
157-22 |
|
1.000 |
156-24 |
|
0.618 |
156-06 |
|
HIGH |
155-08 |
|
0.618 |
154-22 |
|
0.500 |
154-16 |
|
0.382 |
154-10 |
|
LOW |
153-24 |
|
0.618 |
152-26 |
|
1.000 |
152-08 |
|
1.618 |
151-10 |
|
2.618 |
149-26 |
|
4.250 |
147-12 |
|
|
| Fisher Pivots for day following 23-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-16 |
155-10 |
| PP |
154-13 |
154-31 |
| S1 |
154-11 |
154-20 |
|