ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 29-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
155-00 |
155-16 |
0-16 |
0.3% |
156-07 |
| High |
156-03 |
155-25 |
-0-10 |
-0.2% |
156-29 |
| Low |
154-28 |
153-04 |
-1-24 |
-1.1% |
153-24 |
| Close |
155-20 |
153-09 |
-2-11 |
-1.5% |
155-02 |
| Range |
1-07 |
2-21 |
1-14 |
117.9% |
3-05 |
| ATR |
1-16 |
1-19 |
0-03 |
5.5% |
0-00 |
| Volume |
111,649 |
142,172 |
30,523 |
27.3% |
449,198 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-01 |
160-10 |
154-24 |
|
| R3 |
159-12 |
157-21 |
154-00 |
|
| R2 |
156-23 |
156-23 |
153-25 |
|
| R1 |
155-00 |
155-00 |
153-17 |
154-17 |
| PP |
154-02 |
154-02 |
154-02 |
153-26 |
| S1 |
152-11 |
152-11 |
153-01 |
151-28 |
| S2 |
151-13 |
151-13 |
152-25 |
|
| S3 |
148-24 |
149-22 |
152-18 |
|
| S4 |
146-03 |
147-01 |
151-26 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-23 |
163-01 |
156-26 |
|
| R3 |
161-18 |
159-28 |
155-30 |
|
| R2 |
158-13 |
158-13 |
155-21 |
|
| R1 |
156-23 |
156-23 |
155-11 |
156-00 |
| PP |
155-08 |
155-08 |
155-08 |
154-28 |
| S1 |
153-18 |
153-18 |
154-25 |
152-26 |
| S2 |
152-03 |
152-03 |
154-15 |
|
| S3 |
148-30 |
150-13 |
154-06 |
|
| S4 |
145-25 |
147-08 |
153-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-15 |
153-04 |
3-11 |
2.2% |
1-17 |
1.0% |
5% |
False |
True |
113,415 |
| 10 |
156-29 |
153-04 |
3-25 |
2.5% |
1-17 |
1.0% |
4% |
False |
True |
151,241 |
| 20 |
157-17 |
151-12 |
6-05 |
4.0% |
1-27 |
1.2% |
31% |
False |
False |
210,097 |
| 40 |
157-17 |
150-03 |
7-14 |
4.9% |
1-16 |
1.0% |
43% |
False |
False |
129,801 |
| 60 |
158-08 |
150-03 |
8-05 |
5.3% |
1-14 |
0.9% |
39% |
False |
False |
86,591 |
| 80 |
159-00 |
150-03 |
8-29 |
5.8% |
1-06 |
0.8% |
36% |
False |
False |
64,944 |
| 100 |
159-00 |
150-03 |
8-29 |
5.8% |
0-30 |
0.6% |
36% |
False |
False |
51,955 |
| 120 |
159-00 |
146-17 |
12-15 |
8.1% |
0-25 |
0.5% |
54% |
False |
False |
43,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-02 |
|
2.618 |
162-24 |
|
1.618 |
160-03 |
|
1.000 |
158-14 |
|
0.618 |
157-14 |
|
HIGH |
155-25 |
|
0.618 |
154-25 |
|
0.500 |
154-14 |
|
0.382 |
154-04 |
|
LOW |
153-04 |
|
0.618 |
151-15 |
|
1.000 |
150-15 |
|
1.618 |
148-26 |
|
2.618 |
146-05 |
|
4.250 |
141-27 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-14 |
154-20 |
| PP |
154-02 |
154-05 |
| S1 |
153-22 |
153-23 |
|