ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
157-00 |
158-20 |
1-20 |
1.0% |
156-13 |
| High |
158-23 |
158-22 |
-0-01 |
0.0% |
158-23 |
| Low |
156-12 |
156-20 |
0-08 |
0.2% |
155-07 |
| Close |
158-17 |
156-25 |
-1-24 |
-1.1% |
158-17 |
| Range |
2-11 |
2-02 |
-0-09 |
-12.0% |
3-16 |
| ATR |
1-25 |
1-26 |
0-01 |
1.1% |
0-00 |
| Volume |
289,983 |
201,260 |
-88,723 |
-30.6% |
1,198,001 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-18 |
162-07 |
157-29 |
|
| R3 |
161-16 |
160-05 |
157-11 |
|
| R2 |
159-14 |
159-14 |
157-05 |
|
| R1 |
158-03 |
158-03 |
156-31 |
157-24 |
| PP |
157-12 |
157-12 |
157-12 |
157-06 |
| S1 |
156-01 |
156-01 |
156-19 |
155-22 |
| S2 |
155-10 |
155-10 |
156-13 |
|
| S3 |
153-08 |
153-31 |
156-07 |
|
| S4 |
151-06 |
151-29 |
155-21 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-00 |
166-24 |
160-15 |
|
| R3 |
164-16 |
163-08 |
159-16 |
|
| R2 |
161-00 |
161-00 |
159-06 |
|
| R1 |
159-24 |
159-24 |
158-27 |
160-12 |
| PP |
157-16 |
157-16 |
157-16 |
157-26 |
| S1 |
156-08 |
156-08 |
158-07 |
156-28 |
| S2 |
154-00 |
154-00 |
157-28 |
|
| S3 |
150-16 |
152-24 |
157-18 |
|
| S4 |
147-00 |
149-08 |
156-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-23 |
155-07 |
3-16 |
2.2% |
1-26 |
1.2% |
45% |
False |
False |
233,360 |
| 10 |
158-23 |
153-13 |
5-10 |
3.4% |
1-22 |
1.1% |
64% |
False |
False |
233,631 |
| 20 |
158-23 |
148-17 |
10-06 |
6.5% |
1-17 |
1.0% |
81% |
False |
False |
226,519 |
| 40 |
158-23 |
147-11 |
11-12 |
7.3% |
1-27 |
1.2% |
83% |
False |
False |
246,579 |
| 60 |
158-23 |
147-11 |
11-12 |
7.3% |
1-29 |
1.2% |
83% |
False |
False |
226,645 |
| 80 |
164-00 |
147-11 |
16-21 |
10.6% |
1-29 |
1.2% |
57% |
False |
False |
170,285 |
| 100 |
165-07 |
147-11 |
17-28 |
11.4% |
1-24 |
1.1% |
53% |
False |
False |
136,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-14 |
|
2.618 |
164-03 |
|
1.618 |
162-01 |
|
1.000 |
160-24 |
|
0.618 |
159-31 |
|
HIGH |
158-22 |
|
0.618 |
157-29 |
|
0.500 |
157-21 |
|
0.382 |
157-13 |
|
LOW |
156-20 |
|
0.618 |
155-11 |
|
1.000 |
154-18 |
|
1.618 |
153-09 |
|
2.618 |
151-07 |
|
4.250 |
147-28 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-21 |
157-02 |
| PP |
157-12 |
156-31 |
| S1 |
157-02 |
156-28 |
|