ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
158-20 |
156-28 |
-1-24 |
-1.1% |
156-13 |
| High |
158-22 |
159-11 |
0-21 |
0.4% |
158-23 |
| Low |
156-20 |
156-26 |
0-06 |
0.1% |
155-07 |
| Close |
156-25 |
158-26 |
2-01 |
1.3% |
158-17 |
| Range |
2-02 |
2-17 |
0-15 |
22.7% |
3-16 |
| ATR |
1-26 |
1-27 |
0-02 |
3.0% |
0-00 |
| Volume |
201,260 |
302,595 |
101,335 |
50.4% |
1,198,001 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-29 |
164-29 |
160-07 |
|
| R3 |
163-12 |
162-12 |
159-16 |
|
| R2 |
160-27 |
160-27 |
159-09 |
|
| R1 |
159-27 |
159-27 |
159-01 |
160-11 |
| PP |
158-10 |
158-10 |
158-10 |
158-18 |
| S1 |
157-10 |
157-10 |
158-19 |
157-26 |
| S2 |
155-25 |
155-25 |
158-11 |
|
| S3 |
153-08 |
154-25 |
158-04 |
|
| S4 |
150-23 |
152-08 |
157-13 |
|
|
| 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 |
159-11 |
155-07 |
4-04 |
2.6% |
2-02 |
1.3% |
87% |
True |
False |
248,844 |
| 10 |
159-11 |
153-13 |
5-30 |
3.7% |
1-27 |
1.2% |
91% |
True |
False |
244,393 |
| 20 |
159-11 |
148-28 |
10-15 |
6.6% |
1-19 |
1.0% |
95% |
True |
False |
231,307 |
| 40 |
159-11 |
147-11 |
12-00 |
7.6% |
1-28 |
1.2% |
96% |
True |
False |
249,164 |
| 60 |
159-11 |
147-11 |
12-00 |
7.6% |
1-29 |
1.2% |
96% |
True |
False |
231,444 |
| 80 |
163-14 |
147-11 |
16-03 |
10.1% |
1-30 |
1.2% |
71% |
False |
False |
174,067 |
| 100 |
165-07 |
147-11 |
17-28 |
11.3% |
1-24 |
1.1% |
64% |
False |
False |
139,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-03 |
|
2.618 |
165-31 |
|
1.618 |
163-14 |
|
1.000 |
161-28 |
|
0.618 |
160-29 |
|
HIGH |
159-11 |
|
0.618 |
158-12 |
|
0.500 |
158-02 |
|
0.382 |
157-25 |
|
LOW |
156-26 |
|
0.618 |
155-08 |
|
1.000 |
154-09 |
|
1.618 |
152-23 |
|
2.618 |
150-06 |
|
4.250 |
146-02 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158-18 |
158-16 |
| PP |
158-10 |
158-06 |
| S1 |
158-02 |
157-28 |
|