ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
156-28 |
158-23 |
1-27 |
1.2% |
156-13 |
| High |
159-11 |
160-22 |
1-11 |
0.8% |
158-23 |
| Low |
156-26 |
158-04 |
1-10 |
0.8% |
155-07 |
| Close |
158-26 |
158-20 |
-0-06 |
-0.1% |
158-17 |
| Range |
2-17 |
2-18 |
0-01 |
1.2% |
3-16 |
| ATR |
1-27 |
1-29 |
0-02 |
2.7% |
0-00 |
| Volume |
302,595 |
335,585 |
32,990 |
10.9% |
1,198,001 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-27 |
165-09 |
160-01 |
|
| R3 |
164-09 |
162-23 |
159-11 |
|
| R2 |
161-23 |
161-23 |
159-03 |
|
| R1 |
160-05 |
160-05 |
158-28 |
159-21 |
| PP |
159-05 |
159-05 |
159-05 |
158-28 |
| S1 |
157-19 |
157-19 |
158-12 |
157-03 |
| S2 |
156-19 |
156-19 |
158-05 |
|
| S3 |
154-01 |
155-01 |
157-29 |
|
| S4 |
151-15 |
152-15 |
157-07 |
|
|
| 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 |
160-22 |
155-14 |
5-08 |
3.3% |
2-07 |
1.4% |
61% |
True |
False |
263,765 |
| 10 |
160-22 |
153-13 |
7-09 |
4.6% |
2-00 |
1.3% |
72% |
True |
False |
259,080 |
| 20 |
160-22 |
150-00 |
10-22 |
6.7% |
1-20 |
1.0% |
81% |
True |
False |
237,091 |
| 40 |
160-22 |
147-11 |
13-11 |
8.4% |
1-29 |
1.2% |
85% |
True |
False |
252,875 |
| 60 |
160-22 |
147-11 |
13-11 |
8.4% |
1-29 |
1.2% |
85% |
True |
False |
236,980 |
| 80 |
162-20 |
147-11 |
15-09 |
9.6% |
1-30 |
1.2% |
74% |
False |
False |
178,261 |
| 100 |
165-07 |
147-11 |
17-28 |
11.3% |
1-25 |
1.1% |
63% |
False |
False |
142,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-18 |
|
2.618 |
167-13 |
|
1.618 |
164-27 |
|
1.000 |
163-08 |
|
0.618 |
162-09 |
|
HIGH |
160-22 |
|
0.618 |
159-23 |
|
0.500 |
159-13 |
|
0.382 |
159-03 |
|
LOW |
158-04 |
|
0.618 |
156-17 |
|
1.000 |
155-18 |
|
1.618 |
153-31 |
|
2.618 |
151-13 |
|
4.250 |
147-08 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
159-13 |
158-21 |
| PP |
159-05 |
158-21 |
| S1 |
158-28 |
158-20 |
|