ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 17-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
157-29 |
158-06 |
0-09 |
0.2% |
158-20 |
| High |
158-21 |
159-11 |
0-22 |
0.4% |
160-22 |
| Low |
157-12 |
158-03 |
0-23 |
0.5% |
156-20 |
| Close |
158-04 |
159-03 |
0-31 |
0.6% |
158-04 |
| Range |
1-09 |
1-08 |
-0-01 |
-2.4% |
4-02 |
| ATR |
1-26 |
1-25 |
-0-01 |
-2.2% |
0-00 |
| Volume |
187,153 |
173,183 |
-13,970 |
-7.5% |
1,372,310 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-19 |
162-03 |
159-25 |
|
| R3 |
161-11 |
160-27 |
159-14 |
|
| R2 |
160-03 |
160-03 |
159-10 |
|
| R1 |
159-19 |
159-19 |
159-07 |
159-27 |
| PP |
158-27 |
158-27 |
158-27 |
158-31 |
| S1 |
158-11 |
158-11 |
158-31 |
158-19 |
| S2 |
157-19 |
157-19 |
158-28 |
|
| S3 |
156-11 |
157-03 |
158-24 |
|
| S4 |
155-03 |
155-27 |
158-13 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-21 |
168-15 |
160-12 |
|
| R3 |
166-19 |
164-13 |
159-08 |
|
| R2 |
162-17 |
162-17 |
158-28 |
|
| R1 |
160-11 |
160-11 |
158-16 |
159-13 |
| PP |
158-15 |
158-15 |
158-15 |
158-00 |
| S1 |
156-09 |
156-09 |
157-24 |
155-11 |
| S2 |
154-13 |
154-13 |
157-12 |
|
| S3 |
150-11 |
152-07 |
157-00 |
|
| S4 |
146-09 |
148-05 |
155-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160-22 |
156-26 |
3-28 |
2.4% |
1-25 |
1.1% |
59% |
False |
False |
268,846 |
| 10 |
160-22 |
155-07 |
5-15 |
3.4% |
1-26 |
1.1% |
71% |
False |
False |
251,103 |
| 20 |
160-22 |
150-31 |
9-23 |
6.1% |
1-20 |
1.0% |
84% |
False |
False |
240,532 |
| 40 |
160-22 |
147-11 |
13-11 |
8.4% |
1-26 |
1.1% |
88% |
False |
False |
250,162 |
| 60 |
160-22 |
147-11 |
13-11 |
8.4% |
1-28 |
1.2% |
88% |
False |
False |
248,295 |
| 80 |
161-17 |
147-11 |
14-06 |
8.9% |
1-30 |
1.2% |
83% |
False |
False |
187,084 |
| 100 |
165-07 |
147-11 |
17-28 |
11.2% |
1-25 |
1.1% |
66% |
False |
False |
149,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-21 |
|
2.618 |
162-20 |
|
1.618 |
161-12 |
|
1.000 |
160-19 |
|
0.618 |
160-04 |
|
HIGH |
159-11 |
|
0.618 |
158-28 |
|
0.500 |
158-23 |
|
0.382 |
158-18 |
|
LOW |
158-03 |
|
0.618 |
157-10 |
|
1.000 |
156-27 |
|
1.618 |
156-02 |
|
2.618 |
154-26 |
|
4.250 |
152-25 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158-31 |
158-27 |
| PP |
158-27 |
158-19 |
| S1 |
158-23 |
158-12 |
|