ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 18-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
158-06 |
158-22 |
0-16 |
0.3% |
158-20 |
| High |
159-11 |
159-10 |
-0-01 |
0.0% |
160-22 |
| Low |
158-03 |
157-17 |
-0-18 |
-0.4% |
156-20 |
| Close |
159-03 |
157-23 |
-1-12 |
-0.9% |
158-04 |
| Range |
1-08 |
1-25 |
0-17 |
42.5% |
4-02 |
| ATR |
1-25 |
1-25 |
0-00 |
0.0% |
0-00 |
| Volume |
173,183 |
206,672 |
33,489 |
19.3% |
1,372,310 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-17 |
162-13 |
158-22 |
|
| R3 |
161-24 |
160-20 |
158-07 |
|
| R2 |
159-31 |
159-31 |
158-01 |
|
| R1 |
158-27 |
158-27 |
157-28 |
158-16 |
| PP |
158-06 |
158-06 |
158-06 |
158-01 |
| S1 |
157-02 |
157-02 |
157-18 |
156-24 |
| S2 |
156-13 |
156-13 |
157-13 |
|
| S3 |
154-20 |
155-09 |
157-07 |
|
| S4 |
152-27 |
153-16 |
156-24 |
|
|
| 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 |
157-12 |
3-10 |
2.1% |
1-20 |
1.0% |
10% |
False |
False |
249,662 |
| 10 |
160-22 |
155-07 |
5-15 |
3.5% |
1-27 |
1.2% |
46% |
False |
False |
249,253 |
| 20 |
160-22 |
152-12 |
8-10 |
5.3% |
1-20 |
1.0% |
64% |
False |
False |
240,355 |
| 40 |
160-22 |
147-11 |
13-11 |
8.5% |
1-26 |
1.1% |
78% |
False |
False |
250,157 |
| 60 |
160-22 |
147-11 |
13-11 |
8.5% |
1-28 |
1.2% |
78% |
False |
False |
251,086 |
| 80 |
161-17 |
147-11 |
14-06 |
9.0% |
1-30 |
1.2% |
73% |
False |
False |
189,667 |
| 100 |
165-07 |
147-11 |
17-28 |
11.3% |
1-25 |
1.1% |
58% |
False |
False |
151,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-28 |
|
2.618 |
163-31 |
|
1.618 |
162-06 |
|
1.000 |
161-03 |
|
0.618 |
160-13 |
|
HIGH |
159-10 |
|
0.618 |
158-20 |
|
0.500 |
158-14 |
|
0.382 |
158-07 |
|
LOW |
157-17 |
|
0.618 |
156-14 |
|
1.000 |
155-24 |
|
1.618 |
154-21 |
|
2.618 |
152-28 |
|
4.250 |
149-31 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158-14 |
158-12 |
| PP |
158-06 |
158-05 |
| S1 |
157-30 |
157-30 |
|