ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
158-22 |
157-25 |
-0-29 |
-0.6% |
158-20 |
| High |
159-10 |
159-06 |
-0-04 |
-0.1% |
160-22 |
| Low |
157-17 |
156-30 |
-0-19 |
-0.4% |
156-20 |
| Close |
157-23 |
158-26 |
1-03 |
0.7% |
158-04 |
| Range |
1-25 |
2-08 |
0-15 |
26.3% |
4-02 |
| ATR |
1-25 |
1-26 |
0-01 |
1.9% |
0-00 |
| Volume |
206,672 |
300,675 |
94,003 |
45.5% |
1,372,310 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-02 |
164-06 |
160-02 |
|
| R3 |
162-26 |
161-30 |
159-14 |
|
| R2 |
160-18 |
160-18 |
159-07 |
|
| R1 |
159-22 |
159-22 |
159-01 |
160-04 |
| PP |
158-10 |
158-10 |
158-10 |
158-17 |
| S1 |
157-14 |
157-14 |
158-19 |
157-28 |
| S2 |
156-02 |
156-02 |
158-13 |
|
| S3 |
153-26 |
155-06 |
158-06 |
|
| S4 |
151-18 |
152-30 |
157-18 |
|
|
| 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 |
159-11 |
156-30 |
2-13 |
1.5% |
1-18 |
1.0% |
78% |
False |
True |
242,680 |
| 10 |
160-22 |
155-14 |
5-08 |
3.3% |
1-29 |
1.2% |
64% |
False |
False |
253,222 |
| 20 |
160-22 |
152-25 |
7-29 |
5.0% |
1-22 |
1.1% |
76% |
False |
False |
244,827 |
| 40 |
160-22 |
147-11 |
13-11 |
8.4% |
1-26 |
1.1% |
86% |
False |
False |
250,686 |
| 60 |
160-22 |
147-11 |
13-11 |
8.4% |
1-28 |
1.2% |
86% |
False |
False |
251,812 |
| 80 |
160-31 |
147-11 |
13-20 |
8.6% |
1-31 |
1.2% |
84% |
False |
False |
193,421 |
| 100 |
165-07 |
147-11 |
17-28 |
11.3% |
1-26 |
1.1% |
64% |
False |
False |
154,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-24 |
|
2.618 |
165-02 |
|
1.618 |
162-26 |
|
1.000 |
161-14 |
|
0.618 |
160-18 |
|
HIGH |
159-06 |
|
0.618 |
158-10 |
|
0.500 |
158-02 |
|
0.382 |
157-26 |
|
LOW |
156-30 |
|
0.618 |
155-18 |
|
1.000 |
154-22 |
|
1.618 |
153-10 |
|
2.618 |
151-02 |
|
4.250 |
147-12 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158-18 |
158-19 |
| PP |
158-10 |
158-12 |
| S1 |
158-02 |
158-04 |
|