ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
157-25 |
158-27 |
1-02 |
0.7% |
158-20 |
| High |
159-06 |
160-10 |
1-04 |
0.7% |
160-22 |
| Low |
156-30 |
158-25 |
1-27 |
1.2% |
156-20 |
| Close |
158-26 |
160-03 |
1-09 |
0.8% |
158-04 |
| Range |
2-08 |
1-17 |
-0-23 |
-31.9% |
4-02 |
| ATR |
1-26 |
1-25 |
-0-01 |
-1.1% |
0-00 |
| Volume |
300,675 |
257,160 |
-43,515 |
-14.5% |
1,372,310 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-10 |
163-24 |
160-30 |
|
| R3 |
162-25 |
162-07 |
160-16 |
|
| R2 |
161-08 |
161-08 |
160-12 |
|
| R1 |
160-22 |
160-22 |
160-07 |
160-31 |
| PP |
159-23 |
159-23 |
159-23 |
159-28 |
| S1 |
159-05 |
159-05 |
159-31 |
159-14 |
| S2 |
158-06 |
158-06 |
159-26 |
|
| S3 |
156-21 |
157-20 |
159-22 |
|
| S4 |
155-04 |
156-03 |
159-08 |
|
|
| 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 |
160-10 |
156-30 |
3-12 |
2.1% |
1-20 |
1.0% |
94% |
True |
False |
224,968 |
| 10 |
160-22 |
156-12 |
4-10 |
2.7% |
1-28 |
1.2% |
86% |
False |
False |
259,998 |
| 20 |
160-22 |
153-13 |
7-09 |
4.5% |
1-21 |
1.0% |
92% |
False |
False |
245,712 |
| 40 |
160-22 |
147-11 |
13-11 |
8.3% |
1-26 |
1.1% |
96% |
False |
False |
251,403 |
| 60 |
160-22 |
147-11 |
13-11 |
8.3% |
1-28 |
1.2% |
96% |
False |
False |
251,046 |
| 80 |
160-22 |
147-11 |
13-11 |
8.3% |
1-31 |
1.2% |
96% |
False |
False |
196,635 |
| 100 |
165-07 |
147-11 |
17-28 |
11.2% |
1-26 |
1.1% |
71% |
False |
False |
157,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-26 |
|
2.618 |
164-10 |
|
1.618 |
162-25 |
|
1.000 |
161-27 |
|
0.618 |
161-08 |
|
HIGH |
160-10 |
|
0.618 |
159-23 |
|
0.500 |
159-18 |
|
0.382 |
159-12 |
|
LOW |
158-25 |
|
0.618 |
157-27 |
|
1.000 |
157-08 |
|
1.618 |
156-10 |
|
2.618 |
154-25 |
|
4.250 |
152-09 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
159-29 |
159-19 |
| PP |
159-23 |
159-04 |
| S1 |
159-18 |
158-20 |
|