ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
160-09 |
160-28 |
0-19 |
0.4% |
158-06 |
| High |
160-27 |
163-01 |
2-06 |
1.4% |
160-27 |
| Low |
159-20 |
159-26 |
0-06 |
0.1% |
156-30 |
| Close |
160-06 |
160-29 |
0-23 |
0.4% |
160-06 |
| Range |
1-07 |
3-07 |
2-00 |
164.1% |
3-29 |
| ATR |
1-24 |
1-27 |
0-03 |
6.0% |
0-00 |
| Volume |
317,880 |
509,766 |
191,886 |
60.4% |
1,255,570 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-29 |
169-04 |
162-22 |
|
| R3 |
167-22 |
165-29 |
161-25 |
|
| R2 |
164-15 |
164-15 |
161-16 |
|
| R1 |
162-22 |
162-22 |
161-06 |
163-18 |
| PP |
161-08 |
161-08 |
161-08 |
161-22 |
| S1 |
159-15 |
159-15 |
160-20 |
160-12 |
| S2 |
158-01 |
158-01 |
160-10 |
|
| S3 |
154-26 |
156-08 |
160-01 |
|
| S4 |
151-19 |
153-01 |
159-04 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-01 |
169-17 |
162-11 |
|
| R3 |
167-04 |
165-20 |
161-08 |
|
| R2 |
163-07 |
163-07 |
160-29 |
|
| R1 |
161-23 |
161-23 |
160-17 |
162-15 |
| PP |
159-10 |
159-10 |
159-10 |
159-22 |
| S1 |
157-26 |
157-26 |
159-27 |
158-18 |
| S2 |
155-13 |
155-13 |
159-15 |
|
| S3 |
151-16 |
153-29 |
159-04 |
|
| S4 |
147-19 |
150-00 |
158-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-01 |
156-30 |
6-03 |
3.8% |
2-00 |
1.2% |
65% |
True |
False |
318,430 |
| 10 |
163-01 |
156-26 |
6-07 |
3.9% |
1-29 |
1.2% |
66% |
True |
False |
293,638 |
| 20 |
163-01 |
153-13 |
9-20 |
6.0% |
1-26 |
1.1% |
78% |
True |
False |
263,635 |
| 40 |
163-01 |
147-26 |
15-07 |
9.5% |
1-27 |
1.2% |
86% |
True |
False |
260,406 |
| 60 |
163-01 |
147-11 |
15-22 |
9.7% |
1-29 |
1.2% |
86% |
True |
False |
256,669 |
| 80 |
163-01 |
147-11 |
15-22 |
9.7% |
1-31 |
1.2% |
86% |
True |
False |
206,971 |
| 100 |
165-07 |
147-11 |
17-28 |
11.1% |
1-27 |
1.1% |
76% |
False |
False |
165,594 |
| 120 |
165-07 |
147-11 |
17-28 |
11.1% |
1-20 |
1.0% |
76% |
False |
False |
137,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-23 |
|
2.618 |
171-15 |
|
1.618 |
168-08 |
|
1.000 |
166-08 |
|
0.618 |
165-01 |
|
HIGH |
163-01 |
|
0.618 |
161-26 |
|
0.500 |
161-14 |
|
0.382 |
161-01 |
|
LOW |
159-26 |
|
0.618 |
157-26 |
|
1.000 |
156-19 |
|
1.618 |
154-19 |
|
2.618 |
151-12 |
|
4.250 |
146-04 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
161-14 |
160-29 |
| PP |
161-08 |
160-29 |
| S1 |
161-02 |
160-29 |
|