ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
160-28 |
160-12 |
-0-16 |
-0.3% |
158-06 |
| High |
163-01 |
160-21 |
-2-12 |
-1.5% |
160-27 |
| Low |
159-26 |
157-20 |
-2-06 |
-1.4% |
156-30 |
| Close |
160-29 |
157-23 |
-3-06 |
-2.0% |
160-06 |
| Range |
3-07 |
3-01 |
-0-06 |
-5.8% |
3-29 |
| ATR |
1-27 |
1-31 |
0-03 |
5.5% |
0-00 |
| Volume |
509,766 |
507,471 |
-2,295 |
-0.5% |
1,255,570 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-24 |
165-25 |
159-12 |
|
| R3 |
164-23 |
162-24 |
158-18 |
|
| R2 |
161-22 |
161-22 |
158-09 |
|
| R1 |
159-23 |
159-23 |
158-00 |
159-06 |
| PP |
158-21 |
158-21 |
158-21 |
158-13 |
| S1 |
156-22 |
156-22 |
157-14 |
156-05 |
| S2 |
155-20 |
155-20 |
157-05 |
|
| S3 |
152-19 |
153-21 |
156-28 |
|
| S4 |
149-18 |
150-20 |
156-02 |
|
|
| 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 |
3.9% |
2-08 |
1.4% |
13% |
False |
False |
378,590 |
| 10 |
163-01 |
156-30 |
6-03 |
3.9% |
1-30 |
1.2% |
13% |
False |
False |
314,126 |
| 20 |
163-01 |
153-13 |
9-20 |
6.1% |
1-29 |
1.2% |
45% |
False |
False |
279,260 |
| 40 |
163-01 |
147-26 |
15-07 |
9.6% |
1-28 |
1.2% |
65% |
False |
False |
264,836 |
| 60 |
163-01 |
147-11 |
15-22 |
9.9% |
1-30 |
1.2% |
66% |
False |
False |
260,883 |
| 80 |
163-01 |
147-11 |
15-22 |
9.9% |
1-31 |
1.3% |
66% |
False |
False |
213,297 |
| 100 |
164-04 |
147-11 |
16-25 |
10.6% |
1-27 |
1.2% |
62% |
False |
False |
170,668 |
| 120 |
165-07 |
147-11 |
17-28 |
11.3% |
1-21 |
1.0% |
58% |
False |
False |
142,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-17 |
|
2.618 |
168-19 |
|
1.618 |
165-18 |
|
1.000 |
163-22 |
|
0.618 |
162-17 |
|
HIGH |
160-21 |
|
0.618 |
159-16 |
|
0.500 |
159-04 |
|
0.382 |
158-25 |
|
LOW |
157-20 |
|
0.618 |
155-24 |
|
1.000 |
154-19 |
|
1.618 |
152-23 |
|
2.618 |
149-22 |
|
4.250 |
144-24 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
159-04 |
160-10 |
| PP |
158-21 |
159-15 |
| S1 |
158-06 |
158-19 |
|