ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
158-28 |
156-03 |
-2-25 |
-1.8% |
158-06 |
| High |
159-09 |
157-03 |
-2-06 |
-1.4% |
160-27 |
| Low |
155-13 |
155-16 |
0-03 |
0.1% |
156-30 |
| Close |
156-01 |
156-28 |
0-27 |
0.5% |
160-06 |
| Range |
3-28 |
1-19 |
-2-09 |
-58.9% |
3-29 |
| ATR |
2-03 |
2-02 |
-0-01 |
-1.7% |
0-00 |
| Volume |
546,284 |
462,426 |
-83,858 |
-15.4% |
1,255,570 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-09 |
160-21 |
157-24 |
|
| R3 |
159-22 |
159-02 |
157-10 |
|
| R2 |
158-03 |
158-03 |
157-05 |
|
| R1 |
157-15 |
157-15 |
157-01 |
157-25 |
| PP |
156-16 |
156-16 |
156-16 |
156-20 |
| S1 |
155-28 |
155-28 |
156-23 |
156-06 |
| S2 |
154-29 |
154-29 |
156-19 |
|
| S3 |
153-10 |
154-09 |
156-14 |
|
| S4 |
151-23 |
152-22 |
156-00 |
|
|
| 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 |
155-13 |
7-20 |
4.9% |
2-19 |
1.6% |
19% |
False |
False |
468,765 |
| 10 |
163-01 |
155-13 |
7-20 |
4.9% |
2-03 |
1.3% |
19% |
False |
False |
346,867 |
| 20 |
163-01 |
154-26 |
8-07 |
5.2% |
2-00 |
1.3% |
25% |
False |
False |
307,094 |
| 40 |
163-01 |
147-26 |
15-07 |
9.7% |
1-29 |
1.2% |
60% |
False |
False |
276,289 |
| 60 |
163-01 |
147-11 |
15-22 |
10.0% |
1-30 |
1.2% |
61% |
False |
False |
268,292 |
| 80 |
163-01 |
147-11 |
15-22 |
10.0% |
2-00 |
1.3% |
61% |
False |
False |
225,898 |
| 100 |
164-04 |
147-11 |
16-25 |
10.7% |
1-28 |
1.2% |
57% |
False |
False |
180,755 |
| 120 |
165-07 |
147-11 |
17-28 |
11.4% |
1-22 |
1.1% |
53% |
False |
False |
150,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-28 |
|
2.618 |
161-09 |
|
1.618 |
159-22 |
|
1.000 |
158-22 |
|
0.618 |
158-03 |
|
HIGH |
157-03 |
|
0.618 |
156-16 |
|
0.500 |
156-10 |
|
0.382 |
156-03 |
|
LOW |
155-16 |
|
0.618 |
154-16 |
|
1.000 |
153-29 |
|
1.618 |
152-29 |
|
2.618 |
151-10 |
|
4.250 |
148-23 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-22 |
158-01 |
| PP |
156-16 |
157-21 |
| S1 |
156-10 |
157-08 |
|