ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 28-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
156-03 |
156-11 |
0-08 |
0.2% |
160-28 |
| High |
157-03 |
157-27 |
0-24 |
0.5% |
163-01 |
| Low |
155-16 |
156-04 |
0-20 |
0.4% |
155-13 |
| Close |
156-28 |
156-23 |
-0-05 |
-0.1% |
156-23 |
| Range |
1-19 |
1-23 |
0-04 |
7.8% |
7-20 |
| ATR |
2-02 |
2-01 |
-0-01 |
-1.2% |
0-00 |
| Volume |
462,426 |
239,285 |
-223,141 |
-48.3% |
2,265,232 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-02 |
161-03 |
157-21 |
|
| R3 |
160-11 |
159-12 |
157-06 |
|
| R2 |
158-20 |
158-20 |
157-01 |
|
| R1 |
157-21 |
157-21 |
156-28 |
158-04 |
| PP |
156-29 |
156-29 |
156-29 |
157-04 |
| S1 |
155-30 |
155-30 |
156-18 |
156-14 |
| S2 |
155-06 |
155-06 |
156-13 |
|
| S3 |
153-15 |
154-07 |
156-08 |
|
| S4 |
151-24 |
152-16 |
155-25 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181-08 |
176-20 |
160-29 |
|
| R3 |
173-20 |
169-00 |
158-26 |
|
| R2 |
166-00 |
166-00 |
158-04 |
|
| R1 |
161-12 |
161-12 |
157-13 |
159-28 |
| PP |
158-12 |
158-12 |
158-12 |
157-20 |
| S1 |
153-24 |
153-24 |
156-01 |
152-08 |
| S2 |
150-24 |
150-24 |
155-10 |
|
| S3 |
143-04 |
146-04 |
154-20 |
|
| S4 |
135-16 |
138-16 |
152-17 |
|
|
| 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% |
2-22 |
1.7% |
17% |
False |
False |
453,046 |
| 10 |
163-01 |
155-13 |
7-20 |
4.9% |
2-05 |
1.4% |
17% |
False |
False |
352,080 |
| 20 |
163-01 |
155-07 |
7-26 |
5.0% |
2-00 |
1.3% |
19% |
False |
False |
304,555 |
| 40 |
163-01 |
148-05 |
14-28 |
9.5% |
1-29 |
1.2% |
58% |
False |
False |
276,303 |
| 60 |
163-01 |
147-11 |
15-22 |
10.0% |
1-29 |
1.2% |
60% |
False |
False |
266,970 |
| 80 |
163-01 |
147-11 |
15-22 |
10.0% |
2-00 |
1.3% |
60% |
False |
False |
228,881 |
| 100 |
164-04 |
147-11 |
16-25 |
10.7% |
1-29 |
1.2% |
56% |
False |
False |
183,148 |
| 120 |
165-07 |
147-11 |
17-28 |
11.4% |
1-23 |
1.1% |
52% |
False |
False |
152,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-05 |
|
2.618 |
162-11 |
|
1.618 |
160-20 |
|
1.000 |
159-18 |
|
0.618 |
158-29 |
|
HIGH |
157-27 |
|
0.618 |
157-06 |
|
0.500 |
157-00 |
|
0.382 |
156-25 |
|
LOW |
156-04 |
|
0.618 |
155-02 |
|
1.000 |
154-13 |
|
1.618 |
153-11 |
|
2.618 |
151-20 |
|
4.250 |
148-26 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-00 |
157-11 |
| PP |
156-29 |
157-04 |
| S1 |
156-26 |
156-30 |
|