ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 01-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
156-08 |
155-18 |
-0-22 |
-0.4% |
160-28 |
| High |
157-24 |
157-03 |
-0-21 |
-0.4% |
163-01 |
| Low |
155-14 |
155-09 |
-0-05 |
-0.1% |
155-13 |
| Close |
156-04 |
156-04 |
0-00 |
0.0% |
156-23 |
| Range |
2-10 |
1-26 |
-0-16 |
-21.6% |
7-20 |
| ATR |
2-02 |
2-01 |
-0-01 |
-0.8% |
0-00 |
| Volume |
65,674 |
32,108 |
-33,566 |
-51.1% |
2,265,232 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-19 |
160-22 |
157-04 |
|
| R3 |
159-25 |
158-28 |
156-20 |
|
| R2 |
157-31 |
157-31 |
156-15 |
|
| R1 |
157-02 |
157-02 |
156-09 |
157-16 |
| PP |
156-05 |
156-05 |
156-05 |
156-13 |
| S1 |
155-08 |
155-08 |
155-31 |
155-22 |
| S2 |
154-11 |
154-11 |
155-25 |
|
| S3 |
152-17 |
153-14 |
155-20 |
|
| S4 |
150-23 |
151-20 |
155-04 |
|
|
| 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 |
159-09 |
155-09 |
4-00 |
2.6% |
2-08 |
1.4% |
21% |
False |
True |
269,155 |
| 10 |
163-01 |
155-09 |
7-24 |
5.0% |
2-08 |
1.4% |
11% |
False |
True |
323,872 |
| 20 |
163-01 |
155-07 |
7-26 |
5.0% |
2-02 |
1.3% |
12% |
False |
False |
286,563 |
| 40 |
163-01 |
148-05 |
14-28 |
9.5% |
1-27 |
1.2% |
54% |
False |
False |
262,204 |
| 60 |
163-01 |
147-11 |
15-22 |
10.0% |
1-30 |
1.2% |
56% |
False |
False |
261,083 |
| 80 |
163-01 |
147-11 |
15-22 |
10.0% |
1-31 |
1.3% |
56% |
False |
False |
230,052 |
| 100 |
164-04 |
147-11 |
16-25 |
10.7% |
1-29 |
1.2% |
52% |
False |
False |
184,126 |
| 120 |
165-07 |
147-11 |
17-28 |
11.4% |
1-24 |
1.1% |
49% |
False |
False |
153,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-26 |
|
2.618 |
161-27 |
|
1.618 |
160-01 |
|
1.000 |
158-29 |
|
0.618 |
158-07 |
|
HIGH |
157-03 |
|
0.618 |
156-13 |
|
0.500 |
156-06 |
|
0.382 |
155-31 |
|
LOW |
155-09 |
|
0.618 |
154-05 |
|
1.000 |
153-15 |
|
1.618 |
152-11 |
|
2.618 |
150-17 |
|
4.250 |
147-18 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-06 |
156-18 |
| PP |
156-05 |
156-13 |
| S1 |
156-05 |
156-09 |
|