ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
156-02 |
157-07 |
1-05 |
0.7% |
156-08 |
| High |
157-17 |
157-12 |
-0-05 |
-0.1% |
157-24 |
| Low |
156-01 |
155-07 |
-0-26 |
-0.5% |
155-07 |
| Close |
157-10 |
155-14 |
-1-28 |
-1.2% |
157-10 |
| Range |
1-16 |
2-05 |
0-21 |
43.8% |
2-17 |
| ATR |
1-29 |
1-30 |
0-01 |
0.9% |
0-00 |
| Volume |
12,673 |
4,771 |
-7,902 |
-62.4% |
131,554 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-15 |
161-04 |
156-20 |
|
| R3 |
160-10 |
158-31 |
156-01 |
|
| R2 |
158-05 |
158-05 |
155-27 |
|
| R1 |
156-26 |
156-26 |
155-20 |
156-13 |
| PP |
156-00 |
156-00 |
156-00 |
155-26 |
| S1 |
154-21 |
154-21 |
155-08 |
154-08 |
| S2 |
153-27 |
153-27 |
155-01 |
|
| S3 |
151-22 |
152-16 |
154-27 |
|
| S4 |
149-17 |
150-11 |
154-08 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-11 |
163-12 |
158-23 |
|
| R3 |
161-26 |
160-27 |
158-00 |
|
| R2 |
159-09 |
159-09 |
157-25 |
|
| R1 |
158-10 |
158-10 |
157-17 |
158-26 |
| PP |
156-24 |
156-24 |
156-24 |
157-00 |
| S1 |
155-25 |
155-25 |
157-03 |
156-08 |
| S2 |
154-07 |
154-07 |
156-27 |
|
| S3 |
151-22 |
153-08 |
156-20 |
|
| S4 |
149-05 |
150-23 |
155-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-17 |
155-07 |
2-10 |
1.5% |
1-20 |
1.0% |
9% |
False |
True |
14,130 |
| 10 |
160-21 |
155-07 |
5-14 |
3.5% |
2-02 |
1.3% |
4% |
False |
True |
189,179 |
| 20 |
163-01 |
155-07 |
7-26 |
5.0% |
1-31 |
1.3% |
3% |
False |
True |
241,408 |
| 40 |
163-01 |
148-17 |
14-16 |
9.3% |
1-24 |
1.1% |
48% |
False |
False |
233,964 |
| 60 |
163-01 |
147-11 |
15-22 |
10.1% |
1-28 |
1.2% |
52% |
False |
False |
244,855 |
| 80 |
163-01 |
147-11 |
15-22 |
10.1% |
1-29 |
1.2% |
52% |
False |
False |
230,336 |
| 100 |
164-00 |
147-11 |
16-21 |
10.7% |
1-30 |
1.2% |
49% |
False |
False |
184,510 |
| 120 |
165-07 |
147-11 |
17-28 |
11.5% |
1-25 |
1.1% |
45% |
False |
False |
153,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-17 |
|
2.618 |
163-01 |
|
1.618 |
160-28 |
|
1.000 |
159-17 |
|
0.618 |
158-23 |
|
HIGH |
157-12 |
|
0.618 |
156-18 |
|
0.500 |
156-10 |
|
0.382 |
156-01 |
|
LOW |
155-07 |
|
0.618 |
153-28 |
|
1.000 |
153-02 |
|
1.618 |
151-23 |
|
2.618 |
149-18 |
|
4.250 |
146-02 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-10 |
156-12 |
| PP |
156-00 |
156-02 |
| S1 |
155-23 |
155-24 |
|