ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
157-07 |
155-28 |
-1-11 |
-0.9% |
156-08 |
| High |
157-12 |
156-10 |
-1-02 |
-0.7% |
157-24 |
| Low |
155-07 |
153-29 |
-1-10 |
-0.8% |
155-07 |
| Close |
155-14 |
156-05 |
0-23 |
0.5% |
157-10 |
| Range |
2-05 |
2-13 |
0-08 |
11.6% |
2-17 |
| ATR |
1-30 |
1-31 |
0-01 |
1.8% |
0-00 |
| Volume |
4,771 |
5,536 |
765 |
16.0% |
131,554 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-22 |
161-26 |
157-15 |
|
| R3 |
160-09 |
159-13 |
156-26 |
|
| R2 |
157-28 |
157-28 |
156-19 |
|
| R1 |
157-00 |
157-00 |
156-12 |
157-14 |
| PP |
155-15 |
155-15 |
155-15 |
155-22 |
| S1 |
154-19 |
154-19 |
155-30 |
155-01 |
| S2 |
153-02 |
153-02 |
155-23 |
|
| S3 |
150-21 |
152-06 |
155-16 |
|
| S4 |
148-08 |
149-25 |
154-27 |
|
|
| 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 |
153-29 |
3-20 |
2.3% |
1-24 |
1.1% |
62% |
False |
True |
8,815 |
| 10 |
159-09 |
153-29 |
5-12 |
3.4% |
2-00 |
1.3% |
42% |
False |
True |
138,985 |
| 20 |
163-01 |
153-29 |
9-04 |
5.8% |
1-31 |
1.3% |
25% |
False |
True |
226,555 |
| 40 |
163-01 |
148-28 |
14-05 |
9.1% |
1-25 |
1.1% |
51% |
False |
False |
228,931 |
| 60 |
163-01 |
147-11 |
15-22 |
10.0% |
1-29 |
1.2% |
56% |
False |
False |
241,628 |
| 80 |
163-01 |
147-11 |
15-22 |
10.0% |
1-29 |
1.2% |
56% |
False |
False |
230,222 |
| 100 |
163-14 |
147-11 |
16-03 |
10.3% |
1-30 |
1.2% |
55% |
False |
False |
184,565 |
| 120 |
165-07 |
147-11 |
17-28 |
11.4% |
1-26 |
1.2% |
49% |
False |
False |
153,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-17 |
|
2.618 |
162-20 |
|
1.618 |
160-07 |
|
1.000 |
158-23 |
|
0.618 |
157-26 |
|
HIGH |
156-10 |
|
0.618 |
155-13 |
|
0.500 |
155-04 |
|
0.382 |
154-26 |
|
LOW |
153-29 |
|
0.618 |
152-13 |
|
1.000 |
151-16 |
|
1.618 |
150-00 |
|
2.618 |
147-19 |
|
4.250 |
143-22 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-26 |
156-00 |
| PP |
155-15 |
155-28 |
| S1 |
155-04 |
155-23 |
|