ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
155-28 |
155-26 |
-0-02 |
0.0% |
156-08 |
| High |
156-10 |
156-04 |
-0-06 |
-0.1% |
157-24 |
| Low |
153-29 |
155-02 |
1-05 |
0.8% |
155-07 |
| Close |
156-05 |
155-09 |
-0-28 |
-0.6% |
157-10 |
| Range |
2-13 |
1-02 |
-1-11 |
-55.8% |
2-17 |
| ATR |
1-31 |
1-29 |
-0-02 |
-3.2% |
0-00 |
| Volume |
5,536 |
3,670 |
-1,866 |
-33.7% |
131,554 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-22 |
158-01 |
155-28 |
|
| R3 |
157-20 |
156-31 |
155-18 |
|
| R2 |
156-18 |
156-18 |
155-15 |
|
| R1 |
155-29 |
155-29 |
155-12 |
155-22 |
| PP |
155-16 |
155-16 |
155-16 |
155-12 |
| S1 |
154-27 |
154-27 |
155-06 |
154-20 |
| S2 |
154-14 |
154-14 |
155-03 |
|
| S3 |
153-12 |
153-25 |
155-00 |
|
| S4 |
152-10 |
152-23 |
154-22 |
|
|
| 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% |
1-21 |
1.1% |
38% |
False |
False |
7,030 |
| 10 |
157-27 |
153-29 |
3-30 |
2.5% |
1-23 |
1.1% |
35% |
False |
False |
84,724 |
| 20 |
163-01 |
153-29 |
9-04 |
5.9% |
1-29 |
1.2% |
15% |
False |
False |
209,960 |
| 40 |
163-01 |
150-00 |
13-01 |
8.4% |
1-24 |
1.1% |
41% |
False |
False |
223,525 |
| 60 |
163-01 |
147-11 |
15-22 |
10.1% |
1-29 |
1.2% |
51% |
False |
False |
238,570 |
| 80 |
163-01 |
147-11 |
15-22 |
10.1% |
1-29 |
1.2% |
51% |
False |
False |
230,225 |
| 100 |
163-01 |
147-11 |
15-22 |
10.1% |
1-30 |
1.2% |
51% |
False |
False |
184,601 |
| 120 |
165-07 |
147-11 |
17-28 |
11.5% |
1-26 |
1.2% |
44% |
False |
False |
153,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-20 |
|
2.618 |
158-29 |
|
1.618 |
157-27 |
|
1.000 |
157-06 |
|
0.618 |
156-25 |
|
HIGH |
156-04 |
|
0.618 |
155-23 |
|
0.500 |
155-19 |
|
0.382 |
155-15 |
|
LOW |
155-02 |
|
0.618 |
154-13 |
|
1.000 |
154-00 |
|
1.618 |
153-11 |
|
2.618 |
152-09 |
|
4.250 |
150-18 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-19 |
155-20 |
| PP |
155-16 |
155-17 |
| S1 |
155-12 |
155-13 |
|