ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
155-26 |
155-08 |
-0-18 |
-0.4% |
157-07 |
| High |
156-04 |
156-21 |
0-17 |
0.3% |
157-12 |
| Low |
155-02 |
155-05 |
0-03 |
0.1% |
153-29 |
| Close |
155-09 |
156-09 |
1-00 |
0.6% |
156-09 |
| Range |
1-02 |
1-16 |
0-14 |
41.2% |
3-15 |
| ATR |
1-29 |
1-28 |
-0-01 |
-1.5% |
0-00 |
| Volume |
3,670 |
1,346 |
-2,324 |
-63.3% |
15,323 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-17 |
159-29 |
157-03 |
|
| R3 |
159-01 |
158-13 |
156-22 |
|
| R2 |
157-17 |
157-17 |
156-18 |
|
| R1 |
156-29 |
156-29 |
156-13 |
157-07 |
| PP |
156-01 |
156-01 |
156-01 |
156-06 |
| S1 |
155-13 |
155-13 |
156-05 |
155-23 |
| S2 |
154-17 |
154-17 |
156-00 |
|
| S3 |
153-01 |
153-29 |
155-28 |
|
| S4 |
151-17 |
152-13 |
155-15 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-08 |
164-24 |
158-06 |
|
| R3 |
162-25 |
161-09 |
157-08 |
|
| R2 |
159-10 |
159-10 |
156-29 |
|
| R1 |
157-26 |
157-26 |
156-19 |
156-26 |
| PP |
155-27 |
155-27 |
155-27 |
155-12 |
| S1 |
154-11 |
154-11 |
155-31 |
153-12 |
| S2 |
152-12 |
152-12 |
155-21 |
|
| S3 |
148-29 |
150-28 |
155-10 |
|
| S4 |
145-14 |
147-13 |
154-12 |
|
|
| 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% |
1-23 |
1.1% |
66% |
False |
False |
5,599 |
| 10 |
157-27 |
153-29 |
3-30 |
2.5% |
1-23 |
1.1% |
60% |
False |
False |
38,616 |
| 20 |
163-01 |
153-29 |
9-04 |
5.8% |
1-29 |
1.2% |
26% |
False |
False |
192,741 |
| 40 |
163-01 |
150-31 |
12-02 |
7.7% |
1-24 |
1.1% |
44% |
False |
False |
217,731 |
| 60 |
163-01 |
147-11 |
15-22 |
10.0% |
1-28 |
1.2% |
57% |
False |
False |
234,243 |
| 80 |
163-01 |
147-11 |
15-22 |
10.0% |
1-28 |
1.2% |
57% |
False |
False |
230,164 |
| 100 |
163-01 |
147-11 |
15-22 |
10.0% |
1-30 |
1.2% |
57% |
False |
False |
184,614 |
| 120 |
165-07 |
147-11 |
17-28 |
11.4% |
1-26 |
1.2% |
50% |
False |
False |
153,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-01 |
|
2.618 |
160-19 |
|
1.618 |
159-03 |
|
1.000 |
158-05 |
|
0.618 |
157-19 |
|
HIGH |
156-21 |
|
0.618 |
156-03 |
|
0.500 |
155-29 |
|
0.382 |
155-23 |
|
LOW |
155-05 |
|
0.618 |
154-07 |
|
1.000 |
153-21 |
|
1.618 |
152-23 |
|
2.618 |
151-07 |
|
4.250 |
148-25 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-05 |
155-30 |
| PP |
156-01 |
155-20 |
| S1 |
155-29 |
155-09 |
|