ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 16-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
156-08 |
153-23 |
-2-17 |
-1.6% |
157-07 |
| High |
156-22 |
154-10 |
-2-12 |
-1.5% |
157-12 |
| Low |
153-21 |
153-08 |
-0-13 |
-0.3% |
153-29 |
| Close |
153-28 |
153-08 |
-0-20 |
-0.4% |
156-09 |
| Range |
3-01 |
1-02 |
-1-31 |
-64.9% |
3-15 |
| ATR |
1-29 |
1-27 |
-0-02 |
-3.1% |
0-00 |
| Volume |
2,290 |
2,305 |
15 |
0.7% |
15,323 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-25 |
156-03 |
153-27 |
|
| R3 |
155-23 |
155-01 |
153-17 |
|
| R2 |
154-21 |
154-21 |
153-14 |
|
| R1 |
153-31 |
153-31 |
153-11 |
153-25 |
| PP |
153-19 |
153-19 |
153-19 |
153-16 |
| S1 |
152-29 |
152-29 |
153-05 |
152-23 |
| S2 |
152-17 |
152-17 |
153-02 |
|
| S3 |
151-15 |
151-27 |
152-31 |
|
| S4 |
150-13 |
150-25 |
152-21 |
|
|
| 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 |
156-30 |
153-08 |
3-22 |
2.4% |
1-17 |
1.0% |
0% |
False |
True |
2,401 |
| 10 |
157-17 |
153-08 |
4-09 |
2.8% |
1-20 |
1.1% |
0% |
False |
True |
5,608 |
| 20 |
163-01 |
153-08 |
9-25 |
6.4% |
1-30 |
1.3% |
0% |
False |
True |
164,740 |
| 40 |
163-01 |
152-12 |
10-21 |
7.0% |
1-25 |
1.2% |
8% |
False |
False |
202,548 |
| 60 |
163-01 |
147-11 |
15-22 |
10.2% |
1-27 |
1.2% |
38% |
False |
False |
221,685 |
| 80 |
163-01 |
147-11 |
15-22 |
10.2% |
1-29 |
1.2% |
38% |
False |
False |
229,500 |
| 100 |
163-01 |
147-11 |
15-22 |
10.2% |
1-30 |
1.3% |
38% |
False |
False |
184,681 |
| 120 |
165-07 |
147-11 |
17-28 |
11.7% |
1-26 |
1.2% |
33% |
False |
False |
153,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-26 |
|
2.618 |
157-03 |
|
1.618 |
156-01 |
|
1.000 |
155-12 |
|
0.618 |
154-31 |
|
HIGH |
154-10 |
|
0.618 |
153-29 |
|
0.500 |
153-25 |
|
0.382 |
153-21 |
|
LOW |
153-08 |
|
0.618 |
152-19 |
|
1.000 |
152-06 |
|
1.618 |
151-17 |
|
2.618 |
150-15 |
|
4.250 |
148-24 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-25 |
155-03 |
| PP |
153-19 |
154-15 |
| S1 |
153-14 |
153-28 |
|