ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
155-04 |
157-01 |
1-29 |
1.2% |
156-04 |
| High |
157-09 |
157-01 |
-0-08 |
-0.2% |
157-09 |
| Low |
155-03 |
155-10 |
0-07 |
0.1% |
153-08 |
| Close |
157-08 |
155-10 |
-1-30 |
-1.2% |
157-08 |
| Range |
2-06 |
1-23 |
-0-15 |
-21.4% |
4-01 |
| ATR |
1-29 |
1-29 |
0-00 |
0.1% |
0-00 |
| Volume |
3,095 |
2,053 |
-1,042 |
-33.7% |
10,675 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-01 |
159-29 |
156-08 |
|
| R3 |
159-10 |
158-06 |
155-25 |
|
| R2 |
157-19 |
157-19 |
155-20 |
|
| R1 |
156-15 |
156-15 |
155-15 |
156-06 |
| PP |
155-28 |
155-28 |
155-28 |
155-24 |
| S1 |
154-24 |
154-24 |
155-05 |
154-14 |
| S2 |
154-05 |
154-05 |
155-00 |
|
| S3 |
152-14 |
153-01 |
154-27 |
|
| S4 |
150-23 |
151-10 |
154-12 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-01 |
166-21 |
159-15 |
|
| R3 |
164-00 |
162-20 |
158-11 |
|
| R2 |
159-31 |
159-31 |
158-00 |
|
| R1 |
158-19 |
158-19 |
157-20 |
159-09 |
| PP |
155-30 |
155-30 |
155-30 |
156-08 |
| S1 |
154-18 |
154-18 |
156-28 |
155-08 |
| S2 |
151-29 |
151-29 |
156-16 |
|
| S3 |
147-28 |
150-17 |
156-05 |
|
| S4 |
143-27 |
146-16 |
155-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-09 |
153-08 |
4-01 |
2.6% |
1-30 |
1.2% |
51% |
False |
False |
2,066 |
| 10 |
157-12 |
153-08 |
4-04 |
2.7% |
1-25 |
1.1% |
50% |
False |
False |
2,805 |
| 20 |
163-01 |
153-08 |
9-25 |
6.3% |
1-31 |
1.3% |
21% |
False |
False |
121,241 |
| 40 |
163-01 |
153-08 |
9-25 |
6.3% |
1-27 |
1.2% |
21% |
False |
False |
185,002 |
| 60 |
163-01 |
147-11 |
15-22 |
10.1% |
1-28 |
1.2% |
51% |
False |
False |
209,476 |
| 80 |
163-01 |
147-11 |
15-22 |
10.1% |
1-29 |
1.2% |
51% |
False |
False |
219,737 |
| 100 |
163-01 |
147-11 |
15-22 |
10.1% |
1-30 |
1.3% |
51% |
False |
False |
184,731 |
| 120 |
165-07 |
147-11 |
17-28 |
11.5% |
1-27 |
1.2% |
45% |
False |
False |
153,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-11 |
|
2.618 |
161-17 |
|
1.618 |
159-26 |
|
1.000 |
158-24 |
|
0.618 |
158-03 |
|
HIGH |
157-01 |
|
0.618 |
156-12 |
|
0.500 |
156-06 |
|
0.382 |
155-31 |
|
LOW |
155-10 |
|
0.618 |
154-08 |
|
1.000 |
153-19 |
|
1.618 |
152-17 |
|
2.618 |
150-26 |
|
4.250 |
148-00 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-06 |
155-12 |
| PP |
155-28 |
155-12 |
| S1 |
155-19 |
155-11 |
|