ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
156-10 |
157-12 |
1-02 |
0.7% |
157-04 |
| High |
157-20 |
158-26 |
1-06 |
0.8% |
159-05 |
| Low |
155-14 |
157-10 |
1-28 |
1.2% |
155-06 |
| Close |
157-10 |
158-19 |
1-09 |
0.8% |
156-21 |
| Range |
2-06 |
1-16 |
-0-22 |
-31.4% |
3-31 |
| ATR |
1-21 |
1-21 |
0-00 |
-0.7% |
0-00 |
| Volume |
2,692 |
6,455 |
3,763 |
139.8% |
11,852 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-24 |
162-05 |
159-13 |
|
| R3 |
161-08 |
160-21 |
159-00 |
|
| R2 |
159-24 |
159-24 |
158-28 |
|
| R1 |
159-05 |
159-05 |
158-23 |
159-14 |
| PP |
158-08 |
158-08 |
158-08 |
158-12 |
| S1 |
157-21 |
157-21 |
158-15 |
157-30 |
| S2 |
156-24 |
156-24 |
158-10 |
|
| S3 |
155-08 |
156-05 |
158-06 |
|
| S4 |
153-24 |
154-21 |
157-25 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-29 |
166-24 |
158-27 |
|
| R3 |
164-30 |
162-25 |
157-24 |
|
| R2 |
160-31 |
160-31 |
157-12 |
|
| R1 |
158-26 |
158-26 |
157-01 |
157-29 |
| PP |
157-00 |
157-00 |
157-00 |
156-18 |
| S1 |
154-27 |
154-27 |
156-09 |
153-30 |
| S2 |
153-01 |
153-01 |
155-30 |
|
| S3 |
149-02 |
150-28 |
155-18 |
|
| S4 |
145-03 |
146-29 |
154-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-26 |
155-14 |
3-12 |
2.1% |
1-18 |
1.0% |
94% |
True |
False |
3,159 |
| 10 |
159-05 |
155-03 |
4-02 |
2.6% |
1-27 |
1.2% |
86% |
False |
False |
2,716 |
| 20 |
159-05 |
152-00 |
7-05 |
4.5% |
1-19 |
1.0% |
92% |
False |
False |
1,729 |
| 40 |
159-05 |
145-30 |
13-07 |
8.3% |
1-14 |
0.9% |
96% |
False |
False |
897 |
| 60 |
159-05 |
145-30 |
13-07 |
8.3% |
1-03 |
0.7% |
96% |
False |
False |
599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-06 |
|
2.618 |
162-24 |
|
1.618 |
161-08 |
|
1.000 |
160-10 |
|
0.618 |
159-24 |
|
HIGH |
158-26 |
|
0.618 |
158-08 |
|
0.500 |
158-02 |
|
0.382 |
157-28 |
|
LOW |
157-10 |
|
0.618 |
156-12 |
|
1.000 |
155-26 |
|
1.618 |
154-28 |
|
2.618 |
153-12 |
|
4.250 |
150-30 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158-13 |
158-03 |
| PP |
158-08 |
157-20 |
| S1 |
158-02 |
157-04 |
|