ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
158-24 |
159-10 |
0-18 |
0.4% |
156-26 |
| High |
159-10 |
161-17 |
2-07 |
1.4% |
159-10 |
| Low |
158-05 |
158-11 |
0-06 |
0.1% |
155-14 |
| Close |
158-21 |
159-13 |
0-24 |
0.5% |
158-21 |
| Range |
1-05 |
3-06 |
2-01 |
175.7% |
3-28 |
| ATR |
1-20 |
1-23 |
0-04 |
7.0% |
0-00 |
| Volume |
8,408 |
23,369 |
14,961 |
177.9% |
21,973 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-10 |
167-18 |
161-05 |
|
| R3 |
166-04 |
164-12 |
160-09 |
|
| R2 |
162-30 |
162-30 |
160-00 |
|
| R1 |
161-06 |
161-06 |
159-22 |
162-02 |
| PP |
159-24 |
159-24 |
159-24 |
160-06 |
| S1 |
158-00 |
158-00 |
159-04 |
158-28 |
| S2 |
156-18 |
156-18 |
158-26 |
|
| S3 |
153-12 |
154-26 |
158-17 |
|
| S4 |
150-06 |
151-20 |
157-21 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-14 |
167-29 |
160-25 |
|
| R3 |
165-18 |
164-01 |
159-23 |
|
| R2 |
161-22 |
161-22 |
159-12 |
|
| R1 |
160-05 |
160-05 |
159-00 |
160-30 |
| PP |
157-26 |
157-26 |
157-26 |
158-06 |
| S1 |
156-09 |
156-09 |
158-10 |
157-02 |
| S2 |
153-30 |
153-30 |
157-30 |
|
| S3 |
150-02 |
152-13 |
157-19 |
|
| S4 |
146-06 |
148-17 |
156-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
161-17 |
155-14 |
6-03 |
3.8% |
1-30 |
1.2% |
65% |
True |
False |
8,633 |
| 10 |
161-17 |
155-12 |
6-05 |
3.9% |
1-28 |
1.2% |
65% |
True |
False |
5,568 |
| 20 |
161-17 |
152-00 |
9-17 |
6.0% |
1-23 |
1.1% |
78% |
True |
False |
3,296 |
| 40 |
161-17 |
146-21 |
14-28 |
9.3% |
1-17 |
1.0% |
86% |
True |
False |
1,690 |
| 60 |
161-17 |
145-30 |
15-19 |
9.8% |
1-05 |
0.7% |
86% |
True |
False |
1,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175-02 |
|
2.618 |
169-28 |
|
1.618 |
166-22 |
|
1.000 |
164-23 |
|
0.618 |
163-16 |
|
HIGH |
161-17 |
|
0.618 |
160-10 |
|
0.500 |
159-30 |
|
0.382 |
159-18 |
|
LOW |
158-11 |
|
0.618 |
156-12 |
|
1.000 |
155-05 |
|
1.618 |
153-06 |
|
2.618 |
150-00 |
|
4.250 |
144-26 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
159-30 |
159-14 |
| PP |
159-24 |
159-13 |
| S1 |
159-19 |
159-13 |
|