ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
159-10 |
159-02 |
-0-08 |
-0.2% |
156-26 |
| High |
161-17 |
159-05 |
-2-12 |
-1.5% |
159-10 |
| Low |
158-11 |
156-05 |
-2-06 |
-1.4% |
155-14 |
| Close |
159-13 |
156-08 |
-3-05 |
-2.0% |
158-21 |
| Range |
3-06 |
3-00 |
-0-06 |
-5.9% |
3-28 |
| ATR |
1-23 |
1-27 |
0-03 |
6.3% |
0-00 |
| Volume |
23,369 |
76,725 |
53,356 |
228.3% |
21,973 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-06 |
164-07 |
157-29 |
|
| R3 |
163-06 |
161-07 |
157-02 |
|
| R2 |
160-06 |
160-06 |
156-26 |
|
| R1 |
158-07 |
158-07 |
156-17 |
157-22 |
| PP |
157-06 |
157-06 |
157-06 |
156-30 |
| S1 |
155-07 |
155-07 |
155-31 |
154-22 |
| S2 |
154-06 |
154-06 |
155-22 |
|
| S3 |
151-06 |
152-07 |
155-14 |
|
| S4 |
148-06 |
149-07 |
154-19 |
|
|
| 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 |
3.9% |
2-07 |
1.4% |
13% |
False |
False |
23,529 |
| 10 |
161-17 |
155-14 |
6-03 |
3.9% |
1-30 |
1.2% |
13% |
False |
False |
13,102 |
| 20 |
161-17 |
152-00 |
9-17 |
6.1% |
1-26 |
1.2% |
45% |
False |
False |
7,110 |
| 40 |
161-17 |
146-21 |
14-28 |
9.5% |
1-18 |
1.0% |
64% |
False |
False |
3,608 |
| 60 |
161-17 |
145-30 |
15-19 |
10.0% |
1-06 |
0.8% |
66% |
False |
False |
2,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-29 |
|
2.618 |
167-00 |
|
1.618 |
164-00 |
|
1.000 |
162-05 |
|
0.618 |
161-00 |
|
HIGH |
159-05 |
|
0.618 |
158-00 |
|
0.500 |
157-21 |
|
0.382 |
157-10 |
|
LOW |
156-05 |
|
0.618 |
154-10 |
|
1.000 |
153-05 |
|
1.618 |
151-10 |
|
2.618 |
148-10 |
|
4.250 |
143-13 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-21 |
158-27 |
| PP |
157-06 |
157-31 |
| S1 |
156-23 |
157-04 |
|