ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
159-02 |
157-13 |
-1-21 |
-1.0% |
156-26 |
| High |
159-05 |
157-27 |
-1-10 |
-0.8% |
159-10 |
| Low |
156-05 |
153-30 |
-2-07 |
-1.4% |
155-14 |
| Close |
156-08 |
154-18 |
-1-22 |
-1.1% |
158-21 |
| Range |
3-00 |
3-29 |
0-29 |
30.2% |
3-28 |
| ATR |
1-27 |
1-31 |
0-05 |
8.1% |
0-00 |
| Volume |
76,725 |
233,618 |
156,893 |
204.5% |
21,973 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-05 |
164-25 |
156-23 |
|
| R3 |
163-08 |
160-28 |
155-20 |
|
| R2 |
159-11 |
159-11 |
155-09 |
|
| R1 |
156-31 |
156-31 |
154-29 |
156-06 |
| PP |
155-14 |
155-14 |
155-14 |
155-02 |
| S1 |
153-02 |
153-02 |
154-07 |
152-10 |
| S2 |
151-17 |
151-17 |
153-27 |
|
| S3 |
147-20 |
149-05 |
153-16 |
|
| S4 |
143-23 |
145-08 |
152-13 |
|
|
| 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 |
153-30 |
7-19 |
4.9% |
2-18 |
1.6% |
8% |
False |
True |
69,715 |
| 10 |
161-17 |
153-30 |
7-19 |
4.9% |
2-02 |
1.3% |
8% |
False |
True |
36,156 |
| 20 |
161-17 |
152-00 |
9-17 |
6.2% |
1-31 |
1.3% |
27% |
False |
False |
18,774 |
| 40 |
161-17 |
146-21 |
14-28 |
9.6% |
1-20 |
1.1% |
53% |
False |
False |
9,448 |
| 60 |
161-17 |
145-30 |
15-19 |
10.1% |
1-08 |
0.8% |
55% |
False |
False |
6,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
174-14 |
|
2.618 |
168-02 |
|
1.618 |
164-05 |
|
1.000 |
161-24 |
|
0.618 |
160-08 |
|
HIGH |
157-27 |
|
0.618 |
156-11 |
|
0.500 |
155-28 |
|
0.382 |
155-14 |
|
LOW |
153-30 |
|
0.618 |
151-17 |
|
1.000 |
150-01 |
|
1.618 |
147-20 |
|
2.618 |
143-23 |
|
4.250 |
137-11 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-28 |
157-24 |
| PP |
155-14 |
156-22 |
| S1 |
155-00 |
155-20 |
|