ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
157-13 |
154-21 |
-2-24 |
-1.7% |
156-26 |
| High |
157-27 |
155-20 |
-2-07 |
-1.4% |
159-10 |
| Low |
153-30 |
154-00 |
0-02 |
0.0% |
155-14 |
| Close |
154-18 |
155-12 |
0-26 |
0.5% |
158-21 |
| Range |
3-29 |
1-20 |
-2-09 |
-58.4% |
3-28 |
| ATR |
1-31 |
1-31 |
-0-01 |
-1.3% |
0-00 |
| Volume |
233,618 |
275,127 |
41,509 |
17.8% |
21,973 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-28 |
159-08 |
156-09 |
|
| R3 |
158-08 |
157-20 |
155-26 |
|
| R2 |
156-20 |
156-20 |
155-22 |
|
| R1 |
156-00 |
156-00 |
155-17 |
156-10 |
| PP |
155-00 |
155-00 |
155-00 |
155-05 |
| S1 |
154-12 |
154-12 |
155-07 |
154-22 |
| S2 |
153-12 |
153-12 |
155-02 |
|
| S3 |
151-24 |
152-24 |
154-30 |
|
| S4 |
150-04 |
151-04 |
154-15 |
|
|
| 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 |
1.7% |
19% |
False |
False |
123,449 |
| 10 |
161-17 |
153-30 |
7-19 |
4.9% |
2-02 |
1.3% |
19% |
False |
False |
63,304 |
| 20 |
161-17 |
153-14 |
8-03 |
5.2% |
1-31 |
1.3% |
24% |
False |
False |
32,522 |
| 40 |
161-17 |
146-21 |
14-28 |
9.6% |
1-20 |
1.1% |
59% |
False |
False |
16,325 |
| 60 |
161-17 |
145-30 |
15-19 |
10.0% |
1-08 |
0.8% |
61% |
False |
False |
10,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-17 |
|
2.618 |
159-28 |
|
1.618 |
158-08 |
|
1.000 |
157-08 |
|
0.618 |
156-20 |
|
HIGH |
155-20 |
|
0.618 |
155-00 |
|
0.500 |
154-26 |
|
0.382 |
154-20 |
|
LOW |
154-00 |
|
0.618 |
153-00 |
|
1.000 |
152-12 |
|
1.618 |
151-12 |
|
2.618 |
149-24 |
|
4.250 |
147-03 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-06 |
156-18 |
| PP |
155-00 |
156-05 |
| S1 |
154-26 |
155-24 |
|