ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
154-27 |
154-21 |
-0-06 |
-0.1% |
159-10 |
| High |
156-11 |
156-08 |
-0-03 |
-0.1% |
161-17 |
| Low |
154-21 |
153-31 |
-0-22 |
-0.4% |
153-30 |
| Close |
155-07 |
154-20 |
-0-19 |
-0.4% |
155-07 |
| Range |
1-22 |
2-09 |
0-19 |
35.2% |
7-19 |
| ATR |
1-30 |
1-31 |
0-01 |
1.3% |
0-00 |
| Volume |
205,484 |
250,753 |
45,269 |
22.0% |
814,323 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-25 |
160-16 |
155-28 |
|
| R3 |
159-16 |
158-07 |
155-08 |
|
| R2 |
157-07 |
157-07 |
155-01 |
|
| R1 |
155-30 |
155-30 |
154-27 |
155-14 |
| PP |
154-30 |
154-30 |
154-30 |
154-22 |
| S1 |
153-21 |
153-21 |
154-13 |
153-05 |
| S2 |
152-21 |
152-21 |
154-07 |
|
| S3 |
150-12 |
151-12 |
154-00 |
|
| S4 |
148-03 |
149-03 |
153-12 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179-22 |
175-01 |
159-13 |
|
| R3 |
172-03 |
167-14 |
157-10 |
|
| R2 |
164-16 |
164-16 |
156-20 |
|
| R1 |
159-27 |
159-27 |
155-29 |
158-12 |
| PP |
156-29 |
156-29 |
156-29 |
156-05 |
| S1 |
152-08 |
152-08 |
154-17 |
150-25 |
| S2 |
149-10 |
149-10 |
153-26 |
|
| S3 |
141-23 |
144-21 |
153-04 |
|
| S4 |
134-04 |
137-02 |
151-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159-05 |
153-30 |
5-07 |
3.4% |
2-16 |
1.6% |
13% |
False |
False |
208,341 |
| 10 |
161-17 |
153-30 |
7-19 |
4.9% |
2-07 |
1.4% |
9% |
False |
False |
108,487 |
| 20 |
161-17 |
153-21 |
7-28 |
5.1% |
2-00 |
1.3% |
12% |
False |
False |
55,170 |
| 40 |
161-17 |
147-13 |
14-04 |
9.1% |
1-22 |
1.1% |
51% |
False |
False |
27,730 |
| 60 |
161-17 |
145-30 |
15-19 |
10.1% |
1-10 |
0.8% |
56% |
False |
False |
18,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-30 |
|
2.618 |
162-07 |
|
1.618 |
159-30 |
|
1.000 |
158-17 |
|
0.618 |
157-21 |
|
HIGH |
156-08 |
|
0.618 |
155-12 |
|
0.500 |
155-04 |
|
0.382 |
154-27 |
|
LOW |
153-31 |
|
0.618 |
152-18 |
|
1.000 |
151-22 |
|
1.618 |
150-09 |
|
2.618 |
148-00 |
|
4.250 |
144-09 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-04 |
155-05 |
| PP |
154-30 |
154-31 |
| S1 |
154-25 |
154-26 |
|