ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
154-04 |
154-20 |
0-16 |
0.3% |
154-21 |
| High |
154-29 |
156-02 |
1-05 |
0.7% |
156-08 |
| Low |
153-23 |
154-16 |
0-25 |
0.5% |
153-23 |
| Close |
154-15 |
155-26 |
1-11 |
0.9% |
155-26 |
| Range |
1-06 |
1-18 |
0-12 |
31.6% |
2-17 |
| ATR |
1-28 |
1-27 |
-0-01 |
-1.0% |
0-00 |
| Volume |
174,098 |
255,946 |
81,848 |
47.0% |
1,142,378 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-05 |
159-17 |
156-22 |
|
| R3 |
158-19 |
157-31 |
156-08 |
|
| R2 |
157-01 |
157-01 |
156-03 |
|
| R1 |
156-13 |
156-13 |
155-31 |
156-23 |
| PP |
155-15 |
155-15 |
155-15 |
155-20 |
| S1 |
154-27 |
154-27 |
155-21 |
155-05 |
| S2 |
153-29 |
153-29 |
155-17 |
|
| S3 |
152-11 |
153-09 |
155-12 |
|
| S4 |
150-25 |
151-23 |
154-30 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-27 |
161-28 |
157-07 |
|
| R3 |
160-10 |
159-11 |
156-16 |
|
| R2 |
157-25 |
157-25 |
156-09 |
|
| R1 |
156-26 |
156-26 |
156-01 |
157-10 |
| PP |
155-08 |
155-08 |
155-08 |
155-16 |
| S1 |
154-09 |
154-09 |
155-19 |
154-24 |
| S2 |
152-23 |
152-23 |
155-11 |
|
| S3 |
150-06 |
151-24 |
155-04 |
|
| S4 |
147-21 |
149-07 |
154-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-08 |
153-23 |
2-17 |
1.6% |
1-21 |
1.1% |
83% |
False |
False |
228,475 |
| 10 |
161-17 |
153-23 |
7-26 |
5.0% |
2-06 |
1.4% |
27% |
False |
False |
195,670 |
| 20 |
161-17 |
153-23 |
7-26 |
5.0% |
1-31 |
1.3% |
27% |
False |
False |
99,526 |
| 40 |
161-17 |
147-13 |
14-04 |
9.1% |
1-20 |
1.0% |
60% |
False |
False |
50,009 |
| 60 |
161-17 |
145-30 |
15-19 |
10.0% |
1-12 |
0.9% |
63% |
False |
False |
33,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-22 |
|
2.618 |
160-05 |
|
1.618 |
158-19 |
|
1.000 |
157-20 |
|
0.618 |
157-01 |
|
HIGH |
156-02 |
|
0.618 |
155-15 |
|
0.500 |
155-09 |
|
0.382 |
155-03 |
|
LOW |
154-16 |
|
0.618 |
153-17 |
|
1.000 |
152-30 |
|
1.618 |
151-31 |
|
2.618 |
150-13 |
|
4.250 |
147-28 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-20 |
155-16 |
| PP |
155-15 |
155-06 |
| S1 |
155-09 |
154-28 |
|