ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
154-20 |
155-26 |
1-06 |
0.8% |
154-21 |
| High |
156-02 |
155-28 |
-0-06 |
-0.1% |
156-08 |
| Low |
154-16 |
153-22 |
-0-26 |
-0.5% |
153-23 |
| Close |
155-26 |
153-30 |
-1-28 |
-1.2% |
155-26 |
| Range |
1-18 |
2-06 |
0-20 |
40.0% |
2-17 |
| ATR |
1-27 |
1-28 |
0-01 |
1.3% |
0-00 |
| Volume |
255,946 |
179,441 |
-76,505 |
-29.9% |
1,142,378 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-02 |
159-22 |
155-04 |
|
| R3 |
158-28 |
157-16 |
154-17 |
|
| R2 |
156-22 |
156-22 |
154-11 |
|
| R1 |
155-10 |
155-10 |
154-04 |
154-29 |
| PP |
154-16 |
154-16 |
154-16 |
154-10 |
| S1 |
153-04 |
153-04 |
153-24 |
152-23 |
| S2 |
152-10 |
152-10 |
153-17 |
|
| S3 |
150-04 |
150-30 |
153-11 |
|
| S4 |
147-30 |
148-24 |
152-24 |
|
|
| 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 |
156-02 |
153-22 |
2-12 |
1.5% |
1-21 |
1.1% |
11% |
False |
True |
214,213 |
| 10 |
159-05 |
153-22 |
5-15 |
3.6% |
2-02 |
1.3% |
5% |
False |
True |
211,277 |
| 20 |
161-17 |
153-22 |
7-27 |
5.1% |
1-31 |
1.3% |
3% |
False |
True |
108,422 |
| 40 |
161-17 |
147-19 |
13-30 |
9.1% |
1-21 |
1.1% |
46% |
False |
False |
54,492 |
| 60 |
161-17 |
145-30 |
15-19 |
10.1% |
1-13 |
0.9% |
51% |
False |
False |
36,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-06 |
|
2.618 |
161-19 |
|
1.618 |
159-13 |
|
1.000 |
158-02 |
|
0.618 |
157-07 |
|
HIGH |
155-28 |
|
0.618 |
155-01 |
|
0.500 |
154-25 |
|
0.382 |
154-17 |
|
LOW |
153-22 |
|
0.618 |
152-11 |
|
1.000 |
151-16 |
|
1.618 |
150-05 |
|
2.618 |
147-31 |
|
4.250 |
144-12 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-25 |
154-28 |
| PP |
154-16 |
154-18 |
| S1 |
154-07 |
154-08 |
|