ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
155-26 |
154-08 |
-1-18 |
-1.0% |
154-21 |
| High |
155-28 |
154-27 |
-1-01 |
-0.7% |
156-08 |
| Low |
153-22 |
152-14 |
-1-08 |
-0.8% |
153-23 |
| Close |
153-30 |
154-21 |
0-23 |
0.5% |
155-26 |
| Range |
2-06 |
2-13 |
0-07 |
10.0% |
2-17 |
| ATR |
1-28 |
1-29 |
0-01 |
2.0% |
0-00 |
| Volume |
179,441 |
272,867 |
93,426 |
52.1% |
1,142,378 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-06 |
160-11 |
155-31 |
|
| R3 |
158-25 |
157-30 |
155-10 |
|
| R2 |
156-12 |
156-12 |
155-03 |
|
| R1 |
155-17 |
155-17 |
154-28 |
155-30 |
| PP |
153-31 |
153-31 |
153-31 |
154-06 |
| S1 |
153-04 |
153-04 |
154-14 |
153-18 |
| S2 |
151-18 |
151-18 |
154-07 |
|
| S3 |
149-05 |
150-23 |
154-00 |
|
| S4 |
146-24 |
148-10 |
153-11 |
|
|
| 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 |
152-14 |
3-20 |
2.3% |
1-24 |
1.1% |
61% |
False |
True |
214,491 |
| 10 |
157-27 |
152-14 |
5-13 |
3.5% |
2-00 |
1.3% |
41% |
False |
True |
230,891 |
| 20 |
161-17 |
152-14 |
9-03 |
5.9% |
1-31 |
1.3% |
24% |
False |
True |
121,996 |
| 40 |
161-17 |
147-19 |
13-30 |
9.0% |
1-23 |
1.1% |
51% |
False |
False |
61,313 |
| 60 |
161-17 |
145-30 |
15-19 |
10.1% |
1-14 |
0.9% |
56% |
False |
False |
40,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-02 |
|
2.618 |
161-05 |
|
1.618 |
158-24 |
|
1.000 |
157-08 |
|
0.618 |
156-11 |
|
HIGH |
154-27 |
|
0.618 |
153-30 |
|
0.500 |
153-20 |
|
0.382 |
153-11 |
|
LOW |
152-14 |
|
0.618 |
150-30 |
|
1.000 |
150-01 |
|
1.618 |
148-17 |
|
2.618 |
146-04 |
|
4.250 |
142-07 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-10 |
154-17 |
| PP |
153-31 |
154-12 |
| S1 |
153-20 |
154-08 |
|