ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
154-08 |
154-12 |
0-04 |
0.1% |
154-21 |
| High |
154-27 |
154-21 |
-0-06 |
-0.1% |
156-08 |
| Low |
152-14 |
153-18 |
1-04 |
0.7% |
153-23 |
| Close |
154-21 |
153-25 |
-0-28 |
-0.6% |
155-26 |
| Range |
2-13 |
1-03 |
-1-10 |
-54.5% |
2-17 |
| ATR |
1-29 |
1-27 |
-0-02 |
-3.0% |
0-00 |
| Volume |
272,867 |
253,312 |
-19,555 |
-7.2% |
1,142,378 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-09 |
156-20 |
154-12 |
|
| R3 |
156-06 |
155-17 |
154-03 |
|
| R2 |
155-03 |
155-03 |
153-31 |
|
| R1 |
154-14 |
154-14 |
153-28 |
154-07 |
| PP |
154-00 |
154-00 |
154-00 |
153-28 |
| S1 |
153-11 |
153-11 |
153-22 |
153-04 |
| S2 |
152-29 |
152-29 |
153-19 |
|
| S3 |
151-26 |
152-08 |
153-15 |
|
| S4 |
150-23 |
151-05 |
153-06 |
|
|
| 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 |
2.4% |
1-22 |
1.1% |
37% |
False |
False |
227,132 |
| 10 |
156-11 |
152-14 |
3-29 |
2.5% |
1-23 |
1.1% |
34% |
False |
False |
232,860 |
| 20 |
161-17 |
152-14 |
9-03 |
5.9% |
1-29 |
1.2% |
15% |
False |
False |
134,508 |
| 40 |
161-17 |
148-20 |
12-29 |
8.4% |
1-22 |
1.1% |
40% |
False |
False |
67,646 |
| 60 |
161-17 |
145-30 |
15-19 |
10.1% |
1-15 |
0.9% |
50% |
False |
False |
45,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-10 |
|
2.618 |
157-17 |
|
1.618 |
156-14 |
|
1.000 |
155-24 |
|
0.618 |
155-11 |
|
HIGH |
154-21 |
|
0.618 |
154-08 |
|
0.500 |
154-04 |
|
0.382 |
153-31 |
|
LOW |
153-18 |
|
0.618 |
152-28 |
|
1.000 |
152-15 |
|
1.618 |
151-25 |
|
2.618 |
150-22 |
|
4.250 |
148-29 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-04 |
154-05 |
| PP |
154-00 |
154-01 |
| S1 |
153-28 |
153-29 |
|