ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 14-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
153-25 |
154-21 |
0-28 |
0.6% |
155-26 |
| High |
155-06 |
155-16 |
0-10 |
0.2% |
155-28 |
| Low |
153-20 |
154-15 |
0-27 |
0.5% |
152-14 |
| Close |
154-26 |
154-31 |
0-05 |
0.1% |
154-26 |
| Range |
1-18 |
1-01 |
-0-17 |
-34.0% |
3-14 |
| ATR |
1-27 |
1-25 |
-0-02 |
-3.1% |
0-00 |
| Volume |
177,106 |
133,871 |
-43,235 |
-24.4% |
882,726 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-02 |
157-18 |
155-17 |
|
| R3 |
157-01 |
156-17 |
155-08 |
|
| R2 |
156-00 |
156-00 |
155-05 |
|
| R1 |
155-16 |
155-16 |
155-02 |
155-24 |
| PP |
154-31 |
154-31 |
154-31 |
155-04 |
| S1 |
154-15 |
154-15 |
154-28 |
154-23 |
| S2 |
153-30 |
153-30 |
154-25 |
|
| S3 |
152-29 |
153-14 |
154-22 |
|
| S4 |
151-28 |
152-13 |
154-13 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-22 |
163-06 |
156-22 |
|
| R3 |
161-08 |
159-24 |
155-24 |
|
| R2 |
157-26 |
157-26 |
155-14 |
|
| R1 |
156-10 |
156-10 |
155-04 |
155-11 |
| PP |
154-12 |
154-12 |
154-12 |
153-28 |
| S1 |
152-28 |
152-28 |
154-16 |
151-29 |
| S2 |
150-30 |
150-30 |
154-06 |
|
| S3 |
147-16 |
149-14 |
153-28 |
|
| S4 |
144-02 |
146-00 |
152-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-28 |
152-14 |
3-14 |
2.2% |
1-21 |
1.1% |
74% |
False |
False |
203,319 |
| 10 |
156-08 |
152-14 |
3-26 |
2.5% |
1-21 |
1.1% |
66% |
False |
False |
215,897 |
| 20 |
161-17 |
152-14 |
9-03 |
5.9% |
1-28 |
1.2% |
28% |
False |
False |
149,763 |
| 40 |
161-17 |
149-20 |
11-29 |
7.7% |
1-22 |
1.1% |
45% |
False |
False |
75,415 |
| 60 |
161-17 |
145-30 |
15-19 |
10.1% |
1-16 |
1.0% |
58% |
False |
False |
50,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-28 |
|
2.618 |
158-06 |
|
1.618 |
157-05 |
|
1.000 |
156-17 |
|
0.618 |
156-04 |
|
HIGH |
155-16 |
|
0.618 |
155-03 |
|
0.500 |
155-00 |
|
0.382 |
154-28 |
|
LOW |
154-15 |
|
0.618 |
153-27 |
|
1.000 |
153-14 |
|
1.618 |
152-26 |
|
2.618 |
151-25 |
|
4.250 |
150-03 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-00 |
154-26 |
| PP |
154-31 |
154-22 |
| S1 |
154-31 |
154-17 |
|