ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
154-21 |
154-26 |
0-05 |
0.1% |
155-26 |
| High |
155-16 |
155-10 |
-0-06 |
-0.1% |
155-28 |
| Low |
154-15 |
152-06 |
-2-09 |
-1.5% |
152-14 |
| Close |
154-31 |
152-13 |
-2-18 |
-1.7% |
154-26 |
| Range |
1-01 |
3-04 |
2-03 |
203.0% |
3-14 |
| ATR |
1-25 |
1-28 |
0-03 |
5.5% |
0-00 |
| Volume |
133,871 |
234,501 |
100,630 |
75.2% |
882,726 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-22 |
160-21 |
154-04 |
|
| R3 |
159-18 |
157-17 |
153-08 |
|
| R2 |
156-14 |
156-14 |
152-31 |
|
| R1 |
154-13 |
154-13 |
152-22 |
153-28 |
| PP |
153-10 |
153-10 |
153-10 |
153-01 |
| S1 |
151-09 |
151-09 |
152-04 |
150-24 |
| S2 |
150-06 |
150-06 |
151-27 |
|
| S3 |
147-02 |
148-05 |
151-18 |
|
| S4 |
143-30 |
145-01 |
150-22 |
|
|
| 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 |
155-16 |
152-06 |
3-10 |
2.2% |
1-27 |
1.2% |
7% |
False |
True |
214,331 |
| 10 |
156-02 |
152-06 |
3-28 |
2.5% |
1-24 |
1.1% |
6% |
False |
True |
214,272 |
| 20 |
161-17 |
152-06 |
9-11 |
6.1% |
2-00 |
1.3% |
2% |
False |
True |
161,379 |
| 40 |
161-17 |
149-20 |
11-29 |
7.8% |
1-24 |
1.1% |
23% |
False |
False |
81,277 |
| 60 |
161-17 |
145-30 |
15-19 |
10.2% |
1-17 |
1.0% |
41% |
False |
False |
54,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-19 |
|
2.618 |
163-16 |
|
1.618 |
160-12 |
|
1.000 |
158-14 |
|
0.618 |
157-08 |
|
HIGH |
155-10 |
|
0.618 |
154-04 |
|
0.500 |
153-24 |
|
0.382 |
153-12 |
|
LOW |
152-06 |
|
0.618 |
150-08 |
|
1.000 |
149-02 |
|
1.618 |
147-04 |
|
2.618 |
144-00 |
|
4.250 |
138-29 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-24 |
153-27 |
| PP |
153-10 |
153-12 |
| S1 |
152-27 |
152-28 |
|