ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 17-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
152-11 |
152-01 |
-0-10 |
-0.2% |
155-26 |
| High |
152-29 |
153-24 |
0-27 |
0.6% |
155-28 |
| Low |
151-25 |
151-29 |
0-04 |
0.1% |
152-14 |
| Close |
151-26 |
153-04 |
1-10 |
0.9% |
154-26 |
| Range |
1-04 |
1-27 |
0-23 |
63.9% |
3-14 |
| ATR |
1-26 |
1-26 |
0-00 |
0.5% |
0-00 |
| Volume |
196,265 |
229,345 |
33,080 |
16.9% |
882,726 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-15 |
157-20 |
154-04 |
|
| R3 |
156-20 |
155-25 |
153-20 |
|
| R2 |
154-25 |
154-25 |
153-15 |
|
| R1 |
153-30 |
153-30 |
153-09 |
154-12 |
| PP |
152-30 |
152-30 |
152-30 |
153-04 |
| S1 |
152-03 |
152-03 |
152-31 |
152-16 |
| S2 |
151-03 |
151-03 |
152-25 |
|
| S3 |
149-08 |
150-08 |
152-20 |
|
| S4 |
147-13 |
148-13 |
152-04 |
|
|
| 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 |
151-25 |
3-23 |
2.4% |
1-24 |
1.1% |
36% |
False |
False |
194,217 |
| 10 |
156-02 |
151-25 |
4-09 |
2.8% |
1-23 |
1.1% |
31% |
False |
False |
210,675 |
| 20 |
161-17 |
151-25 |
9-24 |
6.4% |
1-30 |
1.3% |
14% |
False |
False |
182,413 |
| 40 |
161-17 |
151-22 |
9-27 |
6.4% |
1-24 |
1.2% |
15% |
False |
False |
91,910 |
| 60 |
161-17 |
145-30 |
15-19 |
10.2% |
1-19 |
1.0% |
46% |
False |
False |
61,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-19 |
|
2.618 |
158-18 |
|
1.618 |
156-23 |
|
1.000 |
155-19 |
|
0.618 |
154-28 |
|
HIGH |
153-24 |
|
0.618 |
153-01 |
|
0.500 |
152-26 |
|
0.382 |
152-20 |
|
LOW |
151-29 |
|
0.618 |
150-25 |
|
1.000 |
150-02 |
|
1.618 |
148-30 |
|
2.618 |
147-03 |
|
4.250 |
144-02 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-01 |
153-18 |
| PP |
152-30 |
153-13 |
| S1 |
152-26 |
153-08 |
|