ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
152-01 |
153-19 |
1-18 |
1.0% |
154-21 |
| High |
153-24 |
155-27 |
2-03 |
1.4% |
155-27 |
| Low |
151-29 |
153-18 |
1-21 |
1.1% |
151-25 |
| Close |
153-04 |
155-24 |
2-20 |
1.7% |
155-24 |
| Range |
1-27 |
2-09 |
0-14 |
23.7% |
4-02 |
| ATR |
1-26 |
1-28 |
0-02 |
3.5% |
0-00 |
| Volume |
229,345 |
280,621 |
51,276 |
22.4% |
1,074,603 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-29 |
161-03 |
157-00 |
|
| R3 |
159-20 |
158-26 |
156-12 |
|
| R2 |
157-11 |
157-11 |
156-05 |
|
| R1 |
156-17 |
156-17 |
155-31 |
156-30 |
| PP |
155-02 |
155-02 |
155-02 |
155-08 |
| S1 |
154-08 |
154-08 |
155-17 |
154-21 |
| S2 |
152-25 |
152-25 |
155-11 |
|
| S3 |
150-16 |
151-31 |
155-04 |
|
| S4 |
148-07 |
149-22 |
154-16 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-21 |
165-08 |
158-00 |
|
| R3 |
162-19 |
161-06 |
156-28 |
|
| R2 |
158-17 |
158-17 |
156-16 |
|
| R1 |
157-04 |
157-04 |
156-04 |
157-26 |
| PP |
154-15 |
154-15 |
154-15 |
154-26 |
| S1 |
153-02 |
153-02 |
155-12 |
153-24 |
| S2 |
150-13 |
150-13 |
155-00 |
|
| S3 |
146-11 |
149-00 |
154-20 |
|
| S4 |
142-09 |
144-30 |
153-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-27 |
151-25 |
4-02 |
2.6% |
1-28 |
1.2% |
98% |
True |
False |
214,920 |
| 10 |
156-02 |
151-25 |
4-09 |
2.7% |
1-26 |
1.2% |
93% |
False |
False |
221,327 |
| 20 |
161-17 |
151-25 |
9-24 |
6.3% |
1-31 |
1.3% |
41% |
False |
False |
196,121 |
| 40 |
161-17 |
151-25 |
9-24 |
6.3% |
1-25 |
1.1% |
41% |
False |
False |
98,925 |
| 60 |
161-17 |
145-30 |
15-19 |
10.0% |
1-20 |
1.0% |
63% |
False |
False |
65,972 |
| 80 |
161-17 |
145-30 |
15-19 |
10.0% |
1-10 |
0.8% |
63% |
False |
False |
49,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-17 |
|
2.618 |
161-26 |
|
1.618 |
159-17 |
|
1.000 |
158-04 |
|
0.618 |
157-08 |
|
HIGH |
155-27 |
|
0.618 |
154-31 |
|
0.500 |
154-22 |
|
0.382 |
154-14 |
|
LOW |
153-18 |
|
0.618 |
152-05 |
|
1.000 |
151-09 |
|
1.618 |
149-28 |
|
2.618 |
147-19 |
|
4.250 |
143-28 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-13 |
155-03 |
| PP |
155-02 |
154-15 |
| S1 |
154-22 |
153-26 |
|