ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
153-19 |
155-20 |
2-01 |
1.3% |
154-21 |
| High |
155-27 |
155-23 |
-0-04 |
-0.1% |
155-27 |
| Low |
153-18 |
153-12 |
-0-06 |
-0.1% |
151-25 |
| Close |
155-24 |
153-16 |
-2-08 |
-1.4% |
155-24 |
| Range |
2-09 |
2-11 |
0-02 |
2.7% |
4-02 |
| ATR |
1-28 |
1-30 |
0-01 |
1.8% |
0-00 |
| Volume |
280,621 |
178,967 |
-101,654 |
-36.2% |
1,074,603 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-07 |
159-23 |
154-25 |
|
| R3 |
158-28 |
157-12 |
154-05 |
|
| R2 |
156-17 |
156-17 |
153-30 |
|
| R1 |
155-01 |
155-01 |
153-23 |
154-20 |
| PP |
154-06 |
154-06 |
154-06 |
154-00 |
| S1 |
152-22 |
152-22 |
153-09 |
152-08 |
| S2 |
151-27 |
151-27 |
153-02 |
|
| S3 |
149-16 |
150-11 |
152-27 |
|
| S4 |
147-05 |
148-00 |
152-07 |
|
|
| 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% |
2-05 |
1.4% |
42% |
False |
False |
223,939 |
| 10 |
155-28 |
151-25 |
4-03 |
2.7% |
1-29 |
1.2% |
42% |
False |
False |
213,629 |
| 20 |
161-17 |
151-25 |
9-24 |
6.4% |
2-01 |
1.3% |
18% |
False |
False |
204,649 |
| 40 |
161-17 |
151-25 |
9-24 |
6.4% |
1-26 |
1.2% |
18% |
False |
False |
103,398 |
| 60 |
161-17 |
145-30 |
15-19 |
10.2% |
1-21 |
1.1% |
48% |
False |
False |
68,954 |
| 80 |
161-17 |
145-30 |
15-19 |
10.2% |
1-11 |
0.9% |
48% |
False |
False |
51,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-22 |
|
2.618 |
161-27 |
|
1.618 |
159-16 |
|
1.000 |
158-02 |
|
0.618 |
157-05 |
|
HIGH |
155-23 |
|
0.618 |
154-26 |
|
0.500 |
154-18 |
|
0.382 |
154-09 |
|
LOW |
153-12 |
|
0.618 |
151-30 |
|
1.000 |
151-01 |
|
1.618 |
149-19 |
|
2.618 |
147-08 |
|
4.250 |
143-13 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-18 |
153-28 |
| PP |
154-06 |
153-24 |
| S1 |
153-27 |
153-20 |
|