ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 22-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
155-20 |
153-24 |
-1-28 |
-1.2% |
154-21 |
| High |
155-23 |
156-01 |
0-10 |
0.2% |
155-27 |
| Low |
153-12 |
153-23 |
0-11 |
0.2% |
151-25 |
| Close |
153-16 |
155-24 |
2-08 |
1.5% |
155-24 |
| Range |
2-11 |
2-10 |
-0-01 |
-1.3% |
4-02 |
| ATR |
1-30 |
1-31 |
0-01 |
2.3% |
0-00 |
| Volume |
178,967 |
222,615 |
43,648 |
24.4% |
1,074,603 |
|
| Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-03 |
161-08 |
157-01 |
|
| R3 |
159-25 |
158-30 |
156-12 |
|
| R2 |
157-15 |
157-15 |
156-06 |
|
| R1 |
156-20 |
156-20 |
155-31 |
157-02 |
| PP |
155-05 |
155-05 |
155-05 |
155-12 |
| S1 |
154-10 |
154-10 |
155-17 |
154-24 |
| S2 |
152-27 |
152-27 |
155-10 |
|
| S3 |
150-17 |
152-00 |
155-04 |
|
| S4 |
148-07 |
149-22 |
154-15 |
|
|
| 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 |
156-01 |
151-25 |
4-08 |
2.7% |
1-31 |
1.3% |
93% |
True |
False |
221,562 |
| 10 |
156-01 |
151-25 |
4-08 |
2.7% |
1-29 |
1.2% |
93% |
True |
False |
217,947 |
| 20 |
159-05 |
151-25 |
7-12 |
4.7% |
2-00 |
1.3% |
54% |
False |
False |
214,612 |
| 40 |
161-17 |
151-25 |
9-24 |
6.3% |
1-27 |
1.2% |
41% |
False |
False |
108,954 |
| 60 |
161-17 |
146-21 |
14-28 |
9.6% |
1-22 |
1.1% |
61% |
False |
False |
72,664 |
| 80 |
161-17 |
145-30 |
15-19 |
10.0% |
1-12 |
0.9% |
63% |
False |
False |
54,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-28 |
|
2.618 |
162-03 |
|
1.618 |
159-25 |
|
1.000 |
158-11 |
|
0.618 |
157-15 |
|
HIGH |
156-01 |
|
0.618 |
155-05 |
|
0.500 |
154-28 |
|
0.382 |
154-19 |
|
LOW |
153-23 |
|
0.618 |
152-09 |
|
1.000 |
151-13 |
|
1.618 |
149-31 |
|
2.618 |
147-21 |
|
4.250 |
143-28 |
|
|
| Fisher Pivots for day following 22-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-15 |
155-13 |
| PP |
155-05 |
155-02 |
| S1 |
154-28 |
154-22 |
|