ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 23-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
153-24 |
155-13 |
1-21 |
1.1% |
154-21 |
| High |
156-01 |
156-08 |
0-07 |
0.1% |
155-27 |
| Low |
153-23 |
154-22 |
0-31 |
0.6% |
151-25 |
| Close |
155-24 |
155-20 |
-0-04 |
-0.1% |
155-24 |
| Range |
2-10 |
1-18 |
-0-24 |
-32.4% |
4-02 |
| ATR |
1-31 |
1-30 |
-0-01 |
-1.5% |
0-00 |
| Volume |
222,615 |
199,066 |
-23,549 |
-10.6% |
1,074,603 |
|
| Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-07 |
159-15 |
156-16 |
|
| R3 |
158-21 |
157-29 |
156-02 |
|
| R2 |
157-03 |
157-03 |
155-29 |
|
| R1 |
156-11 |
156-11 |
155-25 |
156-23 |
| PP |
155-17 |
155-17 |
155-17 |
155-22 |
| S1 |
154-25 |
154-25 |
155-15 |
155-05 |
| S2 |
153-31 |
153-31 |
155-11 |
|
| S3 |
152-13 |
153-07 |
155-06 |
|
| S4 |
150-27 |
151-21 |
154-24 |
|
|
| 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 |
156-08 |
151-29 |
4-11 |
2.8% |
2-02 |
1.3% |
86% |
True |
False |
222,122 |
| 10 |
156-08 |
151-25 |
4-15 |
2.9% |
1-26 |
1.2% |
86% |
True |
False |
210,566 |
| 20 |
157-27 |
151-25 |
6-02 |
3.9% |
1-29 |
1.2% |
63% |
False |
False |
220,729 |
| 40 |
161-17 |
151-25 |
9-24 |
6.3% |
1-28 |
1.2% |
39% |
False |
False |
113,919 |
| 60 |
161-17 |
146-21 |
14-28 |
9.6% |
1-22 |
1.1% |
60% |
False |
False |
75,982 |
| 80 |
161-17 |
145-30 |
15-19 |
10.0% |
1-12 |
0.9% |
62% |
False |
False |
56,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-28 |
|
2.618 |
160-11 |
|
1.618 |
158-25 |
|
1.000 |
157-26 |
|
0.618 |
157-07 |
|
HIGH |
156-08 |
|
0.618 |
155-21 |
|
0.500 |
155-15 |
|
0.382 |
155-09 |
|
LOW |
154-22 |
|
0.618 |
153-23 |
|
1.000 |
153-04 |
|
1.618 |
152-05 |
|
2.618 |
150-19 |
|
4.250 |
148-02 |
|
|
| Fisher Pivots for day following 23-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-18 |
155-11 |
| PP |
155-17 |
155-03 |
| S1 |
155-15 |
154-26 |
|