ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 24-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
155-13 |
155-16 |
0-03 |
0.1% |
154-21 |
| High |
156-08 |
157-16 |
1-08 |
0.8% |
155-27 |
| Low |
154-22 |
155-13 |
0-23 |
0.5% |
151-25 |
| Close |
155-20 |
156-22 |
1-02 |
0.7% |
155-24 |
| Range |
1-18 |
2-03 |
0-17 |
34.0% |
4-02 |
| ATR |
1-30 |
1-30 |
0-00 |
0.6% |
0-00 |
| Volume |
199,066 |
289,838 |
90,772 |
45.6% |
1,074,603 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-26 |
161-27 |
157-27 |
|
| R3 |
160-23 |
159-24 |
157-08 |
|
| R2 |
158-20 |
158-20 |
157-02 |
|
| R1 |
157-21 |
157-21 |
156-28 |
158-04 |
| PP |
156-17 |
156-17 |
156-17 |
156-25 |
| S1 |
155-18 |
155-18 |
156-16 |
156-02 |
| S2 |
154-14 |
154-14 |
156-10 |
|
| S3 |
152-11 |
153-15 |
156-04 |
|
| S4 |
150-08 |
151-12 |
155-17 |
|
|
| 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 |
157-16 |
153-12 |
4-04 |
2.6% |
2-04 |
1.4% |
80% |
True |
False |
234,221 |
| 10 |
157-16 |
151-25 |
5-23 |
3.6% |
1-30 |
1.2% |
86% |
True |
False |
214,219 |
| 20 |
157-16 |
151-25 |
5-23 |
3.6% |
1-27 |
1.2% |
86% |
True |
False |
223,540 |
| 40 |
161-17 |
151-25 |
9-24 |
6.2% |
1-29 |
1.2% |
50% |
False |
False |
121,157 |
| 60 |
161-17 |
146-21 |
14-28 |
9.5% |
1-22 |
1.1% |
67% |
False |
False |
80,812 |
| 80 |
161-17 |
145-30 |
15-19 |
10.0% |
1-13 |
0.9% |
69% |
False |
False |
60,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-13 |
|
2.618 |
162-31 |
|
1.618 |
160-28 |
|
1.000 |
159-19 |
|
0.618 |
158-25 |
|
HIGH |
157-16 |
|
0.618 |
156-22 |
|
0.500 |
156-14 |
|
0.382 |
156-07 |
|
LOW |
155-13 |
|
0.618 |
154-04 |
|
1.000 |
153-10 |
|
1.618 |
152-01 |
|
2.618 |
149-30 |
|
4.250 |
146-16 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-20 |
156-10 |
| PP |
156-17 |
155-31 |
| S1 |
156-14 |
155-20 |
|