ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 25-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
155-16 |
156-10 |
0-26 |
0.5% |
155-20 |
| High |
157-16 |
156-21 |
-0-27 |
-0.5% |
157-16 |
| Low |
155-13 |
155-04 |
-0-09 |
-0.2% |
153-12 |
| Close |
156-22 |
155-14 |
-1-08 |
-0.8% |
155-14 |
| Range |
2-03 |
1-17 |
-0-18 |
-26.9% |
4-04 |
| ATR |
1-30 |
1-29 |
-0-01 |
-1.4% |
0-00 |
| Volume |
289,838 |
268,148 |
-21,690 |
-7.5% |
1,158,634 |
|
| Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-11 |
159-13 |
156-09 |
|
| R3 |
158-26 |
157-28 |
155-27 |
|
| R2 |
157-09 |
157-09 |
155-23 |
|
| R1 |
156-11 |
156-11 |
155-18 |
156-02 |
| PP |
155-24 |
155-24 |
155-24 |
155-19 |
| S1 |
154-26 |
154-26 |
155-10 |
154-16 |
| S2 |
154-07 |
154-07 |
155-05 |
|
| S3 |
152-22 |
153-09 |
155-01 |
|
| S4 |
151-05 |
151-24 |
154-19 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-26 |
165-24 |
157-23 |
|
| R3 |
163-22 |
161-20 |
156-18 |
|
| R2 |
159-18 |
159-18 |
156-06 |
|
| R1 |
157-16 |
157-16 |
155-26 |
156-15 |
| PP |
155-14 |
155-14 |
155-14 |
154-30 |
| S1 |
153-12 |
153-12 |
155-02 |
152-11 |
| S2 |
151-10 |
151-10 |
154-22 |
|
| S3 |
147-06 |
149-08 |
154-10 |
|
| S4 |
143-02 |
145-04 |
153-05 |
|
|
| 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 |
2.7% |
1-31 |
1.3% |
50% |
False |
False |
231,726 |
| 10 |
157-16 |
151-25 |
5-23 |
3.7% |
1-30 |
1.2% |
64% |
False |
False |
223,323 |
| 20 |
157-16 |
151-25 |
5-23 |
3.7% |
1-26 |
1.2% |
64% |
False |
False |
223,191 |
| 40 |
161-17 |
151-25 |
9-24 |
6.3% |
1-29 |
1.2% |
38% |
False |
False |
127,856 |
| 60 |
161-17 |
146-21 |
14-28 |
9.6% |
1-22 |
1.1% |
59% |
False |
False |
85,280 |
| 80 |
161-17 |
145-30 |
15-19 |
10.0% |
1-13 |
0.9% |
61% |
False |
False |
63,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-05 |
|
2.618 |
160-21 |
|
1.618 |
159-04 |
|
1.000 |
158-06 |
|
0.618 |
157-19 |
|
HIGH |
156-21 |
|
0.618 |
156-02 |
|
0.500 |
155-28 |
|
0.382 |
155-23 |
|
LOW |
155-04 |
|
0.618 |
154-06 |
|
1.000 |
153-19 |
|
1.618 |
152-21 |
|
2.618 |
151-04 |
|
4.250 |
148-20 |
|
|
| Fisher Pivots for day following 25-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-28 |
156-03 |
| PP |
155-24 |
155-28 |
| S1 |
155-19 |
155-21 |
|