ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
156-10 |
155-20 |
-0-22 |
-0.4% |
155-20 |
| High |
156-21 |
157-21 |
1-00 |
0.6% |
157-16 |
| Low |
155-04 |
155-15 |
0-11 |
0.2% |
153-12 |
| Close |
155-14 |
157-17 |
2-03 |
1.3% |
155-14 |
| Range |
1-17 |
2-06 |
0-21 |
42.9% |
4-04 |
| ATR |
1-29 |
1-30 |
0-01 |
1.1% |
0-00 |
| Volume |
268,148 |
225,633 |
-42,515 |
-15.9% |
1,158,634 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-14 |
162-22 |
158-24 |
|
| R3 |
161-08 |
160-16 |
158-04 |
|
| R2 |
159-02 |
159-02 |
157-30 |
|
| R1 |
158-10 |
158-10 |
157-23 |
158-22 |
| PP |
156-28 |
156-28 |
156-28 |
157-02 |
| S1 |
156-04 |
156-04 |
157-11 |
156-16 |
| S2 |
154-22 |
154-22 |
157-04 |
|
| S3 |
152-16 |
153-30 |
156-30 |
|
| S4 |
150-10 |
151-24 |
156-10 |
|
|
| 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 |
157-21 |
153-23 |
3-30 |
2.5% |
1-30 |
1.2% |
97% |
True |
False |
241,060 |
| 10 |
157-21 |
151-25 |
5-28 |
3.7% |
2-01 |
1.3% |
98% |
True |
False |
232,499 |
| 20 |
157-21 |
151-25 |
5-28 |
3.7% |
1-27 |
1.2% |
98% |
True |
False |
224,198 |
| 40 |
161-17 |
151-25 |
9-24 |
6.2% |
1-29 |
1.2% |
59% |
False |
False |
133,451 |
| 60 |
161-17 |
147-13 |
14-04 |
9.0% |
1-23 |
1.1% |
72% |
False |
False |
89,040 |
| 80 |
161-17 |
145-30 |
15-19 |
9.9% |
1-13 |
0.9% |
74% |
False |
False |
66,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-30 |
|
2.618 |
163-12 |
|
1.618 |
161-06 |
|
1.000 |
159-27 |
|
0.618 |
159-00 |
|
HIGH |
157-21 |
|
0.618 |
156-26 |
|
0.500 |
156-18 |
|
0.382 |
156-10 |
|
LOW |
155-15 |
|
0.618 |
154-04 |
|
1.000 |
153-09 |
|
1.618 |
151-30 |
|
2.618 |
149-24 |
|
4.250 |
146-06 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-07 |
157-05 |
| PP |
156-28 |
156-25 |
| S1 |
156-18 |
156-12 |
|