ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
157-27 |
157-26 |
-0-01 |
0.0% |
155-20 |
| High |
157-28 |
158-19 |
0-23 |
0.5% |
157-16 |
| Low |
156-24 |
157-01 |
0-09 |
0.2% |
153-12 |
| Close |
157-11 |
157-26 |
0-15 |
0.3% |
155-14 |
| Range |
1-04 |
1-18 |
0-14 |
38.9% |
4-04 |
| ATR |
1-27 |
1-27 |
-0-01 |
-1.1% |
0-00 |
| Volume |
273,630 |
228,178 |
-45,452 |
-16.6% |
1,158,634 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-16 |
161-23 |
158-22 |
|
| R3 |
160-30 |
160-05 |
158-08 |
|
| R2 |
159-12 |
159-12 |
158-03 |
|
| R1 |
158-19 |
158-19 |
157-31 |
158-19 |
| PP |
157-26 |
157-26 |
157-26 |
157-26 |
| S1 |
157-01 |
157-01 |
157-21 |
157-01 |
| S2 |
156-08 |
156-08 |
157-17 |
|
| S3 |
154-22 |
155-15 |
157-12 |
|
| S4 |
153-04 |
153-29 |
156-30 |
|
|
| 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 |
158-19 |
155-04 |
3-15 |
2.2% |
1-18 |
1.0% |
77% |
True |
False |
255,617 |
| 10 |
158-19 |
153-12 |
5-07 |
3.3% |
1-27 |
1.2% |
85% |
True |
False |
244,919 |
| 20 |
158-19 |
151-25 |
6-26 |
4.3% |
1-25 |
1.1% |
89% |
True |
False |
227,797 |
| 40 |
161-17 |
151-25 |
9-24 |
6.2% |
1-28 |
1.2% |
62% |
False |
False |
152,966 |
| 60 |
161-17 |
147-13 |
14-04 |
9.0% |
1-23 |
1.1% |
74% |
False |
False |
102,109 |
| 80 |
161-17 |
145-30 |
15-19 |
9.9% |
1-15 |
0.9% |
76% |
False |
False |
76,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-08 |
|
2.618 |
162-22 |
|
1.618 |
161-04 |
|
1.000 |
160-05 |
|
0.618 |
159-18 |
|
HIGH |
158-19 |
|
0.618 |
158-00 |
|
0.500 |
157-26 |
|
0.382 |
157-20 |
|
LOW |
157-01 |
|
0.618 |
156-02 |
|
1.000 |
155-15 |
|
1.618 |
154-16 |
|
2.618 |
152-30 |
|
4.250 |
150-12 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-26 |
157-24 |
| PP |
157-26 |
157-23 |
| S1 |
157-26 |
157-22 |
|