ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
157-29 |
157-07 |
-0-22 |
-0.4% |
155-20 |
| High |
158-00 |
158-10 |
0-10 |
0.2% |
160-20 |
| Low |
156-22 |
156-05 |
-0-17 |
-0.3% |
155-15 |
| Close |
157-21 |
156-13 |
-1-08 |
-0.8% |
158-26 |
| Range |
1-10 |
2-05 |
0-27 |
64.3% |
5-05 |
| ATR |
1-27 |
1-28 |
0-01 |
1.2% |
0-00 |
| Volume |
207,204 |
290,355 |
83,151 |
40.1% |
1,347,912 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-14 |
162-02 |
157-19 |
|
| R3 |
161-09 |
159-29 |
157-00 |
|
| R2 |
159-04 |
159-04 |
156-26 |
|
| R1 |
157-24 |
157-24 |
156-19 |
157-12 |
| PP |
156-31 |
156-31 |
156-31 |
156-24 |
| S1 |
155-19 |
155-19 |
156-07 |
155-06 |
| S2 |
154-26 |
154-26 |
156-00 |
|
| S3 |
152-21 |
153-14 |
155-26 |
|
| S4 |
150-16 |
151-09 |
155-07 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-25 |
171-14 |
161-21 |
|
| R3 |
168-20 |
166-09 |
160-07 |
|
| R2 |
163-15 |
163-15 |
159-24 |
|
| R1 |
161-04 |
161-04 |
159-09 |
162-10 |
| PP |
158-10 |
158-10 |
158-10 |
158-28 |
| S1 |
155-31 |
155-31 |
158-11 |
157-04 |
| S2 |
153-05 |
153-05 |
157-28 |
|
| S3 |
148-00 |
150-26 |
157-13 |
|
| S4 |
142-27 |
145-21 |
155-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160-20 |
156-05 |
4-15 |
2.9% |
2-00 |
1.3% |
6% |
False |
True |
244,973 |
| 10 |
160-20 |
155-04 |
5-16 |
3.5% |
1-25 |
1.1% |
23% |
False |
False |
250,295 |
| 20 |
160-20 |
151-25 |
8-27 |
5.7% |
1-27 |
1.2% |
52% |
False |
False |
232,257 |
| 40 |
161-17 |
151-25 |
9-24 |
6.2% |
1-28 |
1.2% |
47% |
False |
False |
183,382 |
| 60 |
161-17 |
148-20 |
12-29 |
8.3% |
1-24 |
1.1% |
60% |
False |
False |
122,516 |
| 80 |
161-17 |
145-30 |
15-19 |
10.0% |
1-18 |
1.0% |
67% |
False |
False |
91,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-15 |
|
2.618 |
163-31 |
|
1.618 |
161-26 |
|
1.000 |
160-15 |
|
0.618 |
159-21 |
|
HIGH |
158-10 |
|
0.618 |
157-16 |
|
0.500 |
157-08 |
|
0.382 |
156-31 |
|
LOW |
156-05 |
|
0.618 |
154-26 |
|
1.000 |
154-00 |
|
1.618 |
152-21 |
|
2.618 |
150-16 |
|
4.250 |
147-00 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-08 |
157-08 |
| PP |
156-31 |
156-31 |
| S1 |
156-22 |
156-22 |
|