ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 13-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
158-23 |
158-06 |
-0-17 |
-0.3% |
156-13 |
| High |
160-22 |
158-25 |
-1-29 |
-1.2% |
158-23 |
| Low |
158-04 |
157-15 |
-0-21 |
-0.4% |
155-07 |
| Close |
158-20 |
157-29 |
-0-23 |
-0.5% |
158-17 |
| Range |
2-18 |
1-10 |
-1-08 |
-48.8% |
3-16 |
| ATR |
1-29 |
1-28 |
-0-01 |
-2.2% |
0-00 |
| Volume |
335,585 |
345,717 |
10,132 |
3.0% |
1,198,001 |
|
| Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-00 |
161-08 |
158-20 |
|
| R3 |
160-22 |
159-30 |
158-09 |
|
| R2 |
159-12 |
159-12 |
158-05 |
|
| R1 |
158-20 |
158-20 |
158-01 |
158-11 |
| PP |
158-02 |
158-02 |
158-02 |
157-29 |
| S1 |
157-10 |
157-10 |
157-25 |
157-01 |
| S2 |
156-24 |
156-24 |
157-21 |
|
| S3 |
155-14 |
156-00 |
157-17 |
|
| S4 |
154-04 |
154-22 |
157-06 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-00 |
166-24 |
160-15 |
|
| R3 |
164-16 |
163-08 |
159-16 |
|
| R2 |
161-00 |
161-00 |
159-06 |
|
| R1 |
159-24 |
159-24 |
158-27 |
160-12 |
| PP |
157-16 |
157-16 |
157-16 |
157-26 |
| S1 |
156-08 |
156-08 |
158-07 |
156-28 |
| S2 |
154-00 |
154-00 |
157-28 |
|
| S3 |
150-16 |
152-24 |
157-18 |
|
| S4 |
147-00 |
149-08 |
156-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160-22 |
156-12 |
4-10 |
2.7% |
2-05 |
1.4% |
36% |
False |
False |
295,028 |
| 10 |
160-22 |
154-26 |
5-28 |
3.7% |
1-29 |
1.2% |
53% |
False |
False |
267,321 |
| 20 |
160-22 |
150-31 |
9-23 |
6.2% |
1-20 |
1.0% |
71% |
False |
False |
242,720 |
| 40 |
160-22 |
147-11 |
13-11 |
8.5% |
1-28 |
1.2% |
79% |
False |
False |
254,994 |
| 60 |
160-22 |
147-11 |
13-11 |
8.5% |
1-28 |
1.2% |
79% |
False |
False |
242,639 |
| 80 |
162-02 |
147-11 |
14-23 |
9.3% |
1-30 |
1.2% |
72% |
False |
False |
182,582 |
| 100 |
165-07 |
147-11 |
17-28 |
11.3% |
1-25 |
1.1% |
59% |
False |
False |
146,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-12 |
|
2.618 |
162-07 |
|
1.618 |
160-29 |
|
1.000 |
160-03 |
|
0.618 |
159-19 |
|
HIGH |
158-25 |
|
0.618 |
158-09 |
|
0.500 |
158-04 |
|
0.382 |
157-31 |
|
LOW |
157-15 |
|
0.618 |
156-21 |
|
1.000 |
156-05 |
|
1.618 |
155-11 |
|
2.618 |
154-01 |
|
4.250 |
151-28 |
|
|
| Fisher Pivots for day following 13-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158-04 |
158-24 |
| PP |
158-02 |
158-15 |
| S1 |
157-31 |
158-06 |
|