ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
160-12 |
158-28 |
-1-16 |
-0.9% |
158-06 |
| High |
160-21 |
159-09 |
-1-12 |
-0.9% |
160-27 |
| Low |
157-20 |
155-13 |
-2-07 |
-1.4% |
156-30 |
| Close |
157-23 |
156-01 |
-1-22 |
-1.1% |
160-06 |
| Range |
3-01 |
3-28 |
0-27 |
27.8% |
3-29 |
| ATR |
1-31 |
2-03 |
0-04 |
7.0% |
0-00 |
| Volume |
507,471 |
546,284 |
38,813 |
7.6% |
1,255,570 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-17 |
166-05 |
158-05 |
|
| R3 |
164-21 |
162-09 |
157-03 |
|
| R2 |
160-25 |
160-25 |
156-24 |
|
| R1 |
158-13 |
158-13 |
156-12 |
157-21 |
| PP |
156-29 |
156-29 |
156-29 |
156-17 |
| S1 |
154-17 |
154-17 |
155-22 |
153-25 |
| S2 |
153-01 |
153-01 |
155-10 |
|
| S3 |
149-05 |
150-21 |
154-31 |
|
| S4 |
145-09 |
146-25 |
153-29 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-01 |
169-17 |
162-11 |
|
| R3 |
167-04 |
165-20 |
161-08 |
|
| R2 |
163-07 |
163-07 |
160-29 |
|
| R1 |
161-23 |
161-23 |
160-17 |
162-15 |
| PP |
159-10 |
159-10 |
159-10 |
159-22 |
| S1 |
157-26 |
157-26 |
159-27 |
158-18 |
| S2 |
155-13 |
155-13 |
159-15 |
|
| S3 |
151-16 |
153-29 |
159-04 |
|
| S4 |
147-19 |
150-00 |
158-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-01 |
155-13 |
7-20 |
4.9% |
2-18 |
1.7% |
8% |
False |
True |
427,712 |
| 10 |
163-01 |
155-13 |
7-20 |
4.9% |
2-02 |
1.3% |
8% |
False |
True |
335,196 |
| 20 |
163-01 |
153-13 |
9-20 |
6.2% |
2-01 |
1.3% |
27% |
False |
False |
297,138 |
| 40 |
163-01 |
147-26 |
15-07 |
9.8% |
1-30 |
1.2% |
54% |
False |
False |
270,936 |
| 60 |
163-01 |
147-11 |
15-22 |
10.1% |
1-30 |
1.3% |
55% |
False |
False |
265,725 |
| 80 |
163-01 |
147-11 |
15-22 |
10.1% |
2-00 |
1.3% |
55% |
False |
False |
220,121 |
| 100 |
164-04 |
147-11 |
16-25 |
10.8% |
1-28 |
1.2% |
52% |
False |
False |
176,131 |
| 120 |
165-07 |
147-11 |
17-28 |
11.5% |
1-22 |
1.1% |
49% |
False |
False |
146,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175-24 |
|
2.618 |
169-14 |
|
1.618 |
165-18 |
|
1.000 |
163-05 |
|
0.618 |
161-22 |
|
HIGH |
159-09 |
|
0.618 |
157-26 |
|
0.500 |
157-11 |
|
0.382 |
156-28 |
|
LOW |
155-13 |
|
0.618 |
153-00 |
|
1.000 |
151-17 |
|
1.618 |
149-04 |
|
2.618 |
145-08 |
|
4.250 |
138-30 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-11 |
159-07 |
| PP |
156-29 |
158-05 |
| S1 |
156-15 |
157-03 |
|