ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
156-11 |
156-08 |
-0-03 |
-0.1% |
160-28 |
| High |
157-27 |
157-24 |
-0-03 |
-0.1% |
163-01 |
| Low |
156-04 |
155-14 |
-0-22 |
-0.4% |
155-13 |
| Close |
156-23 |
156-04 |
-0-19 |
-0.4% |
156-23 |
| Range |
1-23 |
2-10 |
0-19 |
34.5% |
7-20 |
| ATR |
2-01 |
2-02 |
0-01 |
1.0% |
0-00 |
| Volume |
239,285 |
65,674 |
-173,611 |
-72.6% |
2,265,232 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-12 |
162-02 |
157-13 |
|
| R3 |
161-02 |
159-24 |
156-24 |
|
| R2 |
158-24 |
158-24 |
156-18 |
|
| R1 |
157-14 |
157-14 |
156-11 |
156-30 |
| PP |
156-14 |
156-14 |
156-14 |
156-06 |
| S1 |
155-04 |
155-04 |
155-29 |
154-20 |
| S2 |
154-04 |
154-04 |
155-22 |
|
| S3 |
151-26 |
152-26 |
155-16 |
|
| S4 |
149-16 |
150-16 |
154-27 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181-08 |
176-20 |
160-29 |
|
| R3 |
173-20 |
169-00 |
158-26 |
|
| R2 |
166-00 |
166-00 |
158-04 |
|
| R1 |
161-12 |
161-12 |
157-13 |
159-28 |
| PP |
158-12 |
158-12 |
158-12 |
157-20 |
| S1 |
153-24 |
153-24 |
156-01 |
152-08 |
| S2 |
150-24 |
150-24 |
155-10 |
|
| S3 |
143-04 |
146-04 |
154-20 |
|
| S4 |
135-16 |
138-16 |
152-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160-21 |
155-13 |
5-08 |
3.4% |
2-16 |
1.6% |
14% |
False |
False |
364,228 |
| 10 |
163-01 |
155-13 |
7-20 |
4.9% |
2-08 |
1.4% |
9% |
False |
False |
341,329 |
| 20 |
163-01 |
155-07 |
7-26 |
5.0% |
2-01 |
1.3% |
12% |
False |
False |
296,216 |
| 40 |
163-01 |
148-05 |
14-28 |
9.5% |
1-28 |
1.2% |
54% |
False |
False |
270,505 |
| 60 |
163-01 |
147-11 |
15-22 |
10.0% |
1-29 |
1.2% |
56% |
False |
False |
263,124 |
| 80 |
163-01 |
147-11 |
15-22 |
10.0% |
1-31 |
1.3% |
56% |
False |
False |
229,665 |
| 100 |
164-04 |
147-11 |
16-25 |
10.7% |
1-29 |
1.2% |
52% |
False |
False |
183,805 |
| 120 |
165-07 |
147-11 |
17-28 |
11.4% |
1-23 |
1.1% |
49% |
False |
False |
153,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-18 |
|
2.618 |
163-26 |
|
1.618 |
161-16 |
|
1.000 |
160-02 |
|
0.618 |
159-06 |
|
HIGH |
157-24 |
|
0.618 |
156-28 |
|
0.500 |
156-19 |
|
0.382 |
156-10 |
|
LOW |
155-14 |
|
0.618 |
154-00 |
|
1.000 |
153-04 |
|
1.618 |
151-22 |
|
2.618 |
149-12 |
|
4.250 |
145-20 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-19 |
156-20 |
| PP |
156-14 |
156-15 |
| S1 |
156-09 |
156-10 |
|