ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
155-20 |
156-02 |
0-14 |
0.3% |
156-08 |
| High |
156-13 |
157-17 |
1-04 |
0.7% |
157-24 |
| Low |
155-07 |
156-01 |
0-26 |
0.5% |
155-07 |
| Close |
155-31 |
157-10 |
1-11 |
0.9% |
157-10 |
| Range |
1-06 |
1-16 |
0-10 |
26.3% |
2-17 |
| ATR |
1-30 |
1-29 |
-0-01 |
-1.4% |
0-00 |
| Volume |
8,504 |
12,673 |
4,169 |
49.0% |
131,554 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-15 |
160-28 |
158-04 |
|
| R3 |
159-31 |
159-12 |
157-23 |
|
| R2 |
158-15 |
158-15 |
157-19 |
|
| R1 |
157-28 |
157-28 |
157-14 |
158-06 |
| PP |
156-31 |
156-31 |
156-31 |
157-03 |
| S1 |
156-12 |
156-12 |
157-06 |
156-22 |
| S2 |
155-15 |
155-15 |
157-01 |
|
| S3 |
153-31 |
154-28 |
156-29 |
|
| S4 |
152-15 |
153-12 |
156-16 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-11 |
163-12 |
158-23 |
|
| R3 |
161-26 |
160-27 |
158-00 |
|
| R2 |
159-09 |
159-09 |
157-25 |
|
| R1 |
158-10 |
158-10 |
157-17 |
158-26 |
| PP |
156-24 |
156-24 |
156-24 |
157-00 |
| S1 |
155-25 |
155-25 |
157-03 |
156-08 |
| S2 |
154-07 |
154-07 |
156-27 |
|
| S3 |
151-22 |
153-08 |
156-20 |
|
| S4 |
149-05 |
150-23 |
155-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-24 |
155-07 |
2-17 |
1.6% |
1-21 |
1.1% |
83% |
False |
False |
26,310 |
| 10 |
163-01 |
155-07 |
7-26 |
5.0% |
2-06 |
1.4% |
27% |
False |
False |
239,678 |
| 20 |
163-01 |
155-07 |
7-26 |
5.0% |
1-31 |
1.3% |
27% |
False |
False |
251,233 |
| 40 |
163-01 |
148-05 |
14-28 |
9.5% |
1-25 |
1.1% |
62% |
False |
False |
239,774 |
| 60 |
163-01 |
147-11 |
15-22 |
10.0% |
1-28 |
1.2% |
64% |
False |
False |
248,790 |
| 80 |
163-01 |
147-11 |
15-22 |
10.0% |
1-29 |
1.2% |
64% |
False |
False |
230,366 |
| 100 |
164-00 |
147-11 |
16-21 |
10.6% |
1-29 |
1.2% |
60% |
False |
False |
184,462 |
| 120 |
165-07 |
147-11 |
17-28 |
11.4% |
1-25 |
1.1% |
56% |
False |
False |
153,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-29 |
|
2.618 |
161-15 |
|
1.618 |
159-31 |
|
1.000 |
159-01 |
|
0.618 |
158-15 |
|
HIGH |
157-17 |
|
0.618 |
156-31 |
|
0.500 |
156-25 |
|
0.382 |
156-19 |
|
LOW |
156-01 |
|
0.618 |
155-03 |
|
1.000 |
154-17 |
|
1.618 |
153-19 |
|
2.618 |
152-03 |
|
4.250 |
149-21 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-04 |
157-00 |
| PP |
156-31 |
156-22 |
| S1 |
156-25 |
156-12 |
|