ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
156-04 |
156-08 |
0-04 |
0.1% |
157-07 |
| High |
156-30 |
156-22 |
-0-08 |
-0.2% |
157-12 |
| Low |
155-31 |
153-21 |
-2-10 |
-1.5% |
153-29 |
| Close |
156-14 |
153-28 |
-2-18 |
-1.6% |
156-09 |
| Range |
0-31 |
3-01 |
2-02 |
212.9% |
3-15 |
| ATR |
1-26 |
1-29 |
0-03 |
4.8% |
0-00 |
| Volume |
2,396 |
2,290 |
-106 |
-4.4% |
15,323 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-27 |
161-28 |
155-17 |
|
| R3 |
160-26 |
158-27 |
154-23 |
|
| R2 |
157-25 |
157-25 |
154-14 |
|
| R1 |
155-26 |
155-26 |
154-05 |
155-09 |
| PP |
154-24 |
154-24 |
154-24 |
154-15 |
| S1 |
152-25 |
152-25 |
153-19 |
152-08 |
| S2 |
151-23 |
151-23 |
153-10 |
|
| S3 |
148-22 |
149-24 |
153-01 |
|
| S4 |
145-21 |
146-23 |
152-07 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-08 |
164-24 |
158-06 |
|
| R3 |
162-25 |
161-09 |
157-08 |
|
| R2 |
159-10 |
159-10 |
156-29 |
|
| R1 |
157-26 |
157-26 |
156-19 |
156-26 |
| PP |
155-27 |
155-27 |
155-27 |
155-12 |
| S1 |
154-11 |
154-11 |
155-31 |
153-12 |
| S2 |
152-12 |
152-12 |
155-21 |
|
| S3 |
148-29 |
150-28 |
155-10 |
|
| S4 |
145-14 |
147-13 |
154-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-30 |
153-21 |
3-09 |
2.1% |
1-25 |
1.2% |
7% |
False |
True |
3,047 |
| 10 |
157-17 |
153-21 |
3-28 |
2.5% |
1-23 |
1.1% |
6% |
False |
True |
8,588 |
| 20 |
163-01 |
153-21 |
9-12 |
6.1% |
1-31 |
1.3% |
2% |
False |
True |
174,959 |
| 40 |
163-01 |
150-31 |
12-02 |
7.8% |
1-26 |
1.2% |
24% |
False |
False |
207,745 |
| 60 |
163-01 |
147-11 |
15-22 |
10.2% |
1-28 |
1.2% |
42% |
False |
False |
225,094 |
| 80 |
163-01 |
147-11 |
15-22 |
10.2% |
1-29 |
1.2% |
42% |
False |
False |
229,961 |
| 100 |
163-01 |
147-11 |
15-22 |
10.2% |
1-30 |
1.3% |
42% |
False |
False |
184,659 |
| 120 |
165-07 |
147-11 |
17-28 |
11.6% |
1-26 |
1.2% |
37% |
False |
False |
153,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-18 |
|
2.618 |
164-20 |
|
1.618 |
161-19 |
|
1.000 |
159-23 |
|
0.618 |
158-18 |
|
HIGH |
156-22 |
|
0.618 |
155-17 |
|
0.500 |
155-06 |
|
0.382 |
154-26 |
|
LOW |
153-21 |
|
0.618 |
151-25 |
|
1.000 |
150-20 |
|
1.618 |
148-24 |
|
2.618 |
145-23 |
|
4.250 |
140-25 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-06 |
155-10 |
| PP |
154-24 |
154-26 |
| S1 |
154-10 |
154-11 |
|