ECBOT 30 Year Treasury Bond Future September 2015
Trading Metrics calculated at close of trading on 17-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
153-23 |
153-19 |
-0-04 |
-0.1% |
157-07 |
High |
154-10 |
155-05 |
0-27 |
0.5% |
157-12 |
Low |
153-08 |
153-16 |
0-08 |
0.2% |
153-29 |
Close |
153-08 |
154-18 |
1-10 |
0.9% |
156-09 |
Range |
1-02 |
1-21 |
0-19 |
55.9% |
3-15 |
ATR |
1-27 |
1-27 |
0-00 |
0.3% |
0-00 |
Volume |
2,305 |
589 |
-1,716 |
-74.4% |
15,323 |
|
Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-12 |
158-20 |
155-15 |
|
R3 |
157-23 |
156-31 |
155-01 |
|
R2 |
156-02 |
156-02 |
154-28 |
|
R1 |
155-10 |
155-10 |
154-23 |
155-22 |
PP |
154-13 |
154-13 |
154-13 |
154-19 |
S1 |
153-21 |
153-21 |
154-13 |
154-01 |
S2 |
152-24 |
152-24 |
154-08 |
|
S3 |
151-03 |
152-00 |
154-03 |
|
S4 |
149-14 |
150-11 |
153-21 |
|
|
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 |
153-08 |
3-22 |
2.4% |
1-21 |
1.1% |
36% |
False |
False |
1,785 |
10 |
157-17 |
153-08 |
4-09 |
2.8% |
1-21 |
1.1% |
31% |
False |
False |
4,408 |
20 |
163-01 |
153-08 |
9-25 |
6.3% |
1-29 |
1.2% |
13% |
False |
False |
149,736 |
40 |
163-01 |
152-25 |
10-08 |
6.6% |
1-26 |
1.2% |
17% |
False |
False |
197,281 |
60 |
163-01 |
147-11 |
15-22 |
10.1% |
1-27 |
1.2% |
46% |
False |
False |
217,036 |
80 |
163-01 |
147-11 |
15-22 |
10.1% |
1-28 |
1.2% |
46% |
False |
False |
226,293 |
100 |
163-01 |
147-11 |
15-22 |
10.1% |
1-30 |
1.3% |
46% |
False |
False |
184,684 |
120 |
165-07 |
147-11 |
17-28 |
11.6% |
1-27 |
1.2% |
40% |
False |
False |
153,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162-06 |
2.618 |
159-16 |
1.618 |
157-27 |
1.000 |
156-26 |
0.618 |
156-06 |
HIGH |
155-05 |
0.618 |
154-17 |
0.500 |
154-10 |
0.382 |
154-04 |
LOW |
153-16 |
0.618 |
152-15 |
1.000 |
151-27 |
1.618 |
150-26 |
2.618 |
149-05 |
4.250 |
146-15 |
|
|
Fisher Pivots for day following 17-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
154-16 |
154-31 |
PP |
154-13 |
154-27 |
S1 |
154-10 |
154-22 |
|