ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
153-19 |
155-04 |
1-17 |
1.0% |
156-04 |
| High |
155-05 |
157-09 |
2-04 |
1.4% |
157-09 |
| Low |
153-16 |
155-03 |
1-19 |
1.0% |
153-08 |
| Close |
154-18 |
157-08 |
2-22 |
1.7% |
157-08 |
| Range |
1-21 |
2-06 |
0-17 |
32.1% |
4-01 |
| ATR |
1-27 |
1-29 |
0-02 |
3.4% |
0-00 |
| Volume |
589 |
3,095 |
2,506 |
425.5% |
10,675 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-03 |
162-12 |
158-14 |
|
| R3 |
160-29 |
160-06 |
157-27 |
|
| R2 |
158-23 |
158-23 |
157-21 |
|
| R1 |
158-00 |
158-00 |
157-14 |
158-12 |
| PP |
156-17 |
156-17 |
156-17 |
156-23 |
| S1 |
155-26 |
155-26 |
157-02 |
156-06 |
| S2 |
154-11 |
154-11 |
156-27 |
|
| S3 |
152-05 |
153-20 |
156-21 |
|
| S4 |
149-31 |
151-14 |
156-02 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-01 |
166-21 |
159-15 |
|
| R3 |
164-00 |
162-20 |
158-11 |
|
| R2 |
159-31 |
159-31 |
158-00 |
|
| R1 |
158-19 |
158-19 |
157-20 |
159-09 |
| PP |
155-30 |
155-30 |
155-30 |
156-08 |
| S1 |
154-18 |
154-18 |
156-28 |
155-08 |
| S2 |
151-29 |
151-29 |
156-16 |
|
| S3 |
147-28 |
150-17 |
156-05 |
|
| S4 |
143-27 |
146-16 |
155-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-09 |
153-08 |
4-01 |
2.6% |
1-25 |
1.1% |
99% |
True |
False |
2,135 |
| 10 |
157-17 |
153-08 |
4-09 |
2.7% |
1-24 |
1.1% |
93% |
False |
False |
3,867 |
| 20 |
163-01 |
153-08 |
9-25 |
6.2% |
1-30 |
1.2% |
41% |
False |
False |
137,033 |
| 40 |
163-01 |
153-08 |
9-25 |
6.2% |
1-26 |
1.1% |
41% |
False |
False |
191,372 |
| 60 |
163-01 |
147-11 |
15-22 |
10.0% |
1-28 |
1.2% |
63% |
False |
False |
213,279 |
| 80 |
163-01 |
147-11 |
15-22 |
10.0% |
1-29 |
1.2% |
63% |
False |
False |
222,543 |
| 100 |
163-01 |
147-11 |
15-22 |
10.0% |
1-30 |
1.2% |
63% |
False |
False |
184,714 |
| 120 |
165-07 |
147-11 |
17-28 |
11.4% |
1-27 |
1.2% |
55% |
False |
False |
153,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-18 |
|
2.618 |
163-00 |
|
1.618 |
160-26 |
|
1.000 |
159-15 |
|
0.618 |
158-20 |
|
HIGH |
157-09 |
|
0.618 |
156-14 |
|
0.500 |
156-06 |
|
0.382 |
155-30 |
|
LOW |
155-03 |
|
0.618 |
153-24 |
|
1.000 |
152-29 |
|
1.618 |
151-18 |
|
2.618 |
149-12 |
|
4.250 |
145-26 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-29 |
156-19 |
| PP |
156-17 |
155-30 |
| S1 |
156-06 |
155-08 |
|