ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 02-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
154-03 |
155-00 |
0-29 |
0.6% |
159-10 |
| High |
155-18 |
155-11 |
-0-07 |
-0.1% |
161-17 |
| Low |
153-24 |
153-28 |
0-04 |
0.1% |
153-30 |
| Close |
154-20 |
154-00 |
-0-20 |
-0.4% |
155-07 |
| Range |
1-26 |
1-15 |
-0-11 |
-19.0% |
7-19 |
| ATR |
1-30 |
1-29 |
-0-01 |
-1.8% |
0-00 |
| Volume |
271,478 |
190,103 |
-81,375 |
-30.0% |
814,323 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-26 |
157-28 |
154-26 |
|
| R3 |
157-11 |
156-13 |
154-13 |
|
| R2 |
155-28 |
155-28 |
154-09 |
|
| R1 |
154-30 |
154-30 |
154-04 |
154-22 |
| PP |
154-13 |
154-13 |
154-13 |
154-09 |
| S1 |
153-15 |
153-15 |
153-28 |
153-06 |
| S2 |
152-30 |
152-30 |
153-23 |
|
| S3 |
151-15 |
152-00 |
153-19 |
|
| S4 |
150-00 |
150-17 |
153-06 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179-22 |
175-01 |
159-13 |
|
| R3 |
172-03 |
167-14 |
157-10 |
|
| R2 |
164-16 |
164-16 |
156-20 |
|
| R1 |
159-27 |
159-27 |
155-29 |
158-12 |
| PP |
156-29 |
156-29 |
156-29 |
156-05 |
| S1 |
152-08 |
152-08 |
154-17 |
150-25 |
| S2 |
149-10 |
149-10 |
153-26 |
|
| S3 |
141-23 |
144-21 |
153-04 |
|
| S4 |
134-04 |
137-02 |
151-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-11 |
153-24 |
2-19 |
1.7% |
1-25 |
1.2% |
10% |
False |
False |
238,589 |
| 10 |
161-17 |
153-24 |
7-25 |
5.1% |
2-05 |
1.4% |
3% |
False |
False |
154,152 |
| 20 |
161-17 |
153-24 |
7-25 |
5.1% |
2-00 |
1.3% |
3% |
False |
False |
78,135 |
| 40 |
161-17 |
147-13 |
14-04 |
9.2% |
1-22 |
1.1% |
47% |
False |
False |
39,265 |
| 60 |
161-17 |
145-30 |
15-19 |
10.1% |
1-11 |
0.9% |
52% |
False |
False |
26,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-19 |
|
2.618 |
159-06 |
|
1.618 |
157-23 |
|
1.000 |
156-26 |
|
0.618 |
156-08 |
|
HIGH |
155-11 |
|
0.618 |
154-25 |
|
0.500 |
154-20 |
|
0.382 |
154-14 |
|
LOW |
153-28 |
|
0.618 |
152-31 |
|
1.000 |
152-13 |
|
1.618 |
151-16 |
|
2.618 |
150-01 |
|
4.250 |
147-20 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-20 |
155-00 |
| PP |
154-13 |
154-21 |
| S1 |
154-06 |
154-11 |
|