ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
154-12 |
153-25 |
-0-19 |
-0.4% |
155-26 |
| High |
154-21 |
155-06 |
0-17 |
0.3% |
155-28 |
| Low |
153-18 |
153-20 |
0-02 |
0.0% |
152-14 |
| Close |
153-25 |
154-26 |
1-01 |
0.7% |
154-26 |
| Range |
1-03 |
1-18 |
0-15 |
42.9% |
3-14 |
| ATR |
1-27 |
1-27 |
-0-01 |
-1.1% |
0-00 |
| Volume |
253,312 |
177,106 |
-76,206 |
-30.1% |
882,726 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-07 |
158-19 |
155-22 |
|
| R3 |
157-21 |
157-01 |
155-08 |
|
| R2 |
156-03 |
156-03 |
155-03 |
|
| R1 |
155-15 |
155-15 |
154-31 |
155-25 |
| PP |
154-17 |
154-17 |
154-17 |
154-22 |
| S1 |
153-29 |
153-29 |
154-21 |
154-07 |
| S2 |
152-31 |
152-31 |
154-17 |
|
| S3 |
151-13 |
152-11 |
154-12 |
|
| S4 |
149-27 |
150-25 |
153-30 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-22 |
163-06 |
156-22 |
|
| R3 |
161-08 |
159-24 |
155-24 |
|
| R2 |
157-26 |
157-26 |
155-14 |
|
| R1 |
156-10 |
156-10 |
155-04 |
155-11 |
| PP |
154-12 |
154-12 |
154-12 |
153-28 |
| S1 |
152-28 |
152-28 |
154-16 |
151-29 |
| S2 |
150-30 |
150-30 |
154-06 |
|
| S3 |
147-16 |
149-14 |
153-28 |
|
| S4 |
144-02 |
146-00 |
152-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-02 |
152-14 |
3-20 |
2.3% |
1-24 |
1.1% |
66% |
False |
False |
227,734 |
| 10 |
156-11 |
152-14 |
3-29 |
2.5% |
1-23 |
1.1% |
61% |
False |
False |
223,058 |
| 20 |
161-17 |
152-14 |
9-03 |
5.9% |
1-29 |
1.2% |
26% |
False |
False |
143,181 |
| 40 |
161-17 |
149-20 |
11-29 |
7.7% |
1-22 |
1.1% |
44% |
False |
False |
72,073 |
| 60 |
161-17 |
145-30 |
15-19 |
10.1% |
1-15 |
1.0% |
57% |
False |
False |
48,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-26 |
|
2.618 |
159-09 |
|
1.618 |
157-23 |
|
1.000 |
156-24 |
|
0.618 |
156-05 |
|
HIGH |
155-06 |
|
0.618 |
154-19 |
|
0.500 |
154-13 |
|
0.382 |
154-07 |
|
LOW |
153-20 |
|
0.618 |
152-21 |
|
1.000 |
152-02 |
|
1.618 |
151-03 |
|
2.618 |
149-17 |
|
4.250 |
147-00 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-22 |
154-15 |
| PP |
154-17 |
154-05 |
| S1 |
154-13 |
153-26 |
|