ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 16-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
154-26 |
152-11 |
-2-15 |
-1.6% |
155-26 |
| High |
155-10 |
152-29 |
-2-13 |
-1.5% |
155-28 |
| Low |
152-06 |
151-25 |
-0-13 |
-0.3% |
152-14 |
| Close |
152-13 |
151-26 |
-0-19 |
-0.4% |
154-26 |
| Range |
3-04 |
1-04 |
-2-00 |
-64.0% |
3-14 |
| ATR |
1-28 |
1-26 |
-0-02 |
-2.8% |
0-00 |
| Volume |
234,501 |
196,265 |
-38,236 |
-16.3% |
882,726 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-17 |
154-26 |
152-14 |
|
| R3 |
154-13 |
153-22 |
152-04 |
|
| R2 |
153-09 |
153-09 |
152-01 |
|
| R1 |
152-18 |
152-18 |
151-29 |
152-12 |
| PP |
152-05 |
152-05 |
152-05 |
152-02 |
| S1 |
151-14 |
151-14 |
151-23 |
151-08 |
| S2 |
151-01 |
151-01 |
151-19 |
|
| S3 |
149-29 |
150-10 |
151-16 |
|
| S4 |
148-25 |
149-06 |
151-06 |
|
|
| 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 |
155-16 |
151-25 |
3-23 |
2.4% |
1-19 |
1.0% |
1% |
False |
True |
199,011 |
| 10 |
156-02 |
151-25 |
4-09 |
2.8% |
1-22 |
1.1% |
1% |
False |
True |
206,751 |
| 20 |
161-17 |
151-25 |
9-24 |
6.4% |
1-31 |
1.3% |
0% |
False |
True |
171,080 |
| 40 |
161-17 |
151-02 |
10-15 |
6.9% |
1-24 |
1.1% |
7% |
False |
False |
86,179 |
| 60 |
161-17 |
145-30 |
15-19 |
10.3% |
1-18 |
1.0% |
38% |
False |
False |
57,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-22 |
|
2.618 |
155-27 |
|
1.618 |
154-23 |
|
1.000 |
154-01 |
|
0.618 |
153-19 |
|
HIGH |
152-29 |
|
0.618 |
152-15 |
|
0.500 |
152-11 |
|
0.382 |
152-07 |
|
LOW |
151-25 |
|
0.618 |
151-03 |
|
1.000 |
150-21 |
|
1.618 |
149-31 |
|
2.618 |
148-27 |
|
4.250 |
147-00 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
152-11 |
153-20 |
| PP |
152-05 |
153-01 |
| S1 |
152-00 |
152-14 |
|