ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 29-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
155-20 |
157-10 |
1-22 |
1.1% |
155-20 |
| High |
157-21 |
158-05 |
0-16 |
0.3% |
157-16 |
| Low |
155-15 |
156-24 |
1-09 |
0.8% |
153-12 |
| Close |
157-17 |
157-29 |
0-12 |
0.2% |
155-14 |
| Range |
2-06 |
1-13 |
-0-25 |
-35.7% |
4-04 |
| ATR |
1-30 |
1-29 |
-0-01 |
-2.0% |
0-00 |
| Volume |
225,633 |
282,496 |
56,863 |
25.2% |
1,158,634 |
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-26 |
161-09 |
158-22 |
|
| R3 |
160-13 |
159-28 |
158-09 |
|
| R2 |
159-00 |
159-00 |
158-05 |
|
| R1 |
158-15 |
158-15 |
158-01 |
158-24 |
| PP |
157-19 |
157-19 |
157-19 |
157-24 |
| S1 |
157-02 |
157-02 |
157-25 |
157-10 |
| S2 |
156-06 |
156-06 |
157-21 |
|
| S3 |
154-25 |
155-21 |
157-17 |
|
| S4 |
153-12 |
154-08 |
157-04 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-26 |
165-24 |
157-23 |
|
| R3 |
163-22 |
161-20 |
156-18 |
|
| R2 |
159-18 |
159-18 |
156-06 |
|
| R1 |
157-16 |
157-16 |
155-26 |
156-15 |
| PP |
155-14 |
155-14 |
155-14 |
154-30 |
| S1 |
153-12 |
153-12 |
155-02 |
152-11 |
| S2 |
151-10 |
151-10 |
154-22 |
|
| S3 |
147-06 |
149-08 |
154-10 |
|
| S4 |
143-02 |
145-04 |
153-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-05 |
154-22 |
3-15 |
2.2% |
1-24 |
1.1% |
93% |
True |
False |
253,036 |
| 10 |
158-05 |
151-25 |
6-12 |
4.0% |
1-28 |
1.2% |
96% |
True |
False |
237,299 |
| 20 |
158-05 |
151-25 |
6-12 |
4.0% |
1-26 |
1.1% |
96% |
True |
False |
225,785 |
| 40 |
161-17 |
151-25 |
9-24 |
6.2% |
1-29 |
1.2% |
63% |
False |
False |
140,478 |
| 60 |
161-17 |
147-13 |
14-04 |
8.9% |
1-23 |
1.1% |
74% |
False |
False |
93,748 |
| 80 |
161-17 |
145-30 |
15-19 |
9.9% |
1-14 |
0.9% |
77% |
False |
False |
70,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-04 |
|
2.618 |
161-27 |
|
1.618 |
160-14 |
|
1.000 |
159-18 |
|
0.618 |
159-01 |
|
HIGH |
158-05 |
|
0.618 |
157-20 |
|
0.500 |
157-14 |
|
0.382 |
157-09 |
|
LOW |
156-24 |
|
0.618 |
155-28 |
|
1.000 |
155-11 |
|
1.618 |
154-15 |
|
2.618 |
153-02 |
|
4.250 |
150-25 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-24 |
157-16 |
| PP |
157-19 |
157-02 |
| S1 |
157-14 |
156-20 |
|