ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
157-10 |
157-27 |
0-17 |
0.3% |
155-20 |
| High |
158-05 |
157-28 |
-0-09 |
-0.2% |
157-16 |
| Low |
156-24 |
156-24 |
0-00 |
0.0% |
153-12 |
| Close |
157-29 |
157-11 |
-0-18 |
-0.4% |
155-14 |
| Range |
1-13 |
1-04 |
-0-09 |
-20.0% |
4-04 |
| ATR |
1-29 |
1-27 |
-0-02 |
-2.8% |
0-00 |
| Volume |
282,496 |
273,630 |
-8,866 |
-3.1% |
1,158,634 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-22 |
160-05 |
157-31 |
|
| R3 |
159-18 |
159-01 |
157-21 |
|
| R2 |
158-14 |
158-14 |
157-18 |
|
| R1 |
157-29 |
157-29 |
157-14 |
157-20 |
| PP |
157-10 |
157-10 |
157-10 |
157-06 |
| S1 |
156-25 |
156-25 |
157-08 |
156-16 |
| S2 |
156-06 |
156-06 |
157-04 |
|
| S3 |
155-02 |
155-21 |
157-01 |
|
| S4 |
153-30 |
154-17 |
156-23 |
|
|
| 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 |
155-04 |
3-01 |
1.9% |
1-21 |
1.1% |
73% |
False |
False |
267,949 |
| 10 |
158-05 |
151-29 |
6-08 |
4.0% |
1-28 |
1.2% |
87% |
False |
False |
245,035 |
| 20 |
158-05 |
151-25 |
6-12 |
4.1% |
1-25 |
1.1% |
87% |
False |
False |
225,893 |
| 40 |
161-17 |
151-25 |
9-24 |
6.2% |
1-29 |
1.2% |
57% |
False |
False |
147,292 |
| 60 |
161-17 |
147-13 |
14-04 |
9.0% |
1-23 |
1.1% |
70% |
False |
False |
98,308 |
| 80 |
161-17 |
145-30 |
15-19 |
9.9% |
1-14 |
0.9% |
73% |
False |
False |
73,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-21 |
|
2.618 |
160-26 |
|
1.618 |
159-22 |
|
1.000 |
159-00 |
|
0.618 |
158-18 |
|
HIGH |
157-28 |
|
0.618 |
157-14 |
|
0.500 |
157-10 |
|
0.382 |
157-06 |
|
LOW |
156-24 |
|
0.618 |
156-02 |
|
1.000 |
155-20 |
|
1.618 |
154-30 |
|
2.618 |
153-26 |
|
4.250 |
151-31 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-11 |
157-05 |
| PP |
157-10 |
157-00 |
| S1 |
157-10 |
156-26 |
|