ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
157-26 |
157-29 |
0-03 |
0.1% |
155-20 |
| High |
158-19 |
160-20 |
2-01 |
1.3% |
160-20 |
| Low |
157-01 |
157-15 |
0-14 |
0.3% |
155-15 |
| Close |
157-26 |
158-26 |
1-00 |
0.6% |
158-26 |
| Range |
1-18 |
3-05 |
1-19 |
102.0% |
5-05 |
| ATR |
1-27 |
1-30 |
0-03 |
5.2% |
0-00 |
| Volume |
228,178 |
337,975 |
109,797 |
48.1% |
1,347,912 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-14 |
166-25 |
160-18 |
|
| R3 |
165-09 |
163-20 |
159-22 |
|
| R2 |
162-04 |
162-04 |
159-13 |
|
| R1 |
160-15 |
160-15 |
159-03 |
161-10 |
| PP |
158-31 |
158-31 |
158-31 |
159-12 |
| S1 |
157-10 |
157-10 |
158-17 |
158-04 |
| S2 |
155-26 |
155-26 |
158-07 |
|
| S3 |
152-21 |
154-05 |
157-30 |
|
| S4 |
149-16 |
151-00 |
157-02 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-25 |
171-14 |
161-21 |
|
| R3 |
168-20 |
166-09 |
160-07 |
|
| R2 |
163-15 |
163-15 |
159-24 |
|
| R1 |
161-04 |
161-04 |
159-09 |
162-10 |
| PP |
158-10 |
158-10 |
158-10 |
158-28 |
| S1 |
155-31 |
155-31 |
158-11 |
157-04 |
| S2 |
153-05 |
153-05 |
157-28 |
|
| S3 |
148-00 |
150-26 |
157-13 |
|
| S4 |
142-27 |
145-21 |
155-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160-20 |
155-15 |
5-05 |
3.2% |
1-28 |
1.2% |
65% |
True |
False |
269,582 |
| 10 |
160-20 |
153-12 |
7-08 |
4.6% |
1-30 |
1.2% |
75% |
True |
False |
250,654 |
| 20 |
160-20 |
151-25 |
8-27 |
5.6% |
1-28 |
1.2% |
80% |
True |
False |
235,991 |
| 40 |
161-17 |
151-25 |
9-24 |
6.1% |
1-30 |
1.2% |
72% |
False |
False |
161,403 |
| 60 |
161-17 |
147-13 |
14-04 |
8.9% |
1-23 |
1.1% |
81% |
False |
False |
107,739 |
| 80 |
161-17 |
145-30 |
15-19 |
9.8% |
1-16 |
0.9% |
83% |
False |
False |
80,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
174-01 |
|
2.618 |
168-28 |
|
1.618 |
165-23 |
|
1.000 |
163-25 |
|
0.618 |
162-18 |
|
HIGH |
160-20 |
|
0.618 |
159-13 |
|
0.500 |
159-02 |
|
0.382 |
158-22 |
|
LOW |
157-15 |
|
0.618 |
155-17 |
|
1.000 |
154-10 |
|
1.618 |
152-12 |
|
2.618 |
149-07 |
|
4.250 |
144-02 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
159-02 |
158-25 |
| PP |
158-31 |
158-23 |
| S1 |
158-28 |
158-22 |
|