ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
148-24 |
151-30 |
3-06 |
2.1% |
149-24 |
| High |
149-29 |
152-03 |
2-06 |
1.5% |
151-22 |
| Low |
147-26 |
149-03 |
1-09 |
0.9% |
147-26 |
| Close |
149-06 |
152-02 |
2-28 |
1.9% |
149-06 |
| Range |
2-03 |
3-00 |
0-29 |
43.3% |
3-28 |
| ATR |
2-03 |
2-05 |
0-02 |
3.1% |
0-00 |
| Volume |
238,725 |
297,598 |
58,873 |
24.7% |
1,119,578 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-03 |
159-02 |
153-23 |
|
| R3 |
157-03 |
156-02 |
152-28 |
|
| R2 |
154-03 |
154-03 |
152-20 |
|
| R1 |
153-02 |
153-02 |
152-11 |
153-18 |
| PP |
151-03 |
151-03 |
151-03 |
151-11 |
| S1 |
150-02 |
150-02 |
151-25 |
150-18 |
| S2 |
148-03 |
148-03 |
151-16 |
|
| S3 |
145-03 |
147-02 |
151-08 |
|
| S4 |
142-03 |
144-02 |
150-13 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-06 |
159-02 |
151-10 |
|
| R3 |
157-10 |
155-06 |
150-08 |
|
| R2 |
153-14 |
153-14 |
149-29 |
|
| R1 |
151-10 |
151-10 |
149-17 |
150-14 |
| PP |
149-18 |
149-18 |
149-18 |
149-04 |
| S1 |
147-14 |
147-14 |
148-27 |
146-18 |
| S2 |
145-22 |
145-22 |
148-15 |
|
| S3 |
141-26 |
143-18 |
148-04 |
|
| S4 |
137-30 |
139-22 |
147-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-03 |
147-26 |
4-09 |
2.8% |
2-08 |
1.5% |
99% |
True |
False |
283,435 |
| 10 |
152-03 |
147-11 |
4-24 |
3.1% |
1-31 |
1.3% |
99% |
True |
False |
259,955 |
| 20 |
152-06 |
147-11 |
4-27 |
3.2% |
1-31 |
1.3% |
97% |
False |
False |
248,363 |
| 40 |
155-27 |
147-11 |
8-16 |
5.6% |
2-03 |
1.4% |
56% |
False |
False |
188,824 |
| 60 |
164-04 |
147-11 |
16-25 |
11.0% |
1-29 |
1.3% |
28% |
False |
False |
126,004 |
| 80 |
165-07 |
147-11 |
17-28 |
11.8% |
1-21 |
1.1% |
26% |
False |
False |
94,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-27 |
|
2.618 |
159-30 |
|
1.618 |
156-30 |
|
1.000 |
155-03 |
|
0.618 |
153-30 |
|
HIGH |
152-03 |
|
0.618 |
150-30 |
|
0.500 |
150-19 |
|
0.382 |
150-08 |
|
LOW |
149-03 |
|
0.618 |
147-08 |
|
1.000 |
146-03 |
|
1.618 |
144-08 |
|
2.618 |
141-08 |
|
4.250 |
136-11 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
151-18 |
151-12 |
| PP |
151-03 |
150-21 |
| S1 |
150-19 |
149-30 |
|