ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 08-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
151-23 |
152-29 |
1-06 |
0.8% |
149-24 |
| High |
154-14 |
154-23 |
0-09 |
0.2% |
151-22 |
| Low |
151-09 |
152-28 |
1-19 |
1.1% |
147-26 |
| Close |
153-16 |
154-04 |
0-20 |
0.4% |
149-06 |
| Range |
3-05 |
1-27 |
-1-10 |
-41.6% |
3-28 |
| ATR |
2-07 |
2-07 |
-0-01 |
-1.2% |
0-00 |
| Volume |
364,145 |
280,544 |
-83,601 |
-23.0% |
1,119,578 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-14 |
158-20 |
155-04 |
|
| R3 |
157-19 |
156-25 |
154-20 |
|
| R2 |
155-24 |
155-24 |
154-15 |
|
| R1 |
154-30 |
154-30 |
154-09 |
155-11 |
| PP |
153-29 |
153-29 |
153-29 |
154-04 |
| S1 |
153-03 |
153-03 |
153-31 |
153-16 |
| S2 |
152-02 |
152-02 |
153-25 |
|
| S3 |
150-07 |
151-08 |
153-20 |
|
| S4 |
148-12 |
149-13 |
153-04 |
|
|
| 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 |
154-23 |
147-26 |
6-29 |
4.5% |
2-15 |
1.6% |
91% |
True |
False |
285,857 |
| 10 |
154-23 |
147-11 |
7-12 |
4.8% |
2-03 |
1.4% |
92% |
True |
False |
275,785 |
| 20 |
154-23 |
147-11 |
7-12 |
4.8% |
2-02 |
1.3% |
92% |
True |
False |
261,994 |
| 40 |
155-27 |
147-11 |
8-16 |
5.5% |
2-02 |
1.3% |
80% |
False |
False |
204,865 |
| 60 |
164-04 |
147-11 |
16-25 |
10.9% |
1-31 |
1.3% |
40% |
False |
False |
136,749 |
| 80 |
165-07 |
147-11 |
17-28 |
11.6% |
1-23 |
1.1% |
38% |
False |
False |
102,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-18 |
|
2.618 |
159-17 |
|
1.618 |
157-22 |
|
1.000 |
156-18 |
|
0.618 |
155-27 |
|
HIGH |
154-23 |
|
0.618 |
154-00 |
|
0.500 |
153-26 |
|
0.382 |
153-19 |
|
LOW |
152-28 |
|
0.618 |
151-24 |
|
1.000 |
151-01 |
|
1.618 |
149-29 |
|
2.618 |
148-02 |
|
4.250 |
145-01 |
|
|
| Fisher Pivots for day following 08-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-00 |
153-12 |
| PP |
153-29 |
152-21 |
| S1 |
153-26 |
151-29 |
|