ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 09-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
152-29 |
154-08 |
1-11 |
0.9% |
149-24 |
| High |
154-23 |
154-21 |
-0-02 |
0.0% |
151-22 |
| Low |
152-28 |
151-03 |
-1-25 |
-1.2% |
147-26 |
| Close |
154-04 |
151-19 |
-2-17 |
-1.6% |
149-06 |
| Range |
1-27 |
3-18 |
1-23 |
93.2% |
3-28 |
| ATR |
2-07 |
2-10 |
0-03 |
4.4% |
0-00 |
| Volume |
280,544 |
326,902 |
46,358 |
16.5% |
1,119,578 |
|
| Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-04 |
160-30 |
153-18 |
|
| R3 |
159-18 |
157-12 |
152-18 |
|
| R2 |
156-00 |
156-00 |
152-08 |
|
| R1 |
153-26 |
153-26 |
151-29 |
153-04 |
| PP |
152-14 |
152-14 |
152-14 |
152-04 |
| S1 |
150-08 |
150-08 |
151-09 |
149-18 |
| S2 |
148-28 |
148-28 |
150-30 |
|
| S3 |
145-10 |
146-22 |
150-20 |
|
| S4 |
141-24 |
143-04 |
149-20 |
|
|
| 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 |
4.6% |
2-23 |
1.8% |
55% |
False |
False |
301,582 |
| 10 |
154-23 |
147-11 |
7-12 |
4.9% |
2-10 |
1.5% |
58% |
False |
False |
285,627 |
| 20 |
154-23 |
147-11 |
7-12 |
4.9% |
2-05 |
1.4% |
58% |
False |
False |
266,354 |
| 40 |
155-27 |
147-11 |
8-16 |
5.6% |
2-02 |
1.4% |
50% |
False |
False |
212,992 |
| 60 |
164-00 |
147-11 |
16-21 |
11.0% |
2-00 |
1.3% |
26% |
False |
False |
142,197 |
| 80 |
165-07 |
147-11 |
17-28 |
11.8% |
1-24 |
1.2% |
24% |
False |
False |
106,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-26 |
|
2.618 |
163-31 |
|
1.618 |
160-13 |
|
1.000 |
158-07 |
|
0.618 |
156-27 |
|
HIGH |
154-21 |
|
0.618 |
153-09 |
|
0.500 |
152-28 |
|
0.382 |
152-15 |
|
LOW |
151-03 |
|
0.618 |
148-29 |
|
1.000 |
147-17 |
|
1.618 |
145-11 |
|
2.618 |
141-25 |
|
4.250 |
135-30 |
|
|
| Fisher Pivots for day following 09-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
152-28 |
152-29 |
| PP |
152-14 |
152-15 |
| S1 |
152-01 |
152-01 |
|