ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
154-08 |
151-03 |
-3-05 |
-2.0% |
151-30 |
| High |
154-21 |
151-04 |
-3-17 |
-2.3% |
154-23 |
| Low |
151-03 |
149-01 |
-2-02 |
-1.4% |
149-01 |
| Close |
151-19 |
149-03 |
-2-16 |
-1.6% |
149-03 |
| Range |
3-18 |
2-03 |
-1-15 |
-41.2% |
5-22 |
| ATR |
2-10 |
2-10 |
0-01 |
0.8% |
0-00 |
| Volume |
326,902 |
323,558 |
-3,344 |
-1.0% |
1,592,747 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-01 |
154-21 |
150-08 |
|
| R3 |
153-30 |
152-18 |
149-21 |
|
| R2 |
151-27 |
151-27 |
149-15 |
|
| R1 |
150-15 |
150-15 |
149-09 |
150-04 |
| PP |
149-24 |
149-24 |
149-24 |
149-18 |
| S1 |
148-12 |
148-12 |
148-29 |
148-00 |
| S2 |
147-21 |
147-21 |
148-23 |
|
| S3 |
145-18 |
146-09 |
148-17 |
|
| S4 |
143-15 |
144-06 |
147-30 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-00 |
164-08 |
152-07 |
|
| R3 |
162-10 |
158-18 |
150-21 |
|
| R2 |
156-20 |
156-20 |
150-04 |
|
| R1 |
152-28 |
152-28 |
149-20 |
151-29 |
| PP |
150-30 |
150-30 |
150-30 |
150-15 |
| S1 |
147-06 |
147-06 |
148-18 |
146-07 |
| S2 |
145-08 |
145-08 |
148-02 |
|
| S3 |
139-18 |
141-16 |
147-17 |
|
| S4 |
133-28 |
135-26 |
145-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-23 |
149-01 |
5-22 |
3.8% |
2-23 |
1.8% |
1% |
False |
True |
318,549 |
| 10 |
154-23 |
147-11 |
7-12 |
4.9% |
2-13 |
1.6% |
24% |
False |
False |
294,958 |
| 20 |
154-23 |
147-11 |
7-12 |
4.9% |
2-04 |
1.4% |
24% |
False |
False |
266,823 |
| 40 |
155-27 |
147-11 |
8-16 |
5.7% |
2-02 |
1.4% |
21% |
False |
False |
220,958 |
| 60 |
164-00 |
147-11 |
16-21 |
11.2% |
2-01 |
1.4% |
11% |
False |
False |
147,588 |
| 80 |
165-07 |
147-11 |
17-28 |
12.0% |
1-25 |
1.2% |
10% |
False |
False |
110,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-01 |
|
2.618 |
156-19 |
|
1.618 |
154-16 |
|
1.000 |
153-07 |
|
0.618 |
152-13 |
|
HIGH |
151-04 |
|
0.618 |
150-10 |
|
0.500 |
150-02 |
|
0.382 |
149-27 |
|
LOW |
149-01 |
|
0.618 |
147-24 |
|
1.000 |
146-30 |
|
1.618 |
145-21 |
|
2.618 |
143-18 |
|
4.250 |
140-04 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
150-02 |
151-28 |
| PP |
149-24 |
150-30 |
| S1 |
149-14 |
150-01 |
|