ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
151-03 |
150-10 |
-0-25 |
-0.5% |
151-30 |
| High |
151-04 |
150-24 |
-0-12 |
-0.2% |
154-23 |
| Low |
149-01 |
148-05 |
-0-28 |
-0.6% |
149-01 |
| Close |
149-03 |
149-05 |
0-02 |
0.0% |
149-03 |
| Range |
2-03 |
2-19 |
0-16 |
23.9% |
5-22 |
| ATR |
2-10 |
2-11 |
0-01 |
0.8% |
0-00 |
| Volume |
323,558 |
237,172 |
-86,386 |
-26.7% |
1,592,747 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-04 |
155-24 |
150-19 |
|
| R3 |
154-17 |
153-05 |
149-28 |
|
| R2 |
151-30 |
151-30 |
149-20 |
|
| R1 |
150-18 |
150-18 |
149-13 |
149-30 |
| PP |
149-11 |
149-11 |
149-11 |
149-02 |
| S1 |
147-31 |
147-31 |
148-29 |
147-12 |
| S2 |
146-24 |
146-24 |
148-22 |
|
| S3 |
144-05 |
145-12 |
148-14 |
|
| S4 |
141-18 |
142-25 |
147-23 |
|
|
| 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 |
148-05 |
6-18 |
4.4% |
2-21 |
1.8% |
15% |
False |
True |
306,464 |
| 10 |
154-23 |
147-26 |
6-29 |
4.6% |
2-14 |
1.6% |
19% |
False |
False |
294,949 |
| 20 |
154-23 |
147-11 |
7-12 |
4.9% |
2-05 |
1.4% |
25% |
False |
False |
266,639 |
| 40 |
155-27 |
147-11 |
8-16 |
5.7% |
2-03 |
1.4% |
21% |
False |
False |
226,709 |
| 60 |
164-00 |
147-11 |
16-21 |
11.2% |
2-01 |
1.4% |
11% |
False |
False |
151,541 |
| 80 |
165-07 |
147-11 |
17-28 |
12.0% |
1-25 |
1.2% |
10% |
False |
False |
113,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-25 |
|
2.618 |
157-17 |
|
1.618 |
154-30 |
|
1.000 |
153-11 |
|
0.618 |
152-11 |
|
HIGH |
150-24 |
|
0.618 |
149-24 |
|
0.500 |
149-14 |
|
0.382 |
149-05 |
|
LOW |
148-05 |
|
0.618 |
146-18 |
|
1.000 |
145-18 |
|
1.618 |
143-31 |
|
2.618 |
141-12 |
|
4.250 |
137-04 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
149-14 |
151-13 |
| PP |
149-11 |
150-21 |
| S1 |
149-08 |
149-29 |
|