ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
148-19 |
149-14 |
0-27 |
0.6% |
151-30 |
| High |
149-21 |
150-31 |
1-10 |
0.9% |
154-23 |
| Low |
148-17 |
148-28 |
0-11 |
0.2% |
149-01 |
| Close |
149-17 |
150-27 |
1-10 |
0.9% |
149-03 |
| Range |
1-04 |
2-03 |
0-31 |
86.1% |
5-22 |
| ATR |
2-08 |
2-08 |
0-00 |
-0.5% |
0-00 |
| Volume |
206,826 |
219,917 |
13,091 |
6.3% |
1,592,747 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-16 |
155-25 |
152-00 |
|
| R3 |
154-13 |
153-22 |
151-13 |
|
| R2 |
152-10 |
152-10 |
151-07 |
|
| R1 |
151-19 |
151-19 |
151-01 |
151-30 |
| PP |
150-07 |
150-07 |
150-07 |
150-13 |
| S1 |
149-16 |
149-16 |
150-21 |
149-28 |
| S2 |
148-04 |
148-04 |
150-15 |
|
| S3 |
146-01 |
147-13 |
150-09 |
|
| S4 |
143-30 |
145-10 |
149-22 |
|
|
| 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 |
154-21 |
148-05 |
6-16 |
4.3% |
2-09 |
1.5% |
41% |
False |
False |
262,875 |
| 10 |
154-23 |
147-26 |
6-29 |
4.6% |
2-12 |
1.6% |
44% |
False |
False |
274,366 |
| 20 |
154-23 |
147-11 |
7-12 |
4.9% |
2-06 |
1.4% |
47% |
False |
False |
268,659 |
| 40 |
155-27 |
147-11 |
8-16 |
5.6% |
2-01 |
1.4% |
41% |
False |
False |
236,924 |
| 60 |
162-20 |
147-11 |
15-09 |
10.1% |
2-01 |
1.4% |
23% |
False |
False |
158,651 |
| 80 |
165-07 |
147-11 |
17-28 |
11.9% |
1-26 |
1.2% |
20% |
False |
False |
118,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-28 |
|
2.618 |
156-14 |
|
1.618 |
154-11 |
|
1.000 |
153-02 |
|
0.618 |
152-08 |
|
HIGH |
150-31 |
|
0.618 |
150-05 |
|
0.500 |
149-30 |
|
0.382 |
149-22 |
|
LOW |
148-28 |
|
0.618 |
147-19 |
|
1.000 |
146-25 |
|
1.618 |
145-16 |
|
2.618 |
143-13 |
|
4.250 |
139-31 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
150-17 |
150-13 |
| PP |
150-07 |
150-00 |
| S1 |
149-30 |
149-18 |
|