ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
151-31 |
152-19 |
0-20 |
0.4% |
150-10 |
| High |
152-21 |
153-15 |
0-26 |
0.5% |
152-11 |
| Low |
150-31 |
152-12 |
1-13 |
0.9% |
148-05 |
| Close |
152-10 |
153-06 |
0-28 |
0.6% |
152-03 |
| Range |
1-22 |
1-03 |
-0-19 |
-35.2% |
4-06 |
| ATR |
2-01 |
1-31 |
-0-02 |
-3.1% |
0-00 |
| Volume |
210,200 |
211,249 |
1,049 |
0.5% |
1,105,005 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-09 |
155-27 |
153-25 |
|
| R3 |
155-06 |
154-24 |
153-16 |
|
| R2 |
154-03 |
154-03 |
153-12 |
|
| R1 |
153-21 |
153-21 |
153-09 |
153-28 |
| PP |
153-00 |
153-00 |
153-00 |
153-04 |
| S1 |
152-18 |
152-18 |
153-03 |
152-25 |
| S2 |
151-29 |
151-29 |
153-00 |
|
| S3 |
150-26 |
151-15 |
152-28 |
|
| S4 |
149-23 |
150-12 |
152-19 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-14 |
161-30 |
154-13 |
|
| R3 |
159-08 |
157-24 |
153-08 |
|
| R2 |
155-02 |
155-02 |
152-28 |
|
| R1 |
153-18 |
153-18 |
152-15 |
154-10 |
| PP |
150-28 |
150-28 |
150-28 |
151-08 |
| S1 |
149-12 |
149-12 |
151-23 |
150-04 |
| S2 |
146-22 |
146-22 |
151-10 |
|
| S3 |
142-16 |
145-06 |
150-30 |
|
| S4 |
138-10 |
141-00 |
149-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-15 |
150-00 |
3-15 |
2.3% |
1-11 |
0.9% |
92% |
True |
False |
211,735 |
| 10 |
154-21 |
148-05 |
6-16 |
4.2% |
1-26 |
1.2% |
77% |
False |
False |
237,305 |
| 20 |
154-23 |
147-11 |
7-12 |
4.8% |
1-30 |
1.3% |
79% |
False |
False |
256,545 |
| 40 |
155-27 |
147-11 |
8-16 |
5.5% |
1-31 |
1.3% |
69% |
False |
False |
255,305 |
| 60 |
160-31 |
147-11 |
13-20 |
8.9% |
2-01 |
1.3% |
43% |
False |
False |
176,286 |
| 80 |
165-07 |
147-11 |
17-28 |
11.7% |
1-27 |
1.2% |
33% |
False |
False |
132,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-04 |
|
2.618 |
156-11 |
|
1.618 |
155-08 |
|
1.000 |
154-18 |
|
0.618 |
154-05 |
|
HIGH |
153-15 |
|
0.618 |
153-02 |
|
0.500 |
152-30 |
|
0.382 |
152-25 |
|
LOW |
152-12 |
|
0.618 |
151-22 |
|
1.000 |
151-09 |
|
1.618 |
150-19 |
|
2.618 |
149-16 |
|
4.250 |
147-23 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-03 |
152-28 |
| PP |
153-00 |
152-17 |
| S1 |
152-30 |
152-07 |
|