ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
152-19 |
153-05 |
0-18 |
0.4% |
150-10 |
| High |
153-15 |
154-23 |
1-08 |
0.8% |
152-11 |
| Low |
152-12 |
152-25 |
0-13 |
0.3% |
148-05 |
| Close |
153-06 |
154-15 |
1-09 |
0.8% |
152-03 |
| Range |
1-03 |
1-30 |
0-27 |
77.1% |
4-06 |
| ATR |
1-31 |
1-31 |
0-00 |
-0.1% |
0-00 |
| Volume |
211,249 |
239,449 |
28,200 |
13.3% |
1,105,005 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-26 |
159-02 |
155-17 |
|
| R3 |
157-28 |
157-04 |
155-00 |
|
| R2 |
155-30 |
155-30 |
154-26 |
|
| R1 |
155-06 |
155-06 |
154-21 |
155-18 |
| PP |
154-00 |
154-00 |
154-00 |
154-06 |
| S1 |
153-08 |
153-08 |
154-09 |
153-20 |
| S2 |
152-02 |
152-02 |
154-04 |
|
| S3 |
150-04 |
151-10 |
153-30 |
|
| S4 |
148-06 |
149-12 |
153-13 |
|
|
| 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 |
154-23 |
150-31 |
3-24 |
2.4% |
1-13 |
0.9% |
93% |
True |
False |
212,999 |
| 10 |
154-23 |
148-05 |
6-18 |
4.2% |
1-21 |
1.1% |
96% |
True |
False |
228,559 |
| 20 |
154-23 |
147-11 |
7-12 |
4.8% |
2-00 |
1.3% |
97% |
True |
False |
257,093 |
| 40 |
155-27 |
147-11 |
8-16 |
5.5% |
1-31 |
1.3% |
84% |
False |
False |
253,713 |
| 60 |
159-17 |
147-11 |
12-06 |
7.9% |
2-02 |
1.3% |
58% |
False |
False |
180,275 |
| 80 |
165-07 |
147-11 |
17-28 |
11.6% |
1-28 |
1.2% |
40% |
False |
False |
135,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-30 |
|
2.618 |
159-25 |
|
1.618 |
157-27 |
|
1.000 |
156-21 |
|
0.618 |
155-29 |
|
HIGH |
154-23 |
|
0.618 |
153-31 |
|
0.500 |
153-24 |
|
0.382 |
153-17 |
|
LOW |
152-25 |
|
0.618 |
151-19 |
|
1.000 |
150-27 |
|
1.618 |
149-21 |
|
2.618 |
147-23 |
|
4.250 |
144-18 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-07 |
153-30 |
| PP |
154-00 |
153-12 |
| S1 |
153-24 |
152-27 |
|