ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
153-05 |
154-18 |
1-13 |
0.9% |
152-02 |
| High |
154-23 |
155-03 |
0-12 |
0.2% |
155-03 |
| Low |
152-25 |
154-12 |
1-19 |
1.0% |
150-31 |
| Close |
154-15 |
154-19 |
0-04 |
0.1% |
154-19 |
| Range |
1-30 |
0-23 |
-1-07 |
-62.9% |
4-04 |
| ATR |
1-31 |
1-28 |
-0-03 |
-4.5% |
0-00 |
| Volume |
239,449 |
256,884 |
17,435 |
7.3% |
1,113,919 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-27 |
156-14 |
155-00 |
|
| R3 |
156-04 |
155-23 |
154-25 |
|
| R2 |
155-13 |
155-13 |
154-23 |
|
| R1 |
155-00 |
155-00 |
154-21 |
155-06 |
| PP |
154-22 |
154-22 |
154-22 |
154-25 |
| S1 |
154-09 |
154-09 |
154-17 |
154-16 |
| S2 |
153-31 |
153-31 |
154-15 |
|
| S3 |
153-08 |
153-18 |
154-13 |
|
| S4 |
152-17 |
152-27 |
154-06 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-30 |
164-12 |
156-28 |
|
| R3 |
161-26 |
160-08 |
155-23 |
|
| R2 |
157-22 |
157-22 |
155-11 |
|
| R1 |
156-04 |
156-04 |
154-31 |
156-29 |
| PP |
153-18 |
153-18 |
153-18 |
153-30 |
| S1 |
152-00 |
152-00 |
154-07 |
152-25 |
| S2 |
149-14 |
149-14 |
153-27 |
|
| S3 |
145-10 |
147-28 |
153-15 |
|
| S4 |
141-06 |
143-24 |
152-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-03 |
150-31 |
4-04 |
2.7% |
1-10 |
0.8% |
88% |
True |
False |
222,783 |
| 10 |
155-03 |
148-05 |
6-30 |
4.5% |
1-16 |
1.0% |
93% |
True |
False |
221,892 |
| 20 |
155-03 |
147-11 |
7-24 |
5.0% |
1-31 |
1.3% |
94% |
True |
False |
258,425 |
| 40 |
155-27 |
147-11 |
8-16 |
5.5% |
1-31 |
1.3% |
85% |
False |
False |
254,473 |
| 60 |
158-15 |
147-11 |
11-04 |
7.2% |
2-01 |
1.3% |
65% |
False |
False |
184,550 |
| 80 |
165-07 |
147-11 |
17-28 |
11.6% |
1-27 |
1.2% |
41% |
False |
False |
138,431 |
| 100 |
165-07 |
147-11 |
17-28 |
11.6% |
1-18 |
1.0% |
41% |
False |
False |
110,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-05 |
|
2.618 |
156-31 |
|
1.618 |
156-08 |
|
1.000 |
155-26 |
|
0.618 |
155-17 |
|
HIGH |
155-03 |
|
0.618 |
154-26 |
|
0.500 |
154-24 |
|
0.382 |
154-21 |
|
LOW |
154-12 |
|
0.618 |
153-30 |
|
1.000 |
153-21 |
|
1.618 |
153-07 |
|
2.618 |
152-16 |
|
4.250 |
151-10 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-24 |
154-10 |
| PP |
154-22 |
154-01 |
| S1 |
154-20 |
153-24 |
|