ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
154-18 |
154-23 |
0-05 |
0.1% |
152-02 |
| High |
155-03 |
155-27 |
0-24 |
0.5% |
155-03 |
| Low |
154-12 |
154-23 |
0-11 |
0.2% |
150-31 |
| Close |
154-19 |
155-06 |
0-19 |
0.4% |
154-19 |
| Range |
0-23 |
1-04 |
0-13 |
56.5% |
4-04 |
| ATR |
1-28 |
1-27 |
-0-01 |
-2.4% |
0-00 |
| Volume |
256,884 |
212,314 |
-44,570 |
-17.4% |
1,113,919 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-20 |
158-01 |
155-26 |
|
| R3 |
157-16 |
156-29 |
155-16 |
|
| R2 |
156-12 |
156-12 |
155-13 |
|
| R1 |
155-25 |
155-25 |
155-09 |
156-02 |
| PP |
155-08 |
155-08 |
155-08 |
155-13 |
| S1 |
154-21 |
154-21 |
155-03 |
154-30 |
| S2 |
154-04 |
154-04 |
154-31 |
|
| S3 |
153-00 |
153-17 |
154-28 |
|
| S4 |
151-28 |
152-13 |
154-18 |
|
|
| 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 |
155-27 |
150-31 |
4-28 |
3.1% |
1-10 |
0.8% |
87% |
True |
False |
226,019 |
| 10 |
155-27 |
148-17 |
7-10 |
4.7% |
1-12 |
0.9% |
91% |
True |
False |
219,406 |
| 20 |
155-27 |
147-26 |
8-01 |
5.2% |
1-29 |
1.2% |
92% |
True |
False |
257,178 |
| 40 |
155-27 |
147-11 |
8-16 |
5.5% |
1-31 |
1.3% |
92% |
True |
False |
253,186 |
| 60 |
158-01 |
147-11 |
10-22 |
6.9% |
2-00 |
1.3% |
73% |
False |
False |
188,083 |
| 80 |
165-07 |
147-11 |
17-28 |
11.5% |
1-27 |
1.2% |
44% |
False |
False |
141,084 |
| 100 |
165-07 |
147-11 |
17-28 |
11.5% |
1-19 |
1.0% |
44% |
False |
False |
112,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-20 |
|
2.618 |
158-25 |
|
1.618 |
157-21 |
|
1.000 |
156-31 |
|
0.618 |
156-17 |
|
HIGH |
155-27 |
|
0.618 |
155-13 |
|
0.500 |
155-09 |
|
0.382 |
155-05 |
|
LOW |
154-23 |
|
0.618 |
154-01 |
|
1.000 |
153-19 |
|
1.618 |
152-29 |
|
2.618 |
151-25 |
|
4.250 |
149-30 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-09 |
154-29 |
| PP |
155-08 |
154-19 |
| S1 |
155-07 |
154-10 |
|