ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 28-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
154-23 |
155-11 |
0-20 |
0.4% |
152-02 |
| High |
155-27 |
155-13 |
-0-14 |
-0.3% |
155-03 |
| Low |
154-23 |
154-11 |
-0-12 |
-0.2% |
150-31 |
| Close |
155-06 |
154-28 |
-0-10 |
-0.2% |
154-19 |
| Range |
1-04 |
1-02 |
-0-02 |
-5.6% |
4-04 |
| ATR |
1-27 |
1-25 |
-0-02 |
-3.0% |
0-00 |
| Volume |
212,314 |
194,973 |
-17,341 |
-8.2% |
1,113,919 |
|
| Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-02 |
157-17 |
155-15 |
|
| R3 |
157-00 |
156-15 |
155-05 |
|
| R2 |
155-30 |
155-30 |
155-02 |
|
| R1 |
155-13 |
155-13 |
154-31 |
155-04 |
| PP |
154-28 |
154-28 |
154-28 |
154-24 |
| S1 |
154-11 |
154-11 |
154-25 |
154-02 |
| S2 |
153-26 |
153-26 |
154-22 |
|
| S3 |
152-24 |
153-09 |
154-19 |
|
| S4 |
151-22 |
152-07 |
154-09 |
|
|
| 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 |
152-12 |
3-15 |
2.2% |
1-06 |
0.8% |
72% |
False |
False |
222,973 |
| 10 |
155-27 |
148-28 |
6-31 |
4.5% |
1-12 |
0.9% |
86% |
False |
False |
218,221 |
| 20 |
155-27 |
147-26 |
8-01 |
5.2% |
1-27 |
1.2% |
88% |
False |
False |
250,413 |
| 40 |
155-27 |
147-11 |
8-16 |
5.5% |
1-30 |
1.3% |
89% |
False |
False |
251,694 |
| 60 |
156-19 |
147-11 |
9-08 |
6.0% |
2-00 |
1.3% |
81% |
False |
False |
191,310 |
| 80 |
164-04 |
147-11 |
16-25 |
10.8% |
1-27 |
1.2% |
45% |
False |
False |
143,520 |
| 100 |
165-07 |
147-11 |
17-28 |
11.5% |
1-19 |
1.0% |
42% |
False |
False |
114,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-30 |
|
2.618 |
158-06 |
|
1.618 |
157-04 |
|
1.000 |
156-15 |
|
0.618 |
156-02 |
|
HIGH |
155-13 |
|
0.618 |
155-00 |
|
0.500 |
154-28 |
|
0.382 |
154-24 |
|
LOW |
154-11 |
|
0.618 |
153-22 |
|
1.000 |
153-09 |
|
1.618 |
152-20 |
|
2.618 |
151-18 |
|
4.250 |
149-26 |
|
|
| Fisher Pivots for day following 28-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-28 |
155-03 |
| PP |
154-28 |
155-01 |
| S1 |
154-28 |
154-30 |
|