ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 30-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
154-25 |
154-05 |
-0-20 |
-0.4% |
152-02 |
| High |
154-31 |
155-15 |
0-16 |
0.3% |
155-03 |
| Low |
153-28 |
153-13 |
-0-15 |
-0.3% |
150-31 |
| Close |
154-12 |
155-05 |
0-25 |
0.5% |
154-19 |
| Range |
1-03 |
2-02 |
0-31 |
88.6% |
4-04 |
| ATR |
1-23 |
1-24 |
0-01 |
1.4% |
0-00 |
| Volume |
188,719 |
263,303 |
74,584 |
39.5% |
1,113,919 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-28 |
160-02 |
156-09 |
|
| R3 |
158-26 |
158-00 |
155-23 |
|
| R2 |
156-24 |
156-24 |
155-17 |
|
| R1 |
155-30 |
155-30 |
155-11 |
156-11 |
| PP |
154-22 |
154-22 |
154-22 |
154-28 |
| S1 |
153-28 |
153-28 |
154-31 |
154-09 |
| S2 |
152-20 |
152-20 |
154-25 |
|
| S3 |
150-18 |
151-26 |
154-19 |
|
| S4 |
148-16 |
149-24 |
154-01 |
|
|
| 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 |
153-13 |
2-14 |
1.6% |
1-07 |
0.8% |
72% |
False |
True |
223,238 |
| 10 |
155-27 |
150-31 |
4-28 |
3.1% |
1-10 |
0.8% |
86% |
False |
False |
218,119 |
| 20 |
155-27 |
147-26 |
8-01 |
5.2% |
1-26 |
1.2% |
91% |
False |
False |
245,485 |
| 40 |
155-27 |
147-11 |
8-16 |
5.5% |
1-29 |
1.2% |
92% |
False |
False |
248,891 |
| 60 |
155-27 |
147-11 |
8-16 |
5.5% |
2-00 |
1.3% |
92% |
False |
False |
198,832 |
| 80 |
164-04 |
147-11 |
16-25 |
10.8% |
1-27 |
1.2% |
47% |
False |
False |
149,170 |
| 100 |
165-07 |
147-11 |
17-28 |
11.5% |
1-20 |
1.0% |
44% |
False |
False |
119,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-08 |
|
2.618 |
160-28 |
|
1.618 |
158-26 |
|
1.000 |
157-17 |
|
0.618 |
156-24 |
|
HIGH |
155-15 |
|
0.618 |
154-22 |
|
0.500 |
154-14 |
|
0.382 |
154-06 |
|
LOW |
153-13 |
|
0.618 |
152-04 |
|
1.000 |
151-11 |
|
1.618 |
150-02 |
|
2.618 |
148-00 |
|
4.250 |
144-20 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-29 |
154-29 |
| PP |
154-22 |
154-22 |
| S1 |
154-14 |
154-14 |
|