ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
155-08 |
156-13 |
1-05 |
0.7% |
154-23 |
| High |
156-21 |
157-30 |
1-09 |
0.8% |
156-21 |
| Low |
154-26 |
156-04 |
1-10 |
0.8% |
153-13 |
| Close |
155-30 |
157-19 |
1-21 |
1.1% |
155-30 |
| Range |
1-27 |
1-26 |
-0-01 |
-1.7% |
3-08 |
| ATR |
1-24 |
1-25 |
0-01 |
1.0% |
0-00 |
| Volume |
290,061 |
232,459 |
-57,602 |
-19.9% |
1,149,370 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-21 |
161-30 |
158-19 |
|
| R3 |
160-27 |
160-04 |
158-03 |
|
| R2 |
159-01 |
159-01 |
157-30 |
|
| R1 |
158-10 |
158-10 |
157-24 |
158-22 |
| PP |
157-07 |
157-07 |
157-07 |
157-13 |
| S1 |
156-16 |
156-16 |
157-14 |
156-28 |
| S2 |
155-13 |
155-13 |
157-08 |
|
| S3 |
153-19 |
154-22 |
157-03 |
|
| S4 |
151-25 |
152-28 |
156-19 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-03 |
163-24 |
157-23 |
|
| R3 |
161-27 |
160-16 |
156-27 |
|
| R2 |
158-19 |
158-19 |
156-17 |
|
| R1 |
157-08 |
157-08 |
156-08 |
157-30 |
| PP |
155-11 |
155-11 |
155-11 |
155-21 |
| S1 |
154-00 |
154-00 |
155-20 |
154-22 |
| S2 |
152-03 |
152-03 |
155-11 |
|
| S3 |
148-27 |
150-24 |
155-01 |
|
| S4 |
145-19 |
147-16 |
154-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-30 |
153-13 |
4-17 |
2.9% |
1-18 |
1.0% |
92% |
True |
False |
233,903 |
| 10 |
157-30 |
150-31 |
6-31 |
4.4% |
1-14 |
0.9% |
95% |
True |
False |
229,961 |
| 20 |
157-30 |
148-05 |
9-25 |
6.2% |
1-24 |
1.1% |
96% |
True |
False |
244,795 |
| 40 |
157-30 |
147-11 |
10-19 |
6.7% |
1-27 |
1.2% |
97% |
True |
False |
246,579 |
| 60 |
157-30 |
147-11 |
10-19 |
6.7% |
1-31 |
1.2% |
97% |
True |
False |
207,481 |
| 80 |
164-04 |
147-11 |
16-25 |
10.6% |
1-28 |
1.2% |
61% |
False |
False |
155,702 |
| 100 |
165-07 |
147-11 |
17-28 |
11.3% |
1-21 |
1.1% |
57% |
False |
False |
124,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-20 |
|
2.618 |
162-22 |
|
1.618 |
160-28 |
|
1.000 |
159-24 |
|
0.618 |
159-02 |
|
HIGH |
157-30 |
|
0.618 |
157-08 |
|
0.500 |
157-01 |
|
0.382 |
156-26 |
|
LOW |
156-04 |
|
0.618 |
155-00 |
|
1.000 |
154-10 |
|
1.618 |
153-06 |
|
2.618 |
151-12 |
|
4.250 |
148-14 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-13 |
156-30 |
| PP |
157-07 |
156-10 |
| S1 |
157-01 |
155-22 |
|