ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
157-21 |
156-21 |
-1-00 |
-0.6% |
154-23 |
| High |
157-28 |
156-29 |
-0-31 |
-0.6% |
156-21 |
| Low |
156-16 |
155-07 |
-1-09 |
-0.8% |
153-13 |
| Close |
156-28 |
155-21 |
-1-07 |
-0.8% |
155-30 |
| Range |
1-12 |
1-22 |
0-10 |
22.7% |
3-08 |
| ATR |
1-24 |
1-24 |
0-00 |
-0.2% |
0-00 |
| Volume |
225,174 |
260,980 |
35,806 |
15.9% |
1,149,370 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-00 |
160-00 |
156-19 |
|
| R3 |
159-10 |
158-10 |
156-04 |
|
| R2 |
157-20 |
157-20 |
155-31 |
|
| R1 |
156-20 |
156-20 |
155-26 |
156-09 |
| PP |
155-30 |
155-30 |
155-30 |
155-24 |
| S1 |
154-30 |
154-30 |
155-16 |
154-19 |
| S2 |
154-08 |
154-08 |
155-11 |
|
| S3 |
152-18 |
153-08 |
155-06 |
|
| S4 |
150-28 |
151-18 |
154-23 |
|
|
| 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% |
1-24 |
1.1% |
50% |
False |
False |
254,395 |
| 10 |
157-30 |
152-25 |
5-05 |
3.3% |
1-15 |
0.9% |
56% |
False |
False |
236,431 |
| 20 |
157-30 |
148-05 |
9-25 |
6.3% |
1-21 |
1.1% |
77% |
False |
False |
236,868 |
| 40 |
157-30 |
147-11 |
10-19 |
6.8% |
1-27 |
1.2% |
78% |
False |
False |
249,431 |
| 60 |
157-30 |
147-11 |
10-19 |
6.8% |
1-30 |
1.2% |
78% |
False |
False |
215,532 |
| 80 |
164-04 |
147-11 |
16-25 |
10.8% |
1-28 |
1.2% |
50% |
False |
False |
161,779 |
| 100 |
165-07 |
147-11 |
17-28 |
11.5% |
1-22 |
1.1% |
47% |
False |
False |
129,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-02 |
|
2.618 |
161-10 |
|
1.618 |
159-20 |
|
1.000 |
158-19 |
|
0.618 |
157-30 |
|
HIGH |
156-29 |
|
0.618 |
156-08 |
|
0.500 |
156-02 |
|
0.382 |
155-28 |
|
LOW |
155-07 |
|
0.618 |
154-06 |
|
1.000 |
153-17 |
|
1.618 |
152-16 |
|
2.618 |
150-26 |
|
4.250 |
148-02 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-02 |
156-18 |
| PP |
155-30 |
156-09 |
| S1 |
155-25 |
155-31 |
|