ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
156-21 |
155-22 |
-0-31 |
-0.6% |
154-23 |
| High |
156-29 |
157-03 |
0-06 |
0.1% |
156-21 |
| Low |
155-07 |
155-14 |
0-07 |
0.1% |
153-13 |
| Close |
155-21 |
156-23 |
1-02 |
0.7% |
155-30 |
| Range |
1-22 |
1-21 |
-0-01 |
-1.9% |
3-08 |
| ATR |
1-24 |
1-24 |
0-00 |
-0.3% |
0-00 |
| Volume |
260,980 |
189,405 |
-71,575 |
-27.4% |
1,149,370 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-12 |
160-23 |
157-20 |
|
| R3 |
159-23 |
159-02 |
157-06 |
|
| R2 |
158-02 |
158-02 |
157-01 |
|
| R1 |
157-13 |
157-13 |
156-28 |
157-24 |
| PP |
156-13 |
156-13 |
156-13 |
156-19 |
| S1 |
155-24 |
155-24 |
156-18 |
156-02 |
| S2 |
154-24 |
154-24 |
156-13 |
|
| S3 |
153-03 |
154-03 |
156-08 |
|
| S4 |
151-14 |
152-14 |
155-26 |
|
|
| 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 |
154-26 |
3-04 |
2.0% |
1-22 |
1.1% |
61% |
False |
False |
239,615 |
| 10 |
157-30 |
153-13 |
4-17 |
2.9% |
1-14 |
0.9% |
73% |
False |
False |
231,427 |
| 20 |
157-30 |
148-05 |
9-25 |
6.2% |
1-18 |
1.0% |
88% |
False |
False |
229,993 |
| 40 |
157-30 |
147-11 |
10-19 |
6.8% |
1-27 |
1.2% |
88% |
False |
False |
248,173 |
| 60 |
157-30 |
147-11 |
10-19 |
6.8% |
1-29 |
1.2% |
88% |
False |
False |
218,659 |
| 80 |
164-00 |
147-11 |
16-21 |
10.6% |
1-29 |
1.2% |
56% |
False |
False |
164,146 |
| 100 |
165-07 |
147-11 |
17-28 |
11.4% |
1-23 |
1.1% |
52% |
False |
False |
131,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-04 |
|
2.618 |
161-14 |
|
1.618 |
159-25 |
|
1.000 |
158-24 |
|
0.618 |
158-04 |
|
HIGH |
157-03 |
|
0.618 |
156-15 |
|
0.500 |
156-08 |
|
0.382 |
156-02 |
|
LOW |
155-14 |
|
0.618 |
154-13 |
|
1.000 |
153-25 |
|
1.618 |
152-24 |
|
2.618 |
151-03 |
|
4.250 |
148-13 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-18 |
156-21 |
| PP |
156-13 |
156-19 |
| S1 |
156-08 |
156-18 |
|