ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
146-21 |
150-02 |
3-13 |
2.3% |
147-09 |
| High |
148-00 |
150-16 |
2-16 |
1.7% |
149-25 |
| Low |
146-21 |
149-20 |
2-31 |
2.0% |
146-21 |
| Close |
147-18 |
150-14 |
2-28 |
1.9% |
147-18 |
| Range |
1-11 |
0-28 |
-0-15 |
-34.9% |
3-04 |
| ATR |
1-15 |
1-18 |
0-03 |
7.2% |
0-00 |
| Volume |
54 |
4 |
-50 |
-92.6% |
116 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-26 |
152-16 |
150-29 |
|
| R3 |
151-30 |
151-20 |
150-22 |
|
| R2 |
151-02 |
151-02 |
150-19 |
|
| R1 |
150-24 |
150-24 |
150-17 |
150-29 |
| PP |
150-06 |
150-06 |
150-06 |
150-08 |
| S1 |
149-28 |
149-28 |
150-11 |
150-01 |
| S2 |
149-10 |
149-10 |
150-09 |
|
| S3 |
148-14 |
149-00 |
150-06 |
|
| S4 |
147-18 |
148-04 |
149-31 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-12 |
155-19 |
149-09 |
|
| R3 |
154-08 |
152-15 |
148-14 |
|
| R2 |
151-04 |
151-04 |
148-04 |
|
| R1 |
149-11 |
149-11 |
147-27 |
150-08 |
| PP |
148-00 |
148-00 |
148-00 |
148-14 |
| S1 |
146-07 |
146-07 |
147-09 |
147-04 |
| S2 |
144-28 |
144-28 |
147-00 |
|
| S3 |
141-24 |
143-03 |
146-22 |
|
| S4 |
138-20 |
139-31 |
145-27 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-07 |
|
2.618 |
152-25 |
|
1.618 |
151-29 |
|
1.000 |
151-12 |
|
0.618 |
151-01 |
|
HIGH |
150-16 |
|
0.618 |
150-05 |
|
0.500 |
150-02 |
|
0.382 |
149-31 |
|
LOW |
149-20 |
|
0.618 |
149-03 |
|
1.000 |
148-24 |
|
1.618 |
148-07 |
|
2.618 |
147-11 |
|
4.250 |
145-29 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
150-10 |
149-26 |
| PP |
150-06 |
149-06 |
| S1 |
150-02 |
148-18 |
|