ECBOT 30 Year Treasury Bond Future December 2015
Trading Metrics calculated at close of trading on 16-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
147-27 |
148-23 |
0-28 |
0.6% |
150-02 |
High |
149-16 |
150-03 |
0-19 |
0.4% |
153-00 |
Low |
147-19 |
148-20 |
1-01 |
0.7% |
147-19 |
Close |
149-13 |
149-29 |
0-16 |
0.3% |
147-19 |
Range |
1-29 |
1-15 |
-0-14 |
-23.0% |
5-13 |
ATR |
1-20 |
1-20 |
0-00 |
-0.7% |
0-00 |
Volume |
19 |
27 |
8 |
42.1% |
480 |
|
Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153-30 |
153-13 |
150-23 |
|
R3 |
152-15 |
151-30 |
150-10 |
|
R2 |
151-00 |
151-00 |
150-06 |
|
R1 |
150-15 |
150-15 |
150-01 |
150-24 |
PP |
149-17 |
149-17 |
149-17 |
149-22 |
S1 |
149-00 |
149-00 |
149-25 |
149-08 |
S2 |
148-02 |
148-02 |
149-20 |
|
S3 |
146-19 |
147-17 |
149-16 |
|
S4 |
145-04 |
146-02 |
149-03 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165-20 |
162-00 |
150-18 |
|
R3 |
160-07 |
156-19 |
149-03 |
|
R2 |
154-26 |
154-26 |
148-19 |
|
R1 |
151-06 |
151-06 |
148-03 |
150-10 |
PP |
149-13 |
149-13 |
149-13 |
148-30 |
S1 |
145-25 |
145-25 |
147-03 |
144-28 |
S2 |
144-00 |
144-00 |
146-19 |
|
S3 |
138-19 |
140-12 |
146-03 |
|
S4 |
133-06 |
134-31 |
144-20 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
156-11 |
2.618 |
153-30 |
1.618 |
152-15 |
1.000 |
151-18 |
0.618 |
151-00 |
HIGH |
150-03 |
0.618 |
149-17 |
0.500 |
149-12 |
0.382 |
149-06 |
LOW |
148-20 |
0.618 |
147-23 |
1.000 |
147-05 |
1.618 |
146-08 |
2.618 |
144-25 |
4.250 |
142-12 |
|
|
Fisher Pivots for day following 16-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
149-23 |
149-18 |
PP |
149-17 |
149-06 |
S1 |
149-12 |
148-27 |
|