ECBOT 30 Year Treasury Bond Future December 2015
Trading Metrics calculated at close of trading on 20-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
150-09 |
150-18 |
0-09 |
0.2% |
148-14 |
High |
150-27 |
150-25 |
-0-02 |
0.0% |
150-27 |
Low |
150-04 |
149-31 |
-0-05 |
-0.1% |
147-13 |
Close |
150-21 |
150-09 |
-0-12 |
-0.2% |
150-21 |
Range |
0-23 |
0-26 |
0-03 |
13.0% |
3-14 |
ATR |
1-18 |
1-17 |
-0-02 |
-3.5% |
0-00 |
Volume |
172 |
24 |
-148 |
-86.0% |
335 |
|
Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152-25 |
152-11 |
150-23 |
|
R3 |
151-31 |
151-17 |
150-16 |
|
R2 |
151-05 |
151-05 |
150-14 |
|
R1 |
150-23 |
150-23 |
150-11 |
150-17 |
PP |
150-11 |
150-11 |
150-11 |
150-08 |
S1 |
149-29 |
149-29 |
150-07 |
149-23 |
S2 |
149-17 |
149-17 |
150-04 |
|
S3 |
148-23 |
149-03 |
150-02 |
|
S4 |
147-29 |
148-09 |
149-27 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-30 |
158-24 |
152-18 |
|
R3 |
156-16 |
155-10 |
151-19 |
|
R2 |
153-02 |
153-02 |
151-09 |
|
R1 |
151-28 |
151-28 |
150-31 |
152-15 |
PP |
149-20 |
149-20 |
149-20 |
149-30 |
S1 |
148-14 |
148-14 |
150-11 |
149-01 |
S2 |
146-06 |
146-06 |
150-01 |
|
S3 |
142-24 |
145-00 |
149-23 |
|
S4 |
139-10 |
141-18 |
148-24 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
154-08 |
2.618 |
152-29 |
1.618 |
152-03 |
1.000 |
151-19 |
0.618 |
151-09 |
HIGH |
150-25 |
0.618 |
150-15 |
0.500 |
150-12 |
0.382 |
150-09 |
LOW |
149-31 |
0.618 |
149-15 |
1.000 |
149-05 |
1.618 |
148-21 |
2.618 |
147-27 |
4.250 |
146-16 |
|
|
Fisher Pivots for day following 20-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
150-12 |
150-03 |
PP |
150-11 |
149-29 |
S1 |
150-10 |
149-24 |
|