ECBOT 30 Year Treasury Bond Future December 2015
Trading Metrics calculated at close of trading on 27-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
153-10 |
153-08 |
-0-02 |
0.0% |
150-18 |
High |
153-19 |
154-09 |
0-22 |
0.4% |
153-19 |
Low |
152-30 |
153-08 |
0-10 |
0.2% |
149-20 |
Close |
153-04 |
153-23 |
0-19 |
0.4% |
153-04 |
Range |
0-21 |
1-01 |
0-12 |
57.1% |
3-31 |
ATR |
1-14 |
1-13 |
-0-01 |
-1.4% |
0-00 |
Volume |
65 |
365 |
300 |
461.5% |
400 |
|
Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-27 |
156-10 |
154-09 |
|
R3 |
155-26 |
155-09 |
154-00 |
|
R2 |
154-25 |
154-25 |
153-29 |
|
R1 |
154-08 |
154-08 |
153-26 |
154-16 |
PP |
153-24 |
153-24 |
153-24 |
153-28 |
S1 |
153-07 |
153-07 |
153-20 |
153-16 |
S2 |
152-23 |
152-23 |
153-17 |
|
S3 |
151-22 |
152-06 |
153-14 |
|
S4 |
150-21 |
151-05 |
153-05 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164-01 |
162-17 |
155-10 |
|
R3 |
160-02 |
158-18 |
154-07 |
|
R2 |
156-03 |
156-03 |
153-27 |
|
R1 |
154-19 |
154-19 |
153-16 |
155-11 |
PP |
152-04 |
152-04 |
152-04 |
152-16 |
S1 |
150-20 |
150-20 |
152-24 |
151-12 |
S2 |
148-05 |
148-05 |
152-13 |
|
S3 |
144-06 |
146-21 |
152-01 |
|
S4 |
140-07 |
142-22 |
150-30 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
158-21 |
2.618 |
156-31 |
1.618 |
155-30 |
1.000 |
155-10 |
0.618 |
154-29 |
HIGH |
154-09 |
0.618 |
153-28 |
0.500 |
153-24 |
0.382 |
153-21 |
LOW |
153-08 |
0.618 |
152-20 |
1.000 |
152-07 |
1.618 |
151-19 |
2.618 |
150-18 |
4.250 |
148-28 |
|
|
Fisher Pivots for day following 27-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
153-24 |
153-15 |
PP |
153-24 |
153-07 |
S1 |
153-24 |
153-00 |
|