ECBOT 30 Year Treasury Bond Future December 2015
Trading Metrics calculated at close of trading on 28-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
153-08 |
153-28 |
0-20 |
0.4% |
150-18 |
High |
154-09 |
153-28 |
-0-13 |
-0.3% |
153-19 |
Low |
153-08 |
152-30 |
-0-10 |
-0.2% |
149-20 |
Close |
153-23 |
153-14 |
-0-09 |
-0.2% |
153-04 |
Range |
1-01 |
0-30 |
-0-03 |
-9.1% |
3-31 |
ATR |
1-13 |
1-12 |
-0-01 |
-2.4% |
0-00 |
Volume |
365 |
448 |
83 |
22.7% |
400 |
|
Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-07 |
155-25 |
153-30 |
|
R3 |
155-09 |
154-27 |
153-22 |
|
R2 |
154-11 |
154-11 |
153-20 |
|
R1 |
153-29 |
153-29 |
153-17 |
153-21 |
PP |
153-13 |
153-13 |
153-13 |
153-10 |
S1 |
152-31 |
152-31 |
153-11 |
152-23 |
S2 |
152-15 |
152-15 |
153-08 |
|
S3 |
151-17 |
152-01 |
153-06 |
|
S4 |
150-19 |
151-03 |
152-30 |
|
|
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 |
157-28 |
2.618 |
156-11 |
1.618 |
155-13 |
1.000 |
154-26 |
0.618 |
154-15 |
HIGH |
153-28 |
0.618 |
153-17 |
0.500 |
153-13 |
0.382 |
153-09 |
LOW |
152-30 |
0.618 |
152-11 |
1.000 |
152-00 |
1.618 |
151-13 |
2.618 |
150-15 |
4.250 |
148-30 |
|
|
Fisher Pivots for day following 28-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
153-14 |
153-20 |
PP |
153-13 |
153-18 |
S1 |
153-13 |
153-16 |
|