ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 30-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
153-11 |
152-05 |
-1-06 |
-0.8% |
150-18 |
| High |
153-14 |
154-00 |
0-18 |
0.4% |
153-19 |
| Low |
152-16 |
152-00 |
-0-16 |
-0.3% |
149-20 |
| Close |
152-30 |
153-22 |
0-24 |
0.5% |
153-04 |
| Range |
0-30 |
2-00 |
1-02 |
113.3% |
3-31 |
| ATR |
1-11 |
1-13 |
0-01 |
3.5% |
0-00 |
| Volume |
338 |
166 |
-172 |
-50.9% |
400 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-07 |
158-15 |
154-25 |
|
| R3 |
157-07 |
156-15 |
154-08 |
|
| R2 |
155-07 |
155-07 |
154-02 |
|
| R1 |
154-15 |
154-15 |
153-28 |
154-27 |
| PP |
153-07 |
153-07 |
153-07 |
153-14 |
| S1 |
152-15 |
152-15 |
153-16 |
152-27 |
| S2 |
151-07 |
151-07 |
153-10 |
|
| S3 |
149-07 |
150-15 |
153-04 |
|
| S4 |
147-07 |
148-15 |
152-19 |
|
|
| 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 |
162-16 |
|
2.618 |
159-08 |
|
1.618 |
157-08 |
|
1.000 |
156-00 |
|
0.618 |
155-08 |
|
HIGH |
154-00 |
|
0.618 |
153-08 |
|
0.500 |
153-00 |
|
0.382 |
152-24 |
|
LOW |
152-00 |
|
0.618 |
150-24 |
|
1.000 |
150-00 |
|
1.618 |
148-24 |
|
2.618 |
146-24 |
|
4.250 |
143-16 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-15 |
153-15 |
| PP |
153-07 |
153-07 |
| S1 |
153-00 |
153-00 |
|