ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
152-05 |
154-00 |
1-27 |
1.2% |
153-08 |
| High |
154-00 |
155-03 |
1-03 |
0.7% |
155-03 |
| Low |
152-00 |
153-14 |
1-14 |
0.9% |
152-00 |
| Close |
153-22 |
154-14 |
0-24 |
0.5% |
154-14 |
| Range |
2-00 |
1-21 |
-0-11 |
-17.2% |
3-03 |
| ATR |
1-13 |
1-13 |
0-01 |
1.3% |
0-00 |
| Volume |
166 |
1,859 |
1,693 |
1,019.9% |
3,176 |
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-09 |
158-17 |
155-11 |
|
| R3 |
157-20 |
156-28 |
154-29 |
|
| R2 |
155-31 |
155-31 |
154-24 |
|
| R1 |
155-07 |
155-07 |
154-19 |
155-19 |
| PP |
154-10 |
154-10 |
154-10 |
154-16 |
| S1 |
153-18 |
153-18 |
154-09 |
153-30 |
| S2 |
152-21 |
152-21 |
154-04 |
|
| S3 |
151-00 |
151-29 |
153-31 |
|
| S4 |
149-11 |
150-08 |
153-17 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-04 |
161-28 |
156-04 |
|
| R3 |
160-01 |
158-25 |
155-09 |
|
| R2 |
156-30 |
156-30 |
155-00 |
|
| R1 |
155-22 |
155-22 |
154-23 |
156-10 |
| PP |
153-27 |
153-27 |
153-27 |
154-05 |
| S1 |
152-19 |
152-19 |
154-05 |
153-07 |
| S2 |
150-24 |
150-24 |
153-28 |
|
| S3 |
147-21 |
149-16 |
153-19 |
|
| S4 |
144-18 |
146-13 |
152-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-04 |
|
2.618 |
159-14 |
|
1.618 |
157-25 |
|
1.000 |
156-24 |
|
0.618 |
156-04 |
|
HIGH |
155-03 |
|
0.618 |
154-15 |
|
0.500 |
154-08 |
|
0.382 |
154-02 |
|
LOW |
153-14 |
|
0.618 |
152-13 |
|
1.000 |
151-25 |
|
1.618 |
150-24 |
|
2.618 |
149-03 |
|
4.250 |
146-13 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-12 |
154-04 |
| PP |
154-10 |
153-27 |
| S1 |
154-08 |
153-18 |
|