ECBOT 30 Year Treasury Bond Future December 2015
Trading Metrics calculated at close of trading on 04-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
154-30 |
156-07 |
1-09 |
0.8% |
153-08 |
High |
156-13 |
156-11 |
-0-02 |
0.0% |
155-03 |
Low |
154-21 |
155-03 |
0-14 |
0.3% |
152-00 |
Close |
156-03 |
155-13 |
-0-22 |
-0.4% |
154-14 |
Range |
1-24 |
1-08 |
-0-16 |
-28.6% |
3-03 |
ATR |
1-14 |
1-14 |
0-00 |
-1.0% |
0-00 |
Volume |
1,420 |
1,045 |
-375 |
-26.4% |
3,176 |
|
Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-12 |
158-20 |
156-03 |
|
R3 |
158-04 |
157-12 |
155-24 |
|
R2 |
156-28 |
156-28 |
155-20 |
|
R1 |
156-04 |
156-04 |
155-17 |
155-28 |
PP |
155-20 |
155-20 |
155-20 |
155-16 |
S1 |
154-28 |
154-28 |
155-09 |
154-20 |
S2 |
154-12 |
154-12 |
155-06 |
|
S3 |
153-04 |
153-20 |
155-02 |
|
S4 |
151-28 |
152-12 |
154-23 |
|
|
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 |
161-21 |
2.618 |
159-20 |
1.618 |
158-12 |
1.000 |
157-19 |
0.618 |
157-04 |
HIGH |
156-11 |
0.618 |
155-28 |
0.500 |
155-23 |
0.382 |
155-18 |
LOW |
155-03 |
0.618 |
154-10 |
1.000 |
153-27 |
1.618 |
153-02 |
2.618 |
151-26 |
4.250 |
149-25 |
|
|
Fisher Pivots for day following 04-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
155-23 |
155-08 |
PP |
155-20 |
155-03 |
S1 |
155-16 |
154-30 |
|