ECBOT 30 Year Treasury Bond Future December 2015
Trading Metrics calculated at close of trading on 05-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
156-07 |
155-03 |
-1-04 |
-0.7% |
153-08 |
High |
156-11 |
155-10 |
-1-01 |
-0.7% |
155-03 |
Low |
155-03 |
153-21 |
-1-14 |
-0.9% |
152-00 |
Close |
155-13 |
154-06 |
-1-07 |
-0.8% |
154-14 |
Range |
1-08 |
1-21 |
0-13 |
32.5% |
3-03 |
ATR |
1-14 |
1-15 |
0-01 |
1.5% |
0-00 |
Volume |
1,045 |
1,241 |
196 |
18.8% |
3,176 |
|
Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-11 |
158-14 |
155-03 |
|
R3 |
157-22 |
156-25 |
154-21 |
|
R2 |
156-01 |
156-01 |
154-16 |
|
R1 |
155-04 |
155-04 |
154-11 |
154-24 |
PP |
154-12 |
154-12 |
154-12 |
154-06 |
S1 |
153-15 |
153-15 |
154-01 |
153-03 |
S2 |
152-23 |
152-23 |
153-28 |
|
S3 |
151-02 |
151-26 |
153-23 |
|
S4 |
149-13 |
150-05 |
153-09 |
|
|
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 |
162-11 |
2.618 |
159-21 |
1.618 |
158-00 |
1.000 |
156-31 |
0.618 |
156-11 |
HIGH |
155-10 |
0.618 |
154-22 |
0.500 |
154-16 |
0.382 |
154-09 |
LOW |
153-21 |
0.618 |
152-20 |
1.000 |
152-00 |
1.618 |
150-31 |
2.618 |
149-10 |
4.250 |
146-20 |
|
|
Fisher Pivots for day following 05-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
154-16 |
155-01 |
PP |
154-12 |
154-24 |
S1 |
154-09 |
154-15 |
|