ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
155-03 |
154-10 |
-0-25 |
-0.5% |
153-08 |
| High |
155-10 |
155-19 |
0-09 |
0.2% |
155-03 |
| Low |
153-21 |
154-03 |
0-14 |
0.3% |
152-00 |
| Close |
154-06 |
155-08 |
1-02 |
0.7% |
154-14 |
| Range |
1-21 |
1-16 |
-0-05 |
-9.4% |
3-03 |
| ATR |
1-15 |
1-15 |
0-00 |
0.2% |
0-00 |
| Volume |
1,241 |
470 |
-771 |
-62.1% |
3,176 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-15 |
158-28 |
156-02 |
|
| R3 |
157-31 |
157-12 |
155-21 |
|
| R2 |
156-15 |
156-15 |
155-17 |
|
| R1 |
155-28 |
155-28 |
155-12 |
156-06 |
| PP |
154-31 |
154-31 |
154-31 |
155-04 |
| S1 |
154-12 |
154-12 |
155-04 |
154-22 |
| S2 |
153-15 |
153-15 |
154-31 |
|
| S3 |
151-31 |
152-28 |
154-27 |
|
| S4 |
150-15 |
151-12 |
154-14 |
|
|
| 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 |
161-31 |
|
2.618 |
159-17 |
|
1.618 |
158-01 |
|
1.000 |
157-03 |
|
0.618 |
156-17 |
|
HIGH |
155-19 |
|
0.618 |
155-01 |
|
0.500 |
154-27 |
|
0.382 |
154-21 |
|
LOW |
154-03 |
|
0.618 |
153-05 |
|
1.000 |
152-19 |
|
1.618 |
151-21 |
|
2.618 |
150-05 |
|
4.250 |
147-23 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-04 |
155-05 |
| PP |
154-31 |
155-03 |
| S1 |
154-27 |
155-00 |
|