ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 07-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
154-10 |
155-21 |
1-11 |
0.9% |
154-30 |
| High |
155-19 |
157-07 |
1-20 |
1.0% |
157-07 |
| Low |
154-03 |
155-03 |
1-00 |
0.6% |
153-21 |
| Close |
155-08 |
157-02 |
1-26 |
1.2% |
157-02 |
| Range |
1-16 |
2-04 |
0-20 |
41.7% |
3-18 |
| ATR |
1-15 |
1-16 |
0-02 |
3.2% |
0-00 |
| Volume |
470 |
1,749 |
1,279 |
272.1% |
5,925 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-27 |
162-02 |
158-07 |
|
| R3 |
160-23 |
159-30 |
157-21 |
|
| R2 |
158-19 |
158-19 |
157-14 |
|
| R1 |
157-26 |
157-26 |
157-08 |
158-06 |
| PP |
156-15 |
156-15 |
156-15 |
156-21 |
| S1 |
155-22 |
155-22 |
156-28 |
156-02 |
| S2 |
154-11 |
154-11 |
156-22 |
|
| S3 |
152-07 |
153-18 |
156-15 |
|
| S4 |
150-03 |
151-14 |
155-29 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-21 |
165-14 |
159-01 |
|
| R3 |
163-03 |
161-28 |
158-01 |
|
| R2 |
159-17 |
159-17 |
157-23 |
|
| R1 |
158-10 |
158-10 |
157-12 |
158-30 |
| PP |
155-31 |
155-31 |
155-31 |
156-09 |
| S1 |
154-24 |
154-24 |
156-24 |
155-12 |
| S2 |
152-13 |
152-13 |
156-13 |
|
| S3 |
148-27 |
151-06 |
156-03 |
|
| S4 |
145-09 |
147-20 |
155-03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-08 |
|
2.618 |
162-25 |
|
1.618 |
160-21 |
|
1.000 |
159-11 |
|
0.618 |
158-17 |
|
HIGH |
157-07 |
|
0.618 |
156-13 |
|
0.500 |
156-05 |
|
0.382 |
155-29 |
|
LOW |
155-03 |
|
0.618 |
153-25 |
|
1.000 |
152-31 |
|
1.618 |
151-21 |
|
2.618 |
149-17 |
|
4.250 |
146-02 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-24 |
156-17 |
| PP |
156-15 |
155-31 |
| S1 |
156-05 |
155-14 |
|