ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
155-15 |
157-11 |
1-28 |
1.2% |
154-30 |
| High |
157-28 |
159-05 |
1-09 |
0.8% |
157-07 |
| Low |
155-12 |
156-21 |
1-09 |
0.8% |
153-21 |
| Close |
157-11 |
157-05 |
-0-06 |
-0.1% |
157-02 |
| Range |
2-16 |
2-16 |
0-00 |
0.0% |
3-18 |
| ATR |
1-20 |
1-22 |
0-02 |
3.9% |
0-00 |
| Volume |
1,385 |
3,079 |
1,694 |
122.3% |
5,925 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-05 |
163-21 |
158-17 |
|
| R3 |
162-21 |
161-05 |
157-27 |
|
| R2 |
160-05 |
160-05 |
157-20 |
|
| R1 |
158-21 |
158-21 |
157-12 |
158-05 |
| PP |
157-21 |
157-21 |
157-21 |
157-13 |
| S1 |
156-05 |
156-05 |
156-30 |
155-21 |
| S2 |
155-05 |
155-05 |
156-22 |
|
| S3 |
152-21 |
153-21 |
156-15 |
|
| S4 |
150-05 |
151-05 |
155-25 |
|
|
| 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 |
169-25 |
|
2.618 |
165-22 |
|
1.618 |
163-06 |
|
1.000 |
161-21 |
|
0.618 |
160-22 |
|
HIGH |
159-05 |
|
0.618 |
158-06 |
|
0.500 |
157-29 |
|
0.382 |
157-20 |
|
LOW |
156-21 |
|
0.618 |
155-04 |
|
1.000 |
154-05 |
|
1.618 |
152-20 |
|
2.618 |
150-04 |
|
4.250 |
146-01 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-29 |
157-06 |
| PP |
157-21 |
157-05 |
| S1 |
157-13 |
157-05 |
|