ECBOT 30 Year Treasury Bond Future December 2015
Trading Metrics calculated at close of trading on 13-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
157-11 |
156-28 |
-0-15 |
-0.3% |
154-30 |
High |
159-05 |
157-10 |
-1-27 |
-1.2% |
157-07 |
Low |
156-21 |
155-21 |
-1-00 |
-0.6% |
153-21 |
Close |
157-05 |
156-14 |
-0-23 |
-0.5% |
157-02 |
Range |
2-16 |
1-21 |
-0-27 |
-33.8% |
3-18 |
ATR |
1-22 |
1-22 |
0-00 |
-0.1% |
0-00 |
Volume |
3,079 |
3,645 |
566 |
18.4% |
5,925 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161-14 |
160-19 |
157-11 |
|
R3 |
159-25 |
158-30 |
156-29 |
|
R2 |
158-04 |
158-04 |
156-24 |
|
R1 |
157-09 |
157-09 |
156-19 |
156-28 |
PP |
156-15 |
156-15 |
156-15 |
156-08 |
S1 |
155-20 |
155-20 |
156-09 |
155-07 |
S2 |
154-26 |
154-26 |
156-04 |
|
S3 |
153-05 |
153-31 |
155-31 |
|
S4 |
151-16 |
152-10 |
155-17 |
|
|
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 |
164-11 |
2.618 |
161-21 |
1.618 |
160-00 |
1.000 |
158-31 |
0.618 |
158-11 |
HIGH |
157-10 |
0.618 |
156-22 |
0.500 |
156-16 |
0.382 |
156-09 |
LOW |
155-21 |
0.618 |
154-20 |
1.000 |
154-00 |
1.618 |
152-31 |
2.618 |
151-10 |
4.250 |
148-20 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
156-16 |
157-08 |
PP |
156-15 |
157-00 |
S1 |
156-14 |
156-23 |
|