ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 14-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
156-28 |
156-20 |
-0-08 |
-0.2% |
157-04 |
| High |
157-10 |
157-05 |
-0-05 |
-0.1% |
159-05 |
| Low |
155-21 |
155-30 |
0-09 |
0.2% |
155-06 |
| Close |
156-14 |
156-21 |
0-07 |
0.1% |
156-21 |
| Range |
1-21 |
1-07 |
-0-14 |
-26.4% |
3-31 |
| ATR |
1-22 |
1-21 |
-0-01 |
-1.9% |
0-00 |
| Volume |
3,645 |
2,233 |
-1,412 |
-38.7% |
11,852 |
|
| Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-08 |
159-21 |
157-10 |
|
| R3 |
159-01 |
158-14 |
157-00 |
|
| R2 |
157-26 |
157-26 |
156-28 |
|
| R1 |
157-07 |
157-07 |
156-25 |
157-16 |
| PP |
156-19 |
156-19 |
156-19 |
156-23 |
| S1 |
156-00 |
156-00 |
156-17 |
156-10 |
| S2 |
155-12 |
155-12 |
156-14 |
|
| S3 |
154-05 |
154-25 |
156-10 |
|
| S4 |
152-30 |
153-18 |
156-00 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-29 |
166-24 |
158-27 |
|
| R3 |
164-30 |
162-25 |
157-24 |
|
| R2 |
160-31 |
160-31 |
157-12 |
|
| R1 |
158-26 |
158-26 |
157-01 |
157-29 |
| PP |
157-00 |
157-00 |
157-00 |
156-18 |
| S1 |
154-27 |
154-27 |
156-09 |
153-30 |
| S2 |
153-01 |
153-01 |
155-30 |
|
| S3 |
149-02 |
150-28 |
155-18 |
|
| S4 |
145-03 |
146-29 |
154-15 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-11 |
|
2.618 |
160-11 |
|
1.618 |
159-04 |
|
1.000 |
158-12 |
|
0.618 |
157-29 |
|
HIGH |
157-05 |
|
0.618 |
156-22 |
|
0.500 |
156-18 |
|
0.382 |
156-13 |
|
LOW |
155-30 |
|
0.618 |
155-06 |
|
1.000 |
154-23 |
|
1.618 |
153-31 |
|
2.618 |
152-24 |
|
4.250 |
150-24 |
|
|
| Fisher Pivots for day following 14-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-20 |
157-13 |
| PP |
156-19 |
157-05 |
| S1 |
156-18 |
156-29 |
|