ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 18-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
156-26 |
157-07 |
0-13 |
0.3% |
157-04 |
| High |
157-27 |
157-25 |
-0-02 |
0.0% |
159-05 |
| Low |
156-23 |
156-02 |
-0-21 |
-0.4% |
155-06 |
| Close |
157-20 |
156-07 |
-1-13 |
-0.9% |
156-21 |
| Range |
1-04 |
1-23 |
0-19 |
52.8% |
3-31 |
| ATR |
1-20 |
1-20 |
0-00 |
0.5% |
0-00 |
| Volume |
2,175 |
2,243 |
68 |
3.1% |
11,852 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-27 |
160-24 |
157-05 |
|
| R3 |
160-04 |
159-01 |
156-22 |
|
| R2 |
158-13 |
158-13 |
156-17 |
|
| R1 |
157-10 |
157-10 |
156-12 |
157-00 |
| PP |
156-22 |
156-22 |
156-22 |
156-17 |
| S1 |
155-19 |
155-19 |
156-02 |
155-09 |
| S2 |
154-31 |
154-31 |
155-29 |
|
| S3 |
153-08 |
153-28 |
155-24 |
|
| S4 |
151-17 |
152-05 |
155-09 |
|
|
| 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 |
165-03 |
|
2.618 |
162-09 |
|
1.618 |
160-18 |
|
1.000 |
159-16 |
|
0.618 |
158-27 |
|
HIGH |
157-25 |
|
0.618 |
157-04 |
|
0.500 |
156-30 |
|
0.382 |
156-23 |
|
LOW |
156-02 |
|
0.618 |
155-00 |
|
1.000 |
154-11 |
|
1.618 |
153-09 |
|
2.618 |
151-18 |
|
4.250 |
148-24 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-30 |
156-28 |
| PP |
156-22 |
156-21 |
| S1 |
156-14 |
156-14 |
|