ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
157-07 |
156-10 |
-0-29 |
-0.6% |
157-04 |
| High |
157-25 |
157-20 |
-0-05 |
-0.1% |
159-05 |
| Low |
156-02 |
155-14 |
-0-20 |
-0.4% |
155-06 |
| Close |
156-07 |
157-10 |
1-03 |
0.7% |
156-21 |
| Range |
1-23 |
2-06 |
0-15 |
27.3% |
3-31 |
| ATR |
1-20 |
1-21 |
0-01 |
2.5% |
0-00 |
| Volume |
2,243 |
2,692 |
449 |
20.0% |
11,852 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-11 |
162-17 |
158-16 |
|
| R3 |
161-05 |
160-11 |
157-29 |
|
| R2 |
158-31 |
158-31 |
157-23 |
|
| R1 |
158-05 |
158-05 |
157-16 |
158-18 |
| PP |
156-25 |
156-25 |
156-25 |
157-00 |
| S1 |
155-31 |
155-31 |
157-04 |
156-12 |
| S2 |
154-19 |
154-19 |
156-29 |
|
| S3 |
152-13 |
153-25 |
156-23 |
|
| S4 |
150-07 |
151-19 |
156-04 |
|
|
| 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 |
166-30 |
|
2.618 |
163-11 |
|
1.618 |
161-05 |
|
1.000 |
159-26 |
|
0.618 |
158-31 |
|
HIGH |
157-20 |
|
0.618 |
156-25 |
|
0.500 |
156-17 |
|
0.382 |
156-09 |
|
LOW |
155-14 |
|
0.618 |
154-03 |
|
1.000 |
153-08 |
|
1.618 |
151-29 |
|
2.618 |
149-23 |
|
4.250 |
146-04 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-02 |
157-03 |
| PP |
156-25 |
156-28 |
| S1 |
156-17 |
156-20 |
|