ECBOT 30 Year Treasury Bond Future December 2015
Trading Metrics calculated at close of trading on 21-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
157-12 |
158-24 |
1-12 |
0.9% |
156-26 |
High |
158-26 |
159-10 |
0-16 |
0.3% |
159-10 |
Low |
157-10 |
158-05 |
0-27 |
0.5% |
155-14 |
Close |
158-19 |
158-21 |
0-02 |
0.0% |
158-21 |
Range |
1-16 |
1-05 |
-0-11 |
-22.9% |
3-28 |
ATR |
1-21 |
1-20 |
-0-01 |
-2.1% |
0-00 |
Volume |
6,455 |
8,408 |
1,953 |
30.3% |
21,973 |
|
Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162-06 |
161-18 |
159-09 |
|
R3 |
161-01 |
160-13 |
158-31 |
|
R2 |
159-28 |
159-28 |
158-28 |
|
R1 |
159-08 |
159-08 |
158-24 |
159-00 |
PP |
158-23 |
158-23 |
158-23 |
158-18 |
S1 |
158-03 |
158-03 |
158-18 |
157-26 |
S2 |
157-18 |
157-18 |
158-14 |
|
S3 |
156-13 |
156-30 |
158-11 |
|
S4 |
155-08 |
155-25 |
158-01 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169-14 |
167-29 |
160-25 |
|
R3 |
165-18 |
164-01 |
159-23 |
|
R2 |
161-22 |
161-22 |
159-12 |
|
R1 |
160-05 |
160-05 |
159-00 |
160-30 |
PP |
157-26 |
157-26 |
157-26 |
158-06 |
S1 |
156-09 |
156-09 |
158-10 |
157-02 |
S2 |
153-30 |
153-30 |
157-30 |
|
S3 |
150-02 |
152-13 |
157-19 |
|
S4 |
146-06 |
148-17 |
156-17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159-10 |
155-14 |
3-28 |
2.4% |
1-17 |
1.0% |
83% |
True |
False |
4,394 |
10 |
159-10 |
155-06 |
4-04 |
2.6% |
1-24 |
1.1% |
84% |
True |
False |
3,382 |
20 |
159-10 |
152-00 |
7-10 |
4.6% |
1-20 |
1.0% |
91% |
True |
False |
2,146 |
40 |
159-10 |
145-30 |
13-12 |
8.4% |
1-15 |
0.9% |
95% |
True |
False |
1,107 |
60 |
159-10 |
145-30 |
13-12 |
8.4% |
1-04 |
0.7% |
95% |
True |
False |
739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164-07 |
2.618 |
162-11 |
1.618 |
161-06 |
1.000 |
160-15 |
0.618 |
160-01 |
HIGH |
159-10 |
0.618 |
158-28 |
0.500 |
158-24 |
0.382 |
158-19 |
LOW |
158-05 |
0.618 |
157-14 |
1.000 |
157-00 |
1.618 |
156-09 |
2.618 |
155-04 |
4.250 |
153-08 |
|
|
Fisher Pivots for day following 21-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
158-24 |
158-07 |
PP |
158-23 |
157-26 |
S1 |
158-22 |
157-12 |
|