ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 12-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
155-31 |
155-25 |
-0-06 |
-0.1% |
155-01 |
High |
155-31 |
155-25 |
-0-06 |
-0.1% |
155-22 |
Low |
155-31 |
155-25 |
-0-06 |
-0.1% |
153-04 |
Close |
155-31 |
155-25 |
-0-06 |
-0.1% |
155-22 |
Range |
|
|
|
|
|
ATR |
1-04 |
1-02 |
-0-02 |
-6.0% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-25 |
155-25 |
155-25 |
|
R3 |
155-25 |
155-25 |
155-25 |
|
R2 |
155-25 |
155-25 |
155-25 |
|
R1 |
155-25 |
155-25 |
155-25 |
155-25 |
PP |
155-25 |
155-25 |
155-25 |
155-25 |
S1 |
155-25 |
155-25 |
155-25 |
155-25 |
S2 |
155-25 |
155-25 |
155-25 |
|
S3 |
155-25 |
155-25 |
155-25 |
|
S4 |
155-25 |
155-25 |
155-25 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162-17 |
161-21 |
157-03 |
|
R3 |
159-31 |
159-03 |
156-13 |
|
R2 |
157-13 |
157-13 |
156-05 |
|
R1 |
156-17 |
156-17 |
155-30 |
156-31 |
PP |
154-27 |
154-27 |
154-27 |
155-02 |
S1 |
153-31 |
153-31 |
155-14 |
154-13 |
S2 |
152-09 |
152-09 |
155-07 |
|
S3 |
149-23 |
151-13 |
154-31 |
|
S4 |
147-05 |
148-27 |
154-09 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
155-25 |
2.618 |
155-25 |
1.618 |
155-25 |
1.000 |
155-25 |
0.618 |
155-25 |
HIGH |
155-25 |
0.618 |
155-25 |
0.500 |
155-25 |
0.382 |
155-25 |
LOW |
155-25 |
0.618 |
155-25 |
1.000 |
155-25 |
1.618 |
155-25 |
2.618 |
155-25 |
4.250 |
155-25 |
|
|
Fisher Pivots for day following 12-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
155-25 |
155-16 |
PP |
155-25 |
155-07 |
S1 |
155-25 |
154-31 |
|