ECBOT 30 Year Treasury Bond Future March 2016
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 |
156-08 |
154-27 |
-1-13 |
-0.9% |
153-30 |
High |
156-08 |
154-27 |
-1-13 |
-0.9% |
155-31 |
Low |
156-08 |
154-27 |
-1-13 |
-0.9% |
153-30 |
Close |
156-08 |
154-27 |
-1-13 |
-0.9% |
155-09 |
Range |
|
|
|
|
|
ATR |
0-31 |
1-00 |
0-01 |
3.1% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-27 |
154-27 |
154-27 |
|
R3 |
154-27 |
154-27 |
154-27 |
|
R2 |
154-27 |
154-27 |
154-27 |
|
R1 |
154-27 |
154-27 |
154-27 |
154-27 |
PP |
154-27 |
154-27 |
154-27 |
154-27 |
S1 |
154-27 |
154-27 |
154-27 |
154-27 |
S2 |
154-27 |
154-27 |
154-27 |
|
S3 |
154-27 |
154-27 |
154-27 |
|
S4 |
154-27 |
154-27 |
154-27 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161-05 |
160-08 |
156-13 |
|
R3 |
159-04 |
158-07 |
155-27 |
|
R2 |
157-03 |
157-03 |
155-21 |
|
R1 |
156-06 |
156-06 |
155-15 |
156-21 |
PP |
155-02 |
155-02 |
155-02 |
155-09 |
S1 |
154-05 |
154-05 |
155-03 |
154-20 |
S2 |
153-01 |
153-01 |
154-29 |
|
S3 |
151-00 |
152-04 |
154-23 |
|
S4 |
148-31 |
150-03 |
154-05 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
154-27 |
2.618 |
154-27 |
1.618 |
154-27 |
1.000 |
154-27 |
0.618 |
154-27 |
HIGH |
154-27 |
0.618 |
154-27 |
0.500 |
154-27 |
0.382 |
154-27 |
LOW |
154-27 |
0.618 |
154-27 |
1.000 |
154-27 |
1.618 |
154-27 |
2.618 |
154-27 |
4.250 |
154-27 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
154-27 |
155-18 |
PP |
154-27 |
155-10 |
S1 |
154-27 |
155-03 |
|