ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
150-16 |
148-24 |
-1-24 |
-1.2% |
151-24 |
| High |
150-21 |
149-29 |
-0-24 |
-0.5% |
151-25 |
| Low |
148-13 |
147-26 |
-0-19 |
-0.4% |
147-11 |
| Close |
148-27 |
149-06 |
0-11 |
0.2% |
147-18 |
| Range |
2-08 |
2-03 |
-0-05 |
-6.9% |
4-14 |
| ATR |
2-03 |
2-03 |
0-00 |
0.0% |
0-00 |
| Volume |
248,277 |
238,725 |
-9,552 |
-3.8% |
1,182,381 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-08 |
154-10 |
150-11 |
|
| R3 |
153-05 |
152-07 |
149-24 |
|
| R2 |
151-02 |
151-02 |
149-18 |
|
| R1 |
150-04 |
150-04 |
149-12 |
150-19 |
| PP |
148-31 |
148-31 |
148-31 |
149-06 |
| S1 |
148-01 |
148-01 |
149-00 |
148-16 |
| S2 |
146-28 |
146-28 |
148-26 |
|
| S3 |
144-25 |
145-30 |
148-20 |
|
| S4 |
142-22 |
143-27 |
148-01 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-07 |
159-10 |
150-00 |
|
| R3 |
157-25 |
154-28 |
148-25 |
|
| R2 |
153-11 |
153-11 |
148-12 |
|
| R1 |
150-14 |
150-14 |
147-31 |
149-22 |
| PP |
148-29 |
148-29 |
148-29 |
148-16 |
| S1 |
146-00 |
146-00 |
147-05 |
145-08 |
| S2 |
144-15 |
144-15 |
146-24 |
|
| S3 |
140-01 |
141-18 |
146-11 |
|
| S4 |
135-19 |
137-04 |
145-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-22 |
147-11 |
4-11 |
2.9% |
2-03 |
1.4% |
42% |
False |
False |
271,367 |
| 10 |
152-06 |
147-11 |
4-27 |
3.2% |
1-29 |
1.3% |
38% |
False |
False |
252,344 |
| 20 |
152-06 |
147-11 |
4-27 |
3.2% |
1-30 |
1.3% |
38% |
False |
False |
248,302 |
| 40 |
155-27 |
147-11 |
8-16 |
5.7% |
2-03 |
1.4% |
22% |
False |
False |
181,459 |
| 60 |
164-04 |
147-11 |
16-25 |
11.2% |
1-28 |
1.3% |
11% |
False |
False |
121,044 |
| 80 |
165-07 |
147-11 |
17-28 |
12.0% |
1-19 |
1.1% |
10% |
False |
False |
90,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-26 |
|
2.618 |
155-12 |
|
1.618 |
153-09 |
|
1.000 |
152-00 |
|
0.618 |
151-06 |
|
HIGH |
149-29 |
|
0.618 |
149-03 |
|
0.500 |
148-28 |
|
0.382 |
148-20 |
|
LOW |
147-26 |
|
0.618 |
146-17 |
|
1.000 |
145-23 |
|
1.618 |
144-14 |
|
2.618 |
142-11 |
|
4.250 |
138-29 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
149-02 |
149-21 |
| PP |
148-31 |
149-16 |
| S1 |
148-28 |
149-11 |
|