ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
151-30 |
151-23 |
-0-07 |
-0.1% |
149-24 |
| High |
152-03 |
154-14 |
2-11 |
1.5% |
151-22 |
| Low |
149-03 |
151-09 |
2-06 |
1.5% |
147-26 |
| Close |
152-02 |
153-16 |
1-14 |
0.9% |
149-06 |
| Range |
3-00 |
3-05 |
0-05 |
5.2% |
3-28 |
| ATR |
2-05 |
2-07 |
0-02 |
3.3% |
0-00 |
| Volume |
297,598 |
364,145 |
66,547 |
22.4% |
1,119,578 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-17 |
161-06 |
155-08 |
|
| R3 |
159-12 |
158-01 |
154-12 |
|
| R2 |
156-07 |
156-07 |
154-03 |
|
| R1 |
154-28 |
154-28 |
153-25 |
155-18 |
| PP |
153-02 |
153-02 |
153-02 |
153-13 |
| S1 |
151-23 |
151-23 |
153-07 |
152-12 |
| S2 |
149-29 |
149-29 |
152-29 |
|
| S3 |
146-24 |
148-18 |
152-20 |
|
| S4 |
143-19 |
145-13 |
151-24 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-06 |
159-02 |
151-10 |
|
| R3 |
157-10 |
155-06 |
150-08 |
|
| R2 |
153-14 |
153-14 |
149-29 |
|
| R1 |
151-10 |
151-10 |
149-17 |
150-14 |
| PP |
149-18 |
149-18 |
149-18 |
149-04 |
| S1 |
147-14 |
147-14 |
148-27 |
146-18 |
| S2 |
145-22 |
145-22 |
148-15 |
|
| S3 |
141-26 |
143-18 |
148-04 |
|
| S4 |
137-30 |
139-22 |
147-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-14 |
147-26 |
6-20 |
4.3% |
2-13 |
1.6% |
86% |
True |
False |
290,210 |
| 10 |
154-14 |
147-11 |
7-03 |
4.6% |
2-02 |
1.3% |
87% |
True |
False |
275,682 |
| 20 |
154-14 |
147-11 |
7-03 |
4.6% |
2-02 |
1.3% |
87% |
True |
False |
258,840 |
| 40 |
155-27 |
147-11 |
8-16 |
5.5% |
2-04 |
1.4% |
72% |
False |
False |
197,900 |
| 60 |
164-04 |
147-11 |
16-25 |
10.9% |
1-31 |
1.3% |
37% |
False |
False |
132,073 |
| 80 |
165-07 |
147-11 |
17-28 |
11.6% |
1-22 |
1.1% |
34% |
False |
False |
99,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-27 |
|
2.618 |
162-22 |
|
1.618 |
159-17 |
|
1.000 |
157-19 |
|
0.618 |
156-12 |
|
HIGH |
154-14 |
|
0.618 |
153-07 |
|
0.500 |
152-28 |
|
0.382 |
152-16 |
|
LOW |
151-09 |
|
0.618 |
149-11 |
|
1.000 |
148-04 |
|
1.618 |
146-06 |
|
2.618 |
143-01 |
|
4.250 |
137-28 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-09 |
152-23 |
| PP |
153-02 |
151-29 |
| S1 |
152-28 |
151-04 |
|