ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
150-10 |
148-19 |
-1-23 |
-1.1% |
151-30 |
| High |
150-24 |
149-21 |
-1-03 |
-0.7% |
154-23 |
| Low |
148-05 |
148-17 |
0-12 |
0.3% |
149-01 |
| Close |
149-05 |
149-17 |
0-12 |
0.3% |
149-03 |
| Range |
2-19 |
1-04 |
-1-15 |
-56.6% |
5-22 |
| ATR |
2-11 |
2-08 |
-0-03 |
-3.7% |
0-00 |
| Volume |
237,172 |
206,826 |
-30,346 |
-12.8% |
1,592,747 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-20 |
152-06 |
150-05 |
|
| R3 |
151-16 |
151-02 |
149-27 |
|
| R2 |
150-12 |
150-12 |
149-24 |
|
| R1 |
149-30 |
149-30 |
149-20 |
150-05 |
| PP |
149-08 |
149-08 |
149-08 |
149-11 |
| S1 |
148-26 |
148-26 |
149-14 |
149-01 |
| S2 |
148-04 |
148-04 |
149-10 |
|
| S3 |
147-00 |
147-22 |
149-07 |
|
| S4 |
145-28 |
146-18 |
148-29 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-00 |
164-08 |
152-07 |
|
| R3 |
162-10 |
158-18 |
150-21 |
|
| R2 |
156-20 |
156-20 |
150-04 |
|
| R1 |
152-28 |
152-28 |
149-20 |
151-29 |
| PP |
150-30 |
150-30 |
150-30 |
150-15 |
| S1 |
147-06 |
147-06 |
148-18 |
146-07 |
| S2 |
145-08 |
145-08 |
148-02 |
|
| S3 |
139-18 |
141-16 |
147-17 |
|
| S4 |
133-28 |
135-26 |
145-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-23 |
148-05 |
6-18 |
4.4% |
2-08 |
1.5% |
21% |
False |
False |
275,000 |
| 10 |
154-23 |
147-26 |
6-29 |
4.6% |
2-10 |
1.6% |
25% |
False |
False |
282,605 |
| 20 |
154-23 |
147-11 |
7-12 |
4.9% |
2-04 |
1.4% |
30% |
False |
False |
267,021 |
| 40 |
155-27 |
147-11 |
8-16 |
5.7% |
2-01 |
1.4% |
26% |
False |
False |
231,512 |
| 60 |
163-14 |
147-11 |
16-03 |
10.8% |
2-01 |
1.4% |
14% |
False |
False |
154,987 |
| 80 |
165-07 |
147-11 |
17-28 |
12.0% |
1-26 |
1.2% |
12% |
False |
False |
116,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-14 |
|
2.618 |
152-19 |
|
1.618 |
151-15 |
|
1.000 |
150-25 |
|
0.618 |
150-11 |
|
HIGH |
149-21 |
|
0.618 |
149-07 |
|
0.500 |
149-03 |
|
0.382 |
148-31 |
|
LOW |
148-17 |
|
0.618 |
147-27 |
|
1.000 |
147-13 |
|
1.618 |
146-23 |
|
2.618 |
145-19 |
|
4.250 |
143-24 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
149-12 |
149-20 |
| PP |
149-08 |
149-19 |
| S1 |
149-03 |
149-18 |
|