ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
149-14 |
150-21 |
1-07 |
0.8% |
151-30 |
| High |
150-31 |
151-20 |
0-21 |
0.4% |
154-23 |
| Low |
148-28 |
150-00 |
1-04 |
0.8% |
149-01 |
| Close |
150-27 |
151-11 |
0-16 |
0.3% |
149-03 |
| Range |
2-03 |
1-20 |
-0-15 |
-22.4% |
5-22 |
| ATR |
2-08 |
2-06 |
-0-01 |
-2.0% |
0-00 |
| Volume |
219,917 |
233,126 |
13,209 |
6.0% |
1,592,747 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-28 |
155-07 |
152-08 |
|
| R3 |
154-08 |
153-19 |
151-25 |
|
| R2 |
152-20 |
152-20 |
151-21 |
|
| R1 |
151-31 |
151-31 |
151-16 |
152-10 |
| PP |
151-00 |
151-00 |
151-00 |
151-05 |
| S1 |
150-11 |
150-11 |
151-06 |
150-22 |
| S2 |
149-12 |
149-12 |
151-01 |
|
| S3 |
147-24 |
148-23 |
150-29 |
|
| S4 |
146-04 |
147-03 |
150-14 |
|
|
| 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 |
151-20 |
148-05 |
3-15 |
2.3% |
1-29 |
1.3% |
92% |
True |
False |
244,119 |
| 10 |
154-23 |
147-26 |
6-29 |
4.6% |
2-10 |
1.5% |
51% |
False |
False |
272,851 |
| 20 |
154-23 |
147-11 |
7-12 |
4.9% |
2-04 |
1.4% |
54% |
False |
False |
267,268 |
| 40 |
155-27 |
147-11 |
8-16 |
5.6% |
2-01 |
1.3% |
47% |
False |
False |
242,598 |
| 60 |
162-02 |
147-11 |
14-23 |
9.7% |
2-02 |
1.4% |
27% |
False |
False |
162,536 |
| 80 |
165-07 |
147-11 |
17-28 |
11.8% |
1-27 |
1.2% |
22% |
False |
False |
121,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-17 |
|
2.618 |
155-28 |
|
1.618 |
154-08 |
|
1.000 |
153-08 |
|
0.618 |
152-20 |
|
HIGH |
151-20 |
|
0.618 |
151-00 |
|
0.500 |
150-26 |
|
0.382 |
150-20 |
|
LOW |
150-00 |
|
0.618 |
149-00 |
|
1.000 |
148-12 |
|
1.618 |
147-12 |
|
2.618 |
145-24 |
|
4.250 |
143-03 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
151-05 |
150-30 |
| PP |
151-00 |
150-16 |
| S1 |
150-26 |
150-02 |
|