ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 17-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
150-21 |
151-11 |
0-22 |
0.5% |
150-10 |
| High |
151-20 |
152-11 |
0-23 |
0.5% |
152-11 |
| Low |
150-00 |
151-06 |
1-06 |
0.8% |
148-05 |
| Close |
151-11 |
152-03 |
0-24 |
0.5% |
152-03 |
| Range |
1-20 |
1-05 |
-0-15 |
-28.8% |
4-06 |
| ATR |
2-06 |
2-04 |
-0-02 |
-3.4% |
0-00 |
| Volume |
233,126 |
207,964 |
-25,162 |
-10.8% |
1,105,005 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-11 |
154-28 |
152-23 |
|
| R3 |
154-06 |
153-23 |
152-13 |
|
| R2 |
153-01 |
153-01 |
152-10 |
|
| R1 |
152-18 |
152-18 |
152-06 |
152-26 |
| PP |
151-28 |
151-28 |
151-28 |
152-00 |
| S1 |
151-13 |
151-13 |
152-00 |
151-20 |
| S2 |
150-23 |
150-23 |
151-28 |
|
| S3 |
149-18 |
150-08 |
151-25 |
|
| S4 |
148-13 |
149-03 |
151-15 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-14 |
161-30 |
154-13 |
|
| R3 |
159-08 |
157-24 |
153-08 |
|
| R2 |
155-02 |
155-02 |
152-28 |
|
| R1 |
153-18 |
153-18 |
152-15 |
154-10 |
| PP |
150-28 |
150-28 |
150-28 |
151-08 |
| S1 |
149-12 |
149-12 |
151-23 |
150-04 |
| S2 |
146-22 |
146-22 |
151-10 |
|
| S3 |
142-16 |
145-06 |
150-30 |
|
| S4 |
138-10 |
141-00 |
149-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-11 |
148-05 |
4-06 |
2.8% |
1-23 |
1.1% |
94% |
True |
False |
221,001 |
| 10 |
154-23 |
148-05 |
6-18 |
4.3% |
2-07 |
1.5% |
60% |
False |
False |
269,775 |
| 20 |
154-23 |
147-11 |
7-12 |
4.8% |
2-02 |
1.4% |
64% |
False |
False |
261,060 |
| 40 |
155-27 |
147-11 |
8-16 |
5.6% |
2-00 |
1.3% |
56% |
False |
False |
247,624 |
| 60 |
161-17 |
147-11 |
14-06 |
9.3% |
2-01 |
1.3% |
33% |
False |
False |
166,002 |
| 80 |
165-07 |
147-11 |
17-28 |
11.8% |
1-27 |
1.2% |
27% |
False |
False |
124,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-08 |
|
2.618 |
155-12 |
|
1.618 |
154-07 |
|
1.000 |
153-16 |
|
0.618 |
153-02 |
|
HIGH |
152-11 |
|
0.618 |
151-29 |
|
0.500 |
151-24 |
|
0.382 |
151-20 |
|
LOW |
151-06 |
|
0.618 |
150-15 |
|
1.000 |
150-01 |
|
1.618 |
149-10 |
|
2.618 |
148-05 |
|
4.250 |
146-09 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
152-00 |
151-19 |
| PP |
151-28 |
151-03 |
| S1 |
151-24 |
150-20 |
|