ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
152-02 |
151-31 |
-0-03 |
-0.1% |
150-10 |
| High |
152-16 |
152-21 |
0-05 |
0.1% |
152-11 |
| Low |
151-12 |
150-31 |
-0-13 |
-0.3% |
148-05 |
| Close |
151-24 |
152-10 |
0-18 |
0.4% |
152-03 |
| Range |
1-04 |
1-22 |
0-18 |
50.0% |
4-06 |
| ATR |
2-02 |
2-01 |
-0-01 |
-1.3% |
0-00 |
| Volume |
196,137 |
210,200 |
14,063 |
7.2% |
1,105,005 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-01 |
156-12 |
153-08 |
|
| R3 |
155-11 |
154-22 |
152-25 |
|
| R2 |
153-21 |
153-21 |
152-20 |
|
| R1 |
153-00 |
153-00 |
152-15 |
153-10 |
| PP |
151-31 |
151-31 |
151-31 |
152-05 |
| S1 |
151-10 |
151-10 |
152-05 |
151-20 |
| S2 |
150-09 |
150-09 |
152-00 |
|
| S3 |
148-19 |
149-20 |
151-27 |
|
| S4 |
146-29 |
147-30 |
151-12 |
|
|
| 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 |
152-21 |
148-28 |
3-25 |
2.5% |
1-17 |
1.0% |
91% |
True |
False |
213,468 |
| 10 |
154-23 |
148-05 |
6-18 |
4.3% |
1-28 |
1.2% |
63% |
False |
False |
244,234 |
| 20 |
154-23 |
147-11 |
7-12 |
4.8% |
1-31 |
1.3% |
67% |
False |
False |
259,958 |
| 40 |
155-27 |
147-11 |
8-16 |
5.6% |
2-00 |
1.3% |
58% |
False |
False |
256,452 |
| 60 |
161-17 |
147-11 |
14-06 |
9.3% |
2-01 |
1.3% |
35% |
False |
False |
172,770 |
| 80 |
165-07 |
147-11 |
17-28 |
11.7% |
1-27 |
1.2% |
28% |
False |
False |
129,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-26 |
|
2.618 |
157-02 |
|
1.618 |
155-12 |
|
1.000 |
154-11 |
|
0.618 |
153-22 |
|
HIGH |
152-21 |
|
0.618 |
152-00 |
|
0.500 |
151-26 |
|
0.382 |
151-20 |
|
LOW |
150-31 |
|
0.618 |
149-30 |
|
1.000 |
149-09 |
|
1.618 |
148-08 |
|
2.618 |
146-18 |
|
4.250 |
143-26 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
152-05 |
152-05 |
| PP |
151-31 |
151-31 |
| S1 |
151-26 |
151-26 |
|