ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
154-05 |
155-08 |
1-03 |
0.7% |
154-23 |
| High |
155-15 |
156-21 |
1-06 |
0.8% |
156-21 |
| Low |
153-13 |
154-26 |
1-13 |
0.9% |
153-13 |
| Close |
155-05 |
155-30 |
0-25 |
0.5% |
155-30 |
| Range |
2-02 |
1-27 |
-0-07 |
-10.6% |
3-08 |
| ATR |
1-24 |
1-24 |
0-00 |
0.4% |
0-00 |
| Volume |
263,303 |
290,061 |
26,758 |
10.2% |
1,149,370 |
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-11 |
160-15 |
156-30 |
|
| R3 |
159-16 |
158-20 |
156-14 |
|
| R2 |
157-21 |
157-21 |
156-09 |
|
| R1 |
156-25 |
156-25 |
156-03 |
157-07 |
| PP |
155-26 |
155-26 |
155-26 |
156-00 |
| S1 |
154-30 |
154-30 |
155-25 |
155-12 |
| S2 |
153-31 |
153-31 |
155-19 |
|
| S3 |
152-04 |
153-03 |
155-14 |
|
| S4 |
150-09 |
151-08 |
154-30 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-03 |
163-24 |
157-23 |
|
| R3 |
161-27 |
160-16 |
156-27 |
|
| R2 |
158-19 |
158-19 |
156-17 |
|
| R1 |
157-08 |
157-08 |
156-08 |
157-30 |
| PP |
155-11 |
155-11 |
155-11 |
155-21 |
| S1 |
154-00 |
154-00 |
155-20 |
154-22 |
| S2 |
152-03 |
152-03 |
155-11 |
|
| S3 |
148-27 |
150-24 |
155-01 |
|
| S4 |
145-19 |
147-16 |
154-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-21 |
153-13 |
3-08 |
2.1% |
1-14 |
0.9% |
78% |
True |
False |
229,874 |
| 10 |
156-21 |
150-31 |
5-22 |
3.6% |
1-12 |
0.9% |
87% |
True |
False |
226,328 |
| 20 |
156-21 |
148-05 |
8-16 |
5.5% |
1-26 |
1.2% |
92% |
True |
False |
248,052 |
| 40 |
156-21 |
147-11 |
9-10 |
6.0% |
1-28 |
1.2% |
92% |
True |
False |
248,177 |
| 60 |
156-21 |
147-11 |
9-10 |
6.0% |
2-00 |
1.3% |
92% |
True |
False |
203,656 |
| 80 |
164-04 |
147-11 |
16-25 |
10.8% |
1-28 |
1.2% |
51% |
False |
False |
152,796 |
| 100 |
165-07 |
147-11 |
17-28 |
11.5% |
1-21 |
1.1% |
48% |
False |
False |
122,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-16 |
|
2.618 |
161-15 |
|
1.618 |
159-20 |
|
1.000 |
158-16 |
|
0.618 |
157-25 |
|
HIGH |
156-21 |
|
0.618 |
155-30 |
|
0.500 |
155-24 |
|
0.382 |
155-17 |
|
LOW |
154-26 |
|
0.618 |
153-22 |
|
1.000 |
152-31 |
|
1.618 |
151-27 |
|
2.618 |
150-00 |
|
4.250 |
146-31 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-28 |
155-20 |
| PP |
155-26 |
155-11 |
| S1 |
155-24 |
155-01 |
|