ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
156-13 |
157-21 |
1-08 |
0.8% |
154-23 |
| High |
157-30 |
157-28 |
-0-02 |
0.0% |
156-21 |
| Low |
156-04 |
156-16 |
0-12 |
0.2% |
153-13 |
| Close |
157-19 |
156-28 |
-0-23 |
-0.5% |
155-30 |
| Range |
1-26 |
1-12 |
-0-14 |
-24.1% |
3-08 |
| ATR |
1-25 |
1-24 |
-0-01 |
-1.6% |
0-00 |
| Volume |
232,459 |
225,174 |
-7,285 |
-3.1% |
1,149,370 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-07 |
160-13 |
157-20 |
|
| R3 |
159-27 |
159-01 |
157-08 |
|
| R2 |
158-15 |
158-15 |
157-04 |
|
| R1 |
157-21 |
157-21 |
157-00 |
157-12 |
| PP |
157-03 |
157-03 |
157-03 |
156-30 |
| S1 |
156-09 |
156-09 |
156-24 |
156-00 |
| S2 |
155-23 |
155-23 |
156-20 |
|
| S3 |
154-11 |
154-29 |
156-16 |
|
| S4 |
152-31 |
153-17 |
156-04 |
|
|
| 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 |
157-30 |
153-13 |
4-17 |
2.9% |
1-20 |
1.0% |
77% |
False |
False |
239,943 |
| 10 |
157-30 |
152-12 |
5-18 |
3.5% |
1-13 |
0.9% |
81% |
False |
False |
231,458 |
| 20 |
157-30 |
148-05 |
9-25 |
6.2% |
1-21 |
1.1% |
89% |
False |
False |
237,846 |
| 40 |
157-30 |
147-11 |
10-19 |
6.8% |
1-27 |
1.2% |
90% |
False |
False |
248,343 |
| 60 |
157-30 |
147-11 |
10-19 |
6.8% |
1-31 |
1.2% |
90% |
False |
False |
211,215 |
| 80 |
164-04 |
147-11 |
16-25 |
10.7% |
1-28 |
1.2% |
57% |
False |
False |
158,516 |
| 100 |
165-07 |
147-11 |
17-28 |
11.4% |
1-22 |
1.1% |
53% |
False |
False |
126,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-23 |
|
2.618 |
161-15 |
|
1.618 |
160-03 |
|
1.000 |
159-08 |
|
0.618 |
158-23 |
|
HIGH |
157-28 |
|
0.618 |
157-11 |
|
0.500 |
157-06 |
|
0.382 |
157-01 |
|
LOW |
156-16 |
|
0.618 |
155-21 |
|
1.000 |
155-04 |
|
1.618 |
154-09 |
|
2.618 |
152-29 |
|
4.250 |
150-21 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-06 |
156-23 |
| PP |
157-03 |
156-17 |
| S1 |
156-31 |
156-12 |
|