ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 07-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
155-22 |
157-00 |
1-10 |
0.8% |
156-13 |
| High |
157-03 |
158-23 |
1-20 |
1.0% |
158-23 |
| Low |
155-14 |
156-12 |
0-30 |
0.6% |
155-07 |
| Close |
156-23 |
158-17 |
1-26 |
1.2% |
158-17 |
| Range |
1-21 |
2-11 |
0-22 |
41.5% |
3-16 |
| ATR |
1-24 |
1-25 |
0-01 |
2.5% |
0-00 |
| Volume |
189,405 |
289,983 |
100,578 |
53.1% |
1,198,001 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-29 |
164-02 |
159-26 |
|
| R3 |
162-18 |
161-23 |
159-06 |
|
| R2 |
160-07 |
160-07 |
158-31 |
|
| R1 |
159-12 |
159-12 |
158-24 |
159-26 |
| PP |
157-28 |
157-28 |
157-28 |
158-03 |
| S1 |
157-01 |
157-01 |
158-10 |
157-14 |
| S2 |
155-17 |
155-17 |
158-03 |
|
| S3 |
153-06 |
154-22 |
157-28 |
|
| S4 |
150-27 |
152-11 |
157-08 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-00 |
166-24 |
160-15 |
|
| R3 |
164-16 |
163-08 |
159-16 |
|
| R2 |
161-00 |
161-00 |
159-06 |
|
| R1 |
159-24 |
159-24 |
158-27 |
160-12 |
| PP |
157-16 |
157-16 |
157-16 |
157-26 |
| S1 |
156-08 |
156-08 |
158-07 |
156-28 |
| S2 |
154-00 |
154-00 |
157-28 |
|
| S3 |
150-16 |
152-24 |
157-18 |
|
| S4 |
147-00 |
149-08 |
156-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-23 |
155-07 |
3-16 |
2.2% |
1-25 |
1.1% |
95% |
True |
False |
239,600 |
| 10 |
158-23 |
153-13 |
5-10 |
3.4% |
1-19 |
1.0% |
96% |
True |
False |
234,737 |
| 20 |
158-23 |
148-05 |
10-18 |
6.7% |
1-18 |
1.0% |
98% |
True |
False |
228,314 |
| 40 |
158-23 |
147-11 |
11-12 |
7.2% |
1-27 |
1.2% |
98% |
True |
False |
247,569 |
| 60 |
158-23 |
147-11 |
11-12 |
7.2% |
1-28 |
1.2% |
98% |
True |
False |
223,410 |
| 80 |
164-00 |
147-11 |
16-21 |
10.5% |
1-29 |
1.2% |
67% |
False |
False |
167,769 |
| 100 |
165-07 |
147-11 |
17-28 |
11.3% |
1-23 |
1.1% |
63% |
False |
False |
134,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-22 |
|
2.618 |
164-27 |
|
1.618 |
162-16 |
|
1.000 |
161-02 |
|
0.618 |
160-05 |
|
HIGH |
158-23 |
|
0.618 |
157-26 |
|
0.500 |
157-18 |
|
0.382 |
157-09 |
|
LOW |
156-12 |
|
0.618 |
154-30 |
|
1.000 |
154-01 |
|
1.618 |
152-19 |
|
2.618 |
150-08 |
|
4.250 |
146-13 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158-06 |
158-00 |
| PP |
157-28 |
157-16 |
| S1 |
157-18 |
156-31 |
|