ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
151-22 |
153-10 |
1-20 |
1.1% |
150-18 |
| High |
153-07 |
153-19 |
0-12 |
0.2% |
153-19 |
| Low |
151-22 |
152-30 |
1-08 |
0.8% |
149-20 |
| Close |
153-01 |
153-04 |
0-03 |
0.1% |
153-04 |
| Range |
1-17 |
0-21 |
-0-28 |
-57.1% |
3-31 |
| ATR |
1-16 |
1-14 |
-0-02 |
-4.0% |
0-00 |
| Volume |
34 |
65 |
31 |
91.2% |
400 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-06 |
154-26 |
153-16 |
|
| R3 |
154-17 |
154-05 |
153-10 |
|
| R2 |
153-28 |
153-28 |
153-08 |
|
| R1 |
153-16 |
153-16 |
153-06 |
153-12 |
| PP |
153-07 |
153-07 |
153-07 |
153-05 |
| S1 |
152-27 |
152-27 |
153-02 |
152-22 |
| S2 |
152-18 |
152-18 |
153-00 |
|
| S3 |
151-29 |
152-06 |
152-30 |
|
| S4 |
151-08 |
151-17 |
152-24 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-01 |
162-17 |
155-10 |
|
| R3 |
160-02 |
158-18 |
154-07 |
|
| R2 |
156-03 |
156-03 |
153-27 |
|
| R1 |
154-19 |
154-19 |
153-16 |
155-11 |
| PP |
152-04 |
152-04 |
152-04 |
152-16 |
| S1 |
150-20 |
150-20 |
152-24 |
151-12 |
| S2 |
148-05 |
148-05 |
152-13 |
|
| S3 |
144-06 |
146-21 |
152-01 |
|
| S4 |
140-07 |
142-22 |
150-30 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-12 |
|
2.618 |
155-10 |
|
1.618 |
154-21 |
|
1.000 |
154-08 |
|
0.618 |
154-00 |
|
HIGH |
153-19 |
|
0.618 |
153-11 |
|
0.500 |
153-08 |
|
0.382 |
153-06 |
|
LOW |
152-30 |
|
0.618 |
152-17 |
|
1.000 |
152-09 |
|
1.618 |
151-28 |
|
2.618 |
151-07 |
|
4.250 |
150-05 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-08 |
152-28 |
| PP |
153-07 |
152-19 |
| S1 |
153-06 |
152-10 |
|