ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
154-00 |
154-30 |
0-30 |
0.6% |
153-08 |
| High |
155-03 |
156-13 |
1-10 |
0.8% |
155-03 |
| Low |
153-14 |
154-21 |
1-07 |
0.8% |
152-00 |
| Close |
154-14 |
156-03 |
1-21 |
1.1% |
154-14 |
| Range |
1-21 |
1-24 |
0-03 |
5.7% |
3-03 |
| ATR |
1-13 |
1-14 |
0-01 |
2.8% |
0-00 |
| Volume |
1,859 |
1,420 |
-439 |
-23.6% |
3,176 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-31 |
160-09 |
157-02 |
|
| R3 |
159-07 |
158-17 |
156-18 |
|
| R2 |
157-15 |
157-15 |
156-13 |
|
| R1 |
156-25 |
156-25 |
156-08 |
157-04 |
| PP |
155-23 |
155-23 |
155-23 |
155-28 |
| S1 |
155-01 |
155-01 |
155-30 |
155-12 |
| S2 |
153-31 |
153-31 |
155-25 |
|
| S3 |
152-07 |
153-09 |
155-20 |
|
| S4 |
150-15 |
151-17 |
155-04 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-04 |
161-28 |
156-04 |
|
| R3 |
160-01 |
158-25 |
155-09 |
|
| R2 |
156-30 |
156-30 |
155-00 |
|
| R1 |
155-22 |
155-22 |
154-23 |
156-10 |
| PP |
153-27 |
153-27 |
153-27 |
154-05 |
| S1 |
152-19 |
152-19 |
154-05 |
153-07 |
| S2 |
150-24 |
150-24 |
153-28 |
|
| S3 |
147-21 |
149-16 |
153-19 |
|
| S4 |
144-18 |
146-13 |
152-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-27 |
|
2.618 |
161-00 |
|
1.618 |
159-08 |
|
1.000 |
158-05 |
|
0.618 |
157-16 |
|
HIGH |
156-13 |
|
0.618 |
155-24 |
|
0.500 |
155-17 |
|
0.382 |
155-10 |
|
LOW |
154-21 |
|
0.618 |
153-18 |
|
1.000 |
152-29 |
|
1.618 |
151-26 |
|
2.618 |
150-02 |
|
4.250 |
147-07 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-29 |
155-15 |
| PP |
155-23 |
154-27 |
| S1 |
155-17 |
154-06 |
|