ECBOT 30 Year Treasury Bond Future December 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 |
154-30 |
156-07 |
1-09 |
0.8% |
153-08 |
| High |
156-13 |
156-11 |
-0-02 |
0.0% |
155-03 |
| Low |
154-21 |
155-03 |
0-14 |
0.3% |
152-00 |
| Close |
156-03 |
155-13 |
-0-22 |
-0.4% |
154-14 |
| Range |
1-24 |
1-08 |
-0-16 |
-28.6% |
3-03 |
| ATR |
1-14 |
1-14 |
0-00 |
-1.0% |
0-00 |
| Volume |
1,420 |
1,045 |
-375 |
-26.4% |
3,176 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-12 |
158-20 |
156-03 |
|
| R3 |
158-04 |
157-12 |
155-24 |
|
| R2 |
156-28 |
156-28 |
155-20 |
|
| R1 |
156-04 |
156-04 |
155-17 |
155-28 |
| PP |
155-20 |
155-20 |
155-20 |
155-16 |
| S1 |
154-28 |
154-28 |
155-09 |
154-20 |
| S2 |
154-12 |
154-12 |
155-06 |
|
| S3 |
153-04 |
153-20 |
155-02 |
|
| S4 |
151-28 |
152-12 |
154-23 |
|
|
| 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 |
161-21 |
|
2.618 |
159-20 |
|
1.618 |
158-12 |
|
1.000 |
157-19 |
|
0.618 |
157-04 |
|
HIGH |
156-11 |
|
0.618 |
155-28 |
|
0.500 |
155-23 |
|
0.382 |
155-18 |
|
LOW |
155-03 |
|
0.618 |
154-10 |
|
1.000 |
153-27 |
|
1.618 |
153-02 |
|
2.618 |
151-26 |
|
4.250 |
149-25 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-23 |
155-08 |
| PP |
155-20 |
155-03 |
| S1 |
155-16 |
154-30 |
|