ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
157-04 |
155-15 |
-1-21 |
-1.1% |
154-30 |
| High |
157-04 |
157-28 |
0-24 |
0.5% |
157-07 |
| Low |
155-06 |
155-12 |
0-06 |
0.1% |
153-21 |
| Close |
155-10 |
157-11 |
2-01 |
1.3% |
157-02 |
| Range |
1-30 |
2-16 |
0-18 |
29.0% |
3-18 |
| ATR |
1-17 |
1-20 |
0-02 |
4.7% |
0-00 |
| Volume |
1,510 |
1,385 |
-125 |
-8.3% |
5,925 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-12 |
163-11 |
158-23 |
|
| R3 |
161-28 |
160-27 |
158-01 |
|
| R2 |
159-12 |
159-12 |
157-26 |
|
| R1 |
158-11 |
158-11 |
157-18 |
158-28 |
| PP |
156-28 |
156-28 |
156-28 |
157-04 |
| S1 |
155-27 |
155-27 |
157-04 |
156-12 |
| S2 |
154-12 |
154-12 |
156-28 |
|
| S3 |
151-28 |
153-11 |
156-21 |
|
| S4 |
149-12 |
150-27 |
155-31 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-21 |
165-14 |
159-01 |
|
| R3 |
163-03 |
161-28 |
158-01 |
|
| R2 |
159-17 |
159-17 |
157-23 |
|
| R1 |
158-10 |
158-10 |
157-12 |
158-30 |
| PP |
155-31 |
155-31 |
155-31 |
156-09 |
| S1 |
154-24 |
154-24 |
156-24 |
155-12 |
| S2 |
152-13 |
152-13 |
156-13 |
|
| S3 |
148-27 |
151-06 |
156-03 |
|
| S4 |
145-09 |
147-20 |
155-03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-16 |
|
2.618 |
164-13 |
|
1.618 |
161-29 |
|
1.000 |
160-12 |
|
0.618 |
159-13 |
|
HIGH |
157-28 |
|
0.618 |
156-29 |
|
0.500 |
156-20 |
|
0.382 |
156-11 |
|
LOW |
155-12 |
|
0.618 |
153-27 |
|
1.000 |
152-28 |
|
1.618 |
151-11 |
|
2.618 |
148-27 |
|
4.250 |
144-24 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-03 |
157-02 |
| PP |
156-28 |
156-25 |
| S1 |
156-20 |
156-16 |
|