ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
158-28 |
161-00 |
2-04 |
1.3% |
157-15 |
| High |
161-13 |
163-15 |
2-02 |
1.3% |
161-13 |
| Low |
158-28 |
160-27 |
1-31 |
1.2% |
157-15 |
| Close |
160-24 |
163-01 |
2-09 |
1.4% |
160-24 |
| Range |
2-17 |
2-20 |
0-03 |
3.7% |
3-30 |
| ATR |
1-14 |
1-17 |
0-03 |
6.3% |
0-00 |
| Volume |
166 |
192 |
26 |
15.7% |
526 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-10 |
169-10 |
164-15 |
|
| R3 |
167-22 |
166-22 |
163-24 |
|
| R2 |
165-02 |
165-02 |
163-16 |
|
| R1 |
164-02 |
164-02 |
163-09 |
164-18 |
| PP |
162-14 |
162-14 |
162-14 |
162-22 |
| S1 |
161-14 |
161-14 |
162-25 |
161-30 |
| S2 |
159-26 |
159-26 |
162-18 |
|
| S3 |
157-06 |
158-26 |
162-10 |
|
| S4 |
154-18 |
156-06 |
161-19 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-22 |
170-05 |
162-29 |
|
| R3 |
167-24 |
166-07 |
161-27 |
|
| R2 |
163-26 |
163-26 |
161-15 |
|
| R1 |
162-09 |
162-09 |
161-04 |
163-02 |
| PP |
159-28 |
159-28 |
159-28 |
160-08 |
| S1 |
158-11 |
158-11 |
160-12 |
159-04 |
| S2 |
155-30 |
155-30 |
160-01 |
|
| S3 |
152-00 |
154-13 |
159-21 |
|
| S4 |
148-02 |
150-15 |
158-19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
174-20 |
|
2.618 |
170-11 |
|
1.618 |
167-23 |
|
1.000 |
166-03 |
|
0.618 |
165-03 |
|
HIGH |
163-15 |
|
0.618 |
162-15 |
|
0.500 |
162-05 |
|
0.382 |
161-27 |
|
LOW |
160-27 |
|
0.618 |
159-07 |
|
1.000 |
158-07 |
|
1.618 |
156-19 |
|
2.618 |
153-31 |
|
4.250 |
149-22 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
162-24 |
162-13 |
| PP |
162-14 |
161-25 |
| S1 |
162-05 |
161-06 |
|