ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 06-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
161-00 |
163-05 |
2-05 |
1.3% |
157-15 |
High |
163-15 |
166-10 |
2-27 |
1.7% |
161-13 |
Low |
160-27 |
163-05 |
2-10 |
1.4% |
157-15 |
Close |
163-01 |
164-30 |
1-29 |
1.2% |
160-24 |
Range |
2-20 |
3-05 |
0-17 |
20.2% |
3-30 |
ATR |
1-17 |
1-21 |
0-04 |
8.2% |
0-00 |
Volume |
192 |
441 |
249 |
129.7% |
526 |
|
Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-09 |
172-24 |
166-22 |
|
R3 |
171-04 |
169-19 |
165-26 |
|
R2 |
167-31 |
167-31 |
165-17 |
|
R1 |
166-14 |
166-14 |
165-07 |
167-06 |
PP |
164-26 |
164-26 |
164-26 |
165-06 |
S1 |
163-09 |
163-09 |
164-21 |
164-02 |
S2 |
161-21 |
161-21 |
164-11 |
|
S3 |
158-16 |
160-04 |
164-02 |
|
S4 |
155-11 |
156-31 |
163-06 |
|
|
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 |
179-23 |
2.618 |
174-18 |
1.618 |
171-13 |
1.000 |
169-15 |
0.618 |
168-08 |
HIGH |
166-10 |
0.618 |
165-03 |
0.500 |
164-24 |
0.382 |
164-12 |
LOW |
163-05 |
0.618 |
161-07 |
1.000 |
160-00 |
1.618 |
158-02 |
2.618 |
154-29 |
4.250 |
149-24 |
|
|
Fisher Pivots for day following 06-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
164-28 |
164-05 |
PP |
164-26 |
163-12 |
S1 |
164-24 |
162-19 |
|