ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
163-05 |
165-12 |
2-07 |
1.4% |
157-15 |
| High |
166-10 |
165-17 |
-0-25 |
-0.5% |
161-13 |
| Low |
163-05 |
163-29 |
0-24 |
0.5% |
157-15 |
| Close |
164-30 |
165-03 |
0-05 |
0.1% |
160-24 |
| Range |
3-05 |
1-20 |
-1-17 |
-48.5% |
3-30 |
| ATR |
1-21 |
1-21 |
0-00 |
-0.1% |
0-00 |
| Volume |
441 |
299 |
-142 |
-32.2% |
526 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-23 |
169-01 |
166-00 |
|
| R3 |
168-03 |
167-13 |
165-17 |
|
| R2 |
166-15 |
166-15 |
165-13 |
|
| R1 |
165-25 |
165-25 |
165-08 |
165-10 |
| PP |
164-27 |
164-27 |
164-27 |
164-20 |
| S1 |
164-05 |
164-05 |
164-30 |
163-22 |
| S2 |
163-07 |
163-07 |
164-25 |
|
| S3 |
161-19 |
162-17 |
164-21 |
|
| S4 |
159-31 |
160-29 |
164-06 |
|
|
| 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 |
172-14 |
|
2.618 |
169-25 |
|
1.618 |
168-05 |
|
1.000 |
167-05 |
|
0.618 |
166-17 |
|
HIGH |
165-17 |
|
0.618 |
164-29 |
|
0.500 |
164-23 |
|
0.382 |
164-17 |
|
LOW |
163-29 |
|
0.618 |
162-29 |
|
1.000 |
162-09 |
|
1.618 |
161-09 |
|
2.618 |
159-21 |
|
4.250 |
157-00 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
164-31 |
164-19 |
| PP |
164-27 |
164-03 |
| S1 |
164-23 |
163-18 |
|