ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
165-12 |
164-10 |
-1-02 |
-0.6% |
157-15 |
| High |
165-17 |
164-17 |
-1-00 |
-0.6% |
161-13 |
| Low |
163-29 |
162-31 |
-0-30 |
-0.6% |
157-15 |
| Close |
165-03 |
163-06 |
-1-29 |
-1.2% |
160-24 |
| Range |
1-20 |
1-18 |
-0-02 |
-3.8% |
3-30 |
| ATR |
1-21 |
1-22 |
0-01 |
2.0% |
0-00 |
| Volume |
299 |
450 |
151 |
50.5% |
526 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-08 |
167-09 |
164-02 |
|
| R3 |
166-22 |
165-23 |
163-20 |
|
| R2 |
165-04 |
165-04 |
163-15 |
|
| R1 |
164-05 |
164-05 |
163-11 |
163-28 |
| PP |
163-18 |
163-18 |
163-18 |
163-13 |
| S1 |
162-19 |
162-19 |
163-01 |
162-10 |
| S2 |
162-00 |
162-00 |
162-29 |
|
| S3 |
160-14 |
161-01 |
162-24 |
|
| S4 |
158-28 |
159-15 |
162-10 |
|
|
| 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 |
171-06 |
|
2.618 |
168-20 |
|
1.618 |
167-02 |
|
1.000 |
166-03 |
|
0.618 |
165-16 |
|
HIGH |
164-17 |
|
0.618 |
163-30 |
|
0.500 |
163-24 |
|
0.382 |
163-18 |
|
LOW |
162-31 |
|
0.618 |
162-00 |
|
1.000 |
161-13 |
|
1.618 |
160-14 |
|
2.618 |
158-28 |
|
4.250 |
156-10 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
163-24 |
164-20 |
| PP |
163-18 |
164-05 |
| S1 |
163-12 |
163-22 |
|