ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 09-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
164-10 |
163-10 |
-1-00 |
-0.6% |
161-00 |
High |
164-17 |
164-15 |
-0-02 |
0.0% |
166-10 |
Low |
162-31 |
162-17 |
-0-14 |
-0.3% |
160-27 |
Close |
163-06 |
163-30 |
0-24 |
0.5% |
163-30 |
Range |
1-18 |
1-30 |
0-12 |
24.0% |
5-15 |
ATR |
1-22 |
1-23 |
0-01 |
1.1% |
0-00 |
Volume |
450 |
258 |
-192 |
-42.7% |
1,640 |
|
Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169-15 |
168-20 |
165-00 |
|
R3 |
167-17 |
166-22 |
164-15 |
|
R2 |
165-19 |
165-19 |
164-09 |
|
R1 |
164-24 |
164-24 |
164-04 |
165-06 |
PP |
163-21 |
163-21 |
163-21 |
163-27 |
S1 |
162-26 |
162-26 |
163-24 |
163-08 |
S2 |
161-23 |
161-23 |
163-19 |
|
S3 |
159-25 |
160-28 |
163-13 |
|
S4 |
157-27 |
158-30 |
162-28 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180-03 |
177-16 |
166-30 |
|
R3 |
174-20 |
172-01 |
165-14 |
|
R2 |
169-05 |
169-05 |
164-30 |
|
R1 |
166-18 |
166-18 |
164-14 |
167-28 |
PP |
163-22 |
163-22 |
163-22 |
164-11 |
S1 |
161-03 |
161-03 |
163-14 |
162-12 |
S2 |
158-07 |
158-07 |
162-30 |
|
S3 |
152-24 |
155-20 |
162-14 |
|
S4 |
147-09 |
150-05 |
160-30 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
172-22 |
2.618 |
169-17 |
1.618 |
167-19 |
1.000 |
166-13 |
0.618 |
165-21 |
HIGH |
164-15 |
0.618 |
163-23 |
0.500 |
163-16 |
0.382 |
163-09 |
LOW |
162-17 |
0.618 |
161-11 |
1.000 |
160-19 |
1.618 |
159-13 |
2.618 |
157-15 |
4.250 |
154-10 |
|
|
Fisher Pivots for day following 09-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
163-25 |
164-01 |
PP |
163-21 |
164-00 |
S1 |
163-16 |
163-31 |
|