ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 12-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
163-10 |
164-18 |
1-08 |
0.8% |
161-00 |
High |
164-15 |
165-13 |
0-30 |
0.6% |
166-10 |
Low |
162-17 |
163-29 |
1-12 |
0.8% |
160-27 |
Close |
163-30 |
165-08 |
1-10 |
0.8% |
163-30 |
Range |
1-30 |
1-16 |
-0-14 |
-22.6% |
5-15 |
ATR |
1-23 |
1-22 |
0-00 |
-0.9% |
0-00 |
Volume |
258 |
365 |
107 |
41.5% |
1,640 |
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169-11 |
168-26 |
166-02 |
|
R3 |
167-27 |
167-10 |
165-21 |
|
R2 |
166-11 |
166-11 |
165-17 |
|
R1 |
165-26 |
165-26 |
165-12 |
166-02 |
PP |
164-27 |
164-27 |
164-27 |
165-00 |
S1 |
164-10 |
164-10 |
165-04 |
164-18 |
S2 |
163-11 |
163-11 |
164-31 |
|
S3 |
161-27 |
162-26 |
164-27 |
|
S4 |
160-11 |
161-10 |
164-14 |
|
|
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 |
171-25 |
2.618 |
169-11 |
1.618 |
167-27 |
1.000 |
166-29 |
0.618 |
166-11 |
HIGH |
165-13 |
0.618 |
164-27 |
0.500 |
164-21 |
0.382 |
164-15 |
LOW |
163-29 |
0.618 |
162-31 |
1.000 |
162-13 |
1.618 |
161-15 |
2.618 |
159-31 |
4.250 |
157-17 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
165-02 |
164-26 |
PP |
164-27 |
164-13 |
S1 |
164-21 |
163-31 |
|