ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 15-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
164-22 |
165-19 |
0-29 |
0.6% |
161-00 |
High |
167-16 |
169-14 |
1-30 |
1.2% |
166-10 |
Low |
164-22 |
165-12 |
0-22 |
0.4% |
160-27 |
Close |
166-20 |
167-19 |
0-31 |
0.6% |
163-30 |
Range |
2-26 |
4-02 |
1-08 |
44.4% |
5-15 |
ATR |
1-25 |
1-30 |
0-05 |
9.2% |
0-00 |
Volume |
99 |
295 |
196 |
198.0% |
1,640 |
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179-21 |
177-22 |
169-26 |
|
R3 |
175-19 |
173-20 |
168-23 |
|
R2 |
171-17 |
171-17 |
168-11 |
|
R1 |
169-18 |
169-18 |
167-31 |
170-18 |
PP |
167-15 |
167-15 |
167-15 |
167-31 |
S1 |
165-16 |
165-16 |
167-07 |
166-16 |
S2 |
163-13 |
163-13 |
166-27 |
|
S3 |
159-11 |
161-14 |
166-15 |
|
S4 |
155-09 |
157-12 |
165-12 |
|
|
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 |
186-22 |
2.618 |
180-02 |
1.618 |
176-00 |
1.000 |
173-16 |
0.618 |
171-30 |
HIGH |
169-14 |
0.618 |
167-28 |
0.500 |
167-13 |
0.382 |
166-30 |
LOW |
165-12 |
0.618 |
162-28 |
1.000 |
161-10 |
1.618 |
158-26 |
2.618 |
154-24 |
4.250 |
148-04 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
167-17 |
167-10 |
PP |
167-15 |
167-01 |
S1 |
167-13 |
166-24 |
|