ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
165-19 |
169-03 |
3-16 |
2.1% |
164-18 |
High |
169-14 |
169-15 |
0-01 |
0.0% |
169-15 |
Low |
165-12 |
166-22 |
1-10 |
0.8% |
163-29 |
Close |
167-19 |
167-01 |
-0-18 |
-0.3% |
167-01 |
Range |
4-02 |
2-25 |
-1-09 |
-31.5% |
5-18 |
ATR |
1-30 |
2-00 |
0-02 |
3.1% |
0-00 |
Volume |
295 |
341 |
46 |
15.6% |
1,194 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-02 |
174-11 |
168-18 |
|
R3 |
173-09 |
171-18 |
167-25 |
|
R2 |
170-16 |
170-16 |
167-17 |
|
R1 |
168-25 |
168-25 |
167-09 |
168-08 |
PP |
167-23 |
167-23 |
167-23 |
167-15 |
S1 |
166-00 |
166-00 |
166-25 |
165-15 |
S2 |
164-30 |
164-30 |
166-17 |
|
S3 |
162-05 |
163-07 |
166-09 |
|
S4 |
159-12 |
160-14 |
165-16 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
183-16 |
180-26 |
170-03 |
|
R3 |
177-30 |
175-08 |
168-18 |
|
R2 |
172-12 |
172-12 |
168-02 |
|
R1 |
169-22 |
169-22 |
167-17 |
171-01 |
PP |
166-26 |
166-26 |
166-26 |
167-15 |
S1 |
164-04 |
164-04 |
166-17 |
165-15 |
S2 |
161-08 |
161-08 |
166-00 |
|
S3 |
155-22 |
158-18 |
165-16 |
|
S4 |
150-04 |
153-00 |
163-31 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
181-09 |
2.618 |
176-24 |
1.618 |
173-31 |
1.000 |
172-08 |
0.618 |
171-06 |
HIGH |
169-15 |
0.618 |
168-13 |
0.500 |
168-02 |
0.382 |
167-24 |
LOW |
166-22 |
0.618 |
164-31 |
1.000 |
163-29 |
1.618 |
162-06 |
2.618 |
159-13 |
4.250 |
154-28 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
168-02 |
167-02 |
PP |
167-23 |
167-02 |
S1 |
167-12 |
167-02 |
|