ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 22-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
168-13 |
166-14 |
-1-31 |
-1.2% |
164-18 |
High |
168-31 |
167-25 |
-1-06 |
-0.7% |
169-15 |
Low |
166-16 |
164-11 |
-2-05 |
-1.3% |
163-29 |
Close |
167-00 |
166-08 |
-0-24 |
-0.4% |
167-01 |
Range |
2-15 |
3-14 |
0-31 |
39.2% |
5-18 |
ATR |
2-01 |
2-04 |
0-03 |
5.0% |
0-00 |
Volume |
136 |
465 |
329 |
241.9% |
1,194 |
|
Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-14 |
174-25 |
168-04 |
|
R3 |
173-00 |
171-11 |
167-06 |
|
R2 |
169-18 |
169-18 |
166-28 |
|
R1 |
167-29 |
167-29 |
166-18 |
167-00 |
PP |
166-04 |
166-04 |
166-04 |
165-22 |
S1 |
164-15 |
164-15 |
165-30 |
163-18 |
S2 |
162-22 |
162-22 |
165-20 |
|
S3 |
159-08 |
161-01 |
165-10 |
|
S4 |
155-26 |
157-19 |
164-12 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
169-15 |
164-11 |
5-04 |
3.1% |
2-29 |
1.8% |
37% |
False |
True |
327 |
10 |
169-15 |
162-17 |
6-30 |
4.2% |
2-13 |
1.4% |
54% |
False |
False |
290 |
20 |
169-15 |
156-08 |
13-07 |
8.0% |
2-03 |
1.3% |
76% |
False |
False |
233 |
40 |
169-15 |
151-00 |
18-15 |
11.1% |
1-22 |
1.0% |
83% |
False |
False |
162 |
60 |
169-15 |
149-05 |
20-10 |
12.2% |
1-11 |
0.8% |
84% |
False |
False |
115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
182-12 |
2.618 |
176-25 |
1.618 |
173-11 |
1.000 |
171-07 |
0.618 |
169-29 |
HIGH |
167-25 |
0.618 |
166-15 |
0.500 |
166-02 |
0.382 |
165-21 |
LOW |
164-11 |
0.618 |
162-07 |
1.000 |
160-29 |
1.618 |
158-25 |
2.618 |
155-11 |
4.250 |
149-24 |
|
|
Fisher Pivots for day following 22-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
166-06 |
166-21 |
PP |
166-04 |
166-17 |
S1 |
166-02 |
166-12 |
|