ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 23-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
166-14 |
167-19 |
1-05 |
0.7% |
166-29 |
High |
167-25 |
169-02 |
1-09 |
0.8% |
169-02 |
Low |
164-11 |
167-19 |
3-08 |
2.0% |
164-11 |
Close |
166-08 |
168-10 |
2-02 |
1.2% |
168-10 |
Range |
3-14 |
1-15 |
-1-31 |
-57.3% |
4-23 |
ATR |
2-04 |
2-05 |
0-02 |
2.3% |
0-00 |
Volume |
465 |
649 |
184 |
39.6% |
1,652 |
|
Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172-23 |
172-00 |
169-04 |
|
R3 |
171-08 |
170-17 |
168-23 |
|
R2 |
169-25 |
169-25 |
168-19 |
|
R1 |
169-02 |
169-02 |
168-14 |
169-14 |
PP |
168-10 |
168-10 |
168-10 |
168-16 |
S1 |
167-19 |
167-19 |
168-06 |
167-30 |
S2 |
166-27 |
166-27 |
168-01 |
|
S3 |
165-12 |
166-04 |
167-29 |
|
S4 |
163-29 |
164-21 |
167-16 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181-13 |
179-18 |
170-29 |
|
R3 |
176-22 |
174-27 |
169-20 |
|
R2 |
171-31 |
171-31 |
169-06 |
|
R1 |
170-04 |
170-04 |
168-24 |
171-02 |
PP |
167-08 |
167-08 |
167-08 |
167-22 |
S1 |
165-13 |
165-13 |
167-28 |
166-10 |
S2 |
162-17 |
162-17 |
167-14 |
|
S3 |
157-26 |
160-22 |
167-00 |
|
S4 |
153-03 |
155-31 |
165-23 |
|
|
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 |
3.0% |
2-13 |
1.4% |
77% |
False |
False |
398 |
10 |
169-15 |
162-17 |
6-30 |
4.1% |
2-13 |
1.4% |
83% |
False |
False |
310 |
20 |
169-15 |
156-08 |
13-07 |
7.9% |
2-01 |
1.2% |
91% |
False |
False |
265 |
40 |
169-15 |
151-20 |
17-27 |
10.6% |
1-22 |
1.0% |
94% |
False |
False |
178 |
60 |
169-15 |
149-05 |
20-10 |
12.1% |
1-11 |
0.8% |
94% |
False |
False |
125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175-10 |
2.618 |
172-29 |
1.618 |
171-14 |
1.000 |
170-17 |
0.618 |
169-31 |
HIGH |
169-02 |
0.618 |
168-16 |
0.500 |
168-10 |
0.382 |
168-05 |
LOW |
167-19 |
0.618 |
166-22 |
1.000 |
166-04 |
1.618 |
165-07 |
2.618 |
163-24 |
4.250 |
161-11 |
|
|
Fisher Pivots for day following 23-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
168-10 |
167-25 |
PP |
168-10 |
167-08 |
S1 |
168-10 |
166-22 |
|