ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 26-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
167-19 |
169-10 |
1-23 |
1.0% |
166-29 |
High |
169-02 |
169-19 |
0-17 |
0.3% |
169-02 |
Low |
167-19 |
167-29 |
0-10 |
0.2% |
164-11 |
Close |
168-10 |
168-08 |
-0-02 |
0.0% |
168-10 |
Range |
1-15 |
1-22 |
0-07 |
14.9% |
4-23 |
ATR |
2-05 |
2-04 |
-0-01 |
-1.6% |
0-00 |
Volume |
649 |
443 |
-206 |
-31.7% |
1,652 |
|
Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173-21 |
172-20 |
169-06 |
|
R3 |
171-31 |
170-30 |
168-23 |
|
R2 |
170-09 |
170-09 |
168-18 |
|
R1 |
169-08 |
169-08 |
168-13 |
168-30 |
PP |
168-19 |
168-19 |
168-19 |
168-13 |
S1 |
167-18 |
167-18 |
168-03 |
167-08 |
S2 |
166-29 |
166-29 |
167-30 |
|
S3 |
165-07 |
165-28 |
167-25 |
|
S4 |
163-17 |
164-06 |
167-10 |
|
|
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 |
169-19 |
164-11 |
5-08 |
3.1% |
2-06 |
1.3% |
74% |
True |
False |
419 |
10 |
169-19 |
163-29 |
5-22 |
3.4% |
2-12 |
1.4% |
76% |
True |
False |
328 |
20 |
169-19 |
157-13 |
12-06 |
7.2% |
2-02 |
1.2% |
89% |
True |
False |
277 |
40 |
169-19 |
152-02 |
17-17 |
10.4% |
1-23 |
1.0% |
92% |
True |
False |
188 |
60 |
169-19 |
149-05 |
20-14 |
12.1% |
1-12 |
0.8% |
93% |
True |
False |
132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176-24 |
2.618 |
174-00 |
1.618 |
172-10 |
1.000 |
171-09 |
0.618 |
170-20 |
HIGH |
169-19 |
0.618 |
168-30 |
0.500 |
168-24 |
0.382 |
168-18 |
LOW |
167-29 |
0.618 |
166-28 |
1.000 |
166-07 |
1.618 |
165-06 |
2.618 |
163-16 |
4.250 |
160-24 |
|
|
Fisher Pivots for day following 26-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
168-24 |
167-26 |
PP |
168-19 |
167-13 |
S1 |
168-13 |
166-31 |
|