ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 27-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
169-10 |
168-19 |
-0-23 |
-0.4% |
166-29 |
High |
169-19 |
170-09 |
0-22 |
0.4% |
169-02 |
Low |
167-29 |
168-05 |
0-08 |
0.1% |
164-11 |
Close |
168-08 |
168-09 |
0-01 |
0.0% |
168-10 |
Range |
1-22 |
2-04 |
0-14 |
25.9% |
4-23 |
ATR |
2-04 |
2-04 |
0-00 |
0.0% |
0-00 |
Volume |
443 |
617 |
174 |
39.3% |
1,652 |
|
Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175-09 |
173-29 |
169-14 |
|
R3 |
173-05 |
171-25 |
168-28 |
|
R2 |
171-01 |
171-01 |
168-21 |
|
R1 |
169-21 |
169-21 |
168-15 |
169-09 |
PP |
168-29 |
168-29 |
168-29 |
168-23 |
S1 |
167-17 |
167-17 |
168-03 |
167-05 |
S2 |
166-25 |
166-25 |
167-29 |
|
S3 |
164-21 |
165-13 |
167-22 |
|
S4 |
162-17 |
163-09 |
167-04 |
|
|
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 |
170-09 |
164-11 |
5-30 |
3.5% |
2-08 |
1.3% |
66% |
True |
False |
462 |
10 |
170-09 |
164-03 |
6-06 |
3.7% |
2-14 |
1.4% |
68% |
True |
False |
354 |
20 |
170-09 |
157-15 |
12-26 |
7.6% |
2-04 |
1.3% |
84% |
True |
False |
303 |
40 |
170-09 |
152-02 |
18-07 |
10.8% |
1-24 |
1.0% |
89% |
True |
False |
198 |
60 |
170-09 |
149-05 |
21-04 |
12.6% |
1-13 |
0.8% |
91% |
True |
False |
142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
179-10 |
2.618 |
175-27 |
1.618 |
173-23 |
1.000 |
172-13 |
0.618 |
171-19 |
HIGH |
170-09 |
0.618 |
169-15 |
0.500 |
169-07 |
0.382 |
168-31 |
LOW |
168-05 |
0.618 |
166-27 |
1.000 |
166-01 |
1.618 |
164-23 |
2.618 |
162-19 |
4.250 |
159-04 |
|
|
Fisher Pivots for day following 27-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
169-07 |
168-30 |
PP |
168-29 |
168-23 |
S1 |
168-19 |
168-16 |
|