ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 28-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
168-19 |
168-10 |
-0-09 |
-0.2% |
166-29 |
High |
170-09 |
170-27 |
0-18 |
0.3% |
169-02 |
Low |
168-05 |
168-02 |
-0-03 |
-0.1% |
164-11 |
Close |
168-09 |
170-15 |
2-06 |
1.3% |
168-10 |
Range |
2-04 |
2-25 |
0-21 |
30.9% |
4-23 |
ATR |
2-04 |
2-06 |
0-01 |
2.2% |
0-00 |
Volume |
617 |
493 |
-124 |
-20.1% |
1,652 |
|
Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178-04 |
177-03 |
172-00 |
|
R3 |
175-11 |
174-10 |
171-07 |
|
R2 |
172-18 |
172-18 |
170-31 |
|
R1 |
171-17 |
171-17 |
170-23 |
172-02 |
PP |
169-25 |
169-25 |
169-25 |
170-02 |
S1 |
168-24 |
168-24 |
170-07 |
169-08 |
S2 |
167-00 |
167-00 |
169-31 |
|
S3 |
164-07 |
165-31 |
169-23 |
|
S4 |
161-14 |
163-06 |
168-30 |
|
|
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 |
170-27 |
164-11 |
6-16 |
3.8% |
2-10 |
1.3% |
94% |
True |
False |
533 |
10 |
170-27 |
164-11 |
6-16 |
3.8% |
2-17 |
1.5% |
94% |
True |
False |
394 |
20 |
170-27 |
158-15 |
12-12 |
7.3% |
2-06 |
1.3% |
97% |
True |
False |
325 |
40 |
170-27 |
152-02 |
18-25 |
11.0% |
1-25 |
1.1% |
98% |
True |
False |
208 |
60 |
170-27 |
149-05 |
21-22 |
12.7% |
1-14 |
0.8% |
98% |
True |
False |
150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
182-21 |
2.618 |
178-04 |
1.618 |
175-11 |
1.000 |
173-20 |
0.618 |
172-18 |
HIGH |
170-27 |
0.618 |
169-25 |
0.500 |
169-14 |
0.382 |
169-04 |
LOW |
168-02 |
0.618 |
166-11 |
1.000 |
165-09 |
1.618 |
163-18 |
2.618 |
160-25 |
4.250 |
156-08 |
|
|
Fisher Pivots for day following 28-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
170-04 |
170-03 |
PP |
169-25 |
169-24 |
S1 |
169-14 |
169-12 |
|