ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
170-21 |
169-06 |
-1-15 |
-0.9% |
169-10 |
| High |
170-21 |
171-09 |
0-20 |
0.4% |
171-09 |
| Low |
168-14 |
168-31 |
0-17 |
0.3% |
167-29 |
| Close |
169-07 |
170-23 |
1-16 |
0.9% |
170-23 |
| Range |
2-07 |
2-10 |
0-03 |
4.2% |
3-12 |
| ATR |
2-06 |
2-06 |
0-00 |
0.4% |
0-00 |
| Volume |
907 |
823 |
-84 |
-9.3% |
3,283 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-08 |
176-10 |
172-00 |
|
| R3 |
174-30 |
174-00 |
171-11 |
|
| R2 |
172-20 |
172-20 |
171-05 |
|
| R1 |
171-22 |
171-22 |
170-30 |
172-05 |
| PP |
170-10 |
170-10 |
170-10 |
170-18 |
| S1 |
169-12 |
169-12 |
170-16 |
169-27 |
| S2 |
168-00 |
168-00 |
170-09 |
|
| S3 |
165-22 |
167-02 |
170-03 |
|
| S4 |
163-12 |
164-24 |
169-14 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180-03 |
178-25 |
172-18 |
|
| R3 |
176-23 |
175-13 |
171-21 |
|
| R2 |
173-11 |
173-11 |
171-11 |
|
| R1 |
172-01 |
172-01 |
171-01 |
172-22 |
| PP |
169-31 |
169-31 |
169-31 |
170-10 |
| S1 |
168-21 |
168-21 |
170-13 |
169-10 |
| S2 |
166-19 |
166-19 |
170-03 |
|
| S3 |
163-07 |
165-09 |
169-25 |
|
| S4 |
159-27 |
161-29 |
168-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
171-09 |
167-29 |
3-12 |
2.0% |
2-07 |
1.3% |
83% |
True |
False |
656 |
| 10 |
171-09 |
164-11 |
6-30 |
4.1% |
2-10 |
1.4% |
92% |
True |
False |
527 |
| 20 |
171-09 |
158-28 |
12-13 |
7.3% |
2-11 |
1.4% |
95% |
True |
False |
396 |
| 40 |
171-09 |
152-02 |
19-07 |
11.3% |
1-27 |
1.1% |
97% |
True |
False |
246 |
| 60 |
171-09 |
149-05 |
22-04 |
13.0% |
1-16 |
0.9% |
97% |
True |
False |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
181-04 |
|
2.618 |
177-11 |
|
1.618 |
175-01 |
|
1.000 |
173-19 |
|
0.618 |
172-23 |
|
HIGH |
171-09 |
|
0.618 |
170-13 |
|
0.500 |
170-04 |
|
0.382 |
169-27 |
|
LOW |
168-31 |
|
0.618 |
167-17 |
|
1.000 |
166-21 |
|
1.618 |
165-07 |
|
2.618 |
162-29 |
|
4.250 |
159-04 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
170-17 |
170-12 |
| PP |
170-10 |
170-01 |
| S1 |
170-04 |
169-22 |
|