ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 02-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
169-06 |
171-01 |
1-27 |
1.1% |
169-10 |
High |
171-09 |
171-04 |
-0-05 |
-0.1% |
171-09 |
Low |
168-31 |
169-17 |
0-18 |
0.3% |
167-29 |
Close |
170-23 |
170-01 |
-0-22 |
-0.4% |
170-23 |
Range |
2-10 |
1-19 |
-0-23 |
-31.1% |
3-12 |
ATR |
2-06 |
2-05 |
-0-01 |
-1.9% |
0-00 |
Volume |
823 |
1,843 |
1,020 |
123.9% |
3,283 |
|
Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175-00 |
174-04 |
170-29 |
|
R3 |
173-13 |
172-17 |
170-15 |
|
R2 |
171-26 |
171-26 |
170-10 |
|
R1 |
170-30 |
170-30 |
170-06 |
170-18 |
PP |
170-07 |
170-07 |
170-07 |
170-02 |
S1 |
169-11 |
169-11 |
169-28 |
169-00 |
S2 |
168-20 |
168-20 |
169-24 |
|
S3 |
167-01 |
167-24 |
169-19 |
|
S4 |
165-14 |
166-05 |
169-05 |
|
|
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 |
168-02 |
3-07 |
1.9% |
2-07 |
1.3% |
61% |
False |
False |
936 |
10 |
171-09 |
164-11 |
6-30 |
4.1% |
2-06 |
1.3% |
82% |
False |
False |
677 |
20 |
171-09 |
160-27 |
10-14 |
6.1% |
2-09 |
1.3% |
88% |
False |
False |
480 |
40 |
171-09 |
152-23 |
18-18 |
10.9% |
1-28 |
1.1% |
93% |
False |
False |
290 |
60 |
171-09 |
149-05 |
22-04 |
13.0% |
1-16 |
0.9% |
94% |
False |
False |
210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177-29 |
2.618 |
175-10 |
1.618 |
173-23 |
1.000 |
172-23 |
0.618 |
172-04 |
HIGH |
171-04 |
0.618 |
170-17 |
0.500 |
170-10 |
0.382 |
170-04 |
LOW |
169-17 |
0.618 |
168-17 |
1.000 |
167-30 |
1.618 |
166-30 |
2.618 |
165-11 |
4.250 |
162-24 |
|
|
Fisher Pivots for day following 02-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
170-10 |
169-31 |
PP |
170-07 |
169-29 |
S1 |
170-04 |
169-28 |
|