ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
171-01 |
169-17 |
-1-16 |
-0.9% |
169-10 |
| High |
171-04 |
169-18 |
-1-18 |
-0.9% |
171-09 |
| Low |
169-17 |
167-01 |
-2-16 |
-1.5% |
167-29 |
| Close |
170-01 |
167-15 |
-2-18 |
-1.5% |
170-23 |
| Range |
1-19 |
2-17 |
0-30 |
58.8% |
3-12 |
| ATR |
2-05 |
2-07 |
0-02 |
2.8% |
0-00 |
| Volume |
1,843 |
851 |
-992 |
-53.8% |
3,283 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-20 |
174-02 |
168-28 |
|
| R3 |
173-03 |
171-17 |
168-05 |
|
| R2 |
170-18 |
170-18 |
167-30 |
|
| R1 |
169-00 |
169-00 |
167-22 |
168-16 |
| PP |
168-01 |
168-01 |
168-01 |
167-25 |
| S1 |
166-15 |
166-15 |
167-08 |
166-00 |
| S2 |
165-16 |
165-16 |
167-00 |
|
| S3 |
162-31 |
163-30 |
166-25 |
|
| S4 |
160-14 |
161-13 |
166-02 |
|
|
| 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 |
167-01 |
4-08 |
2.5% |
2-09 |
1.4% |
10% |
False |
True |
983 |
| 10 |
171-09 |
164-11 |
6-30 |
4.1% |
2-08 |
1.4% |
45% |
False |
False |
722 |
| 20 |
171-09 |
162-17 |
8-24 |
5.2% |
2-09 |
1.4% |
56% |
False |
False |
513 |
| 40 |
171-09 |
152-23 |
18-18 |
11.1% |
1-29 |
1.1% |
79% |
False |
False |
309 |
| 60 |
171-09 |
149-05 |
22-04 |
13.2% |
1-18 |
0.9% |
83% |
False |
False |
224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
180-10 |
|
2.618 |
176-06 |
|
1.618 |
173-21 |
|
1.000 |
172-03 |
|
0.618 |
171-04 |
|
HIGH |
169-18 |
|
0.618 |
168-19 |
|
0.500 |
168-10 |
|
0.382 |
168-00 |
|
LOW |
167-01 |
|
0.618 |
165-15 |
|
1.000 |
164-16 |
|
1.618 |
162-30 |
|
2.618 |
160-13 |
|
4.250 |
156-09 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
168-10 |
169-05 |
| PP |
168-01 |
168-19 |
| S1 |
167-24 |
168-01 |
|