ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 04-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
169-17 |
167-07 |
-2-10 |
-1.4% |
169-10 |
High |
169-18 |
168-10 |
-1-08 |
-0.7% |
171-09 |
Low |
167-01 |
166-02 |
-0-31 |
-0.6% |
167-29 |
Close |
167-15 |
167-10 |
-0-05 |
-0.1% |
170-23 |
Range |
2-17 |
2-08 |
-0-09 |
-11.1% |
3-12 |
ATR |
2-07 |
2-07 |
0-00 |
0.1% |
0-00 |
Volume |
851 |
1,292 |
441 |
51.8% |
3,283 |
|
Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173-31 |
172-29 |
168-18 |
|
R3 |
171-23 |
170-21 |
167-30 |
|
R2 |
169-15 |
169-15 |
167-23 |
|
R1 |
168-13 |
168-13 |
167-17 |
168-30 |
PP |
167-07 |
167-07 |
167-07 |
167-16 |
S1 |
166-05 |
166-05 |
167-03 |
166-22 |
S2 |
164-31 |
164-31 |
166-29 |
|
S3 |
162-23 |
163-29 |
166-22 |
|
S4 |
160-15 |
161-21 |
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 |
166-02 |
5-07 |
3.1% |
2-06 |
1.3% |
24% |
False |
True |
1,143 |
10 |
171-09 |
164-11 |
6-30 |
4.1% |
2-08 |
1.3% |
43% |
False |
False |
838 |
20 |
171-09 |
162-17 |
8-24 |
5.2% |
2-07 |
1.3% |
55% |
False |
False |
556 |
40 |
171-09 |
153-20 |
17-21 |
10.6% |
1-30 |
1.2% |
78% |
False |
False |
338 |
60 |
171-09 |
149-05 |
22-04 |
13.2% |
1-18 |
0.9% |
82% |
False |
False |
245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177-28 |
2.618 |
174-06 |
1.618 |
171-30 |
1.000 |
170-18 |
0.618 |
169-22 |
HIGH |
168-10 |
0.618 |
167-14 |
0.500 |
167-06 |
0.382 |
166-30 |
LOW |
166-02 |
0.618 |
164-22 |
1.000 |
163-26 |
1.618 |
162-14 |
2.618 |
160-06 |
4.250 |
156-16 |
|
|
Fisher Pivots for day following 04-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
167-09 |
168-19 |
PP |
167-07 |
168-05 |
S1 |
167-06 |
167-24 |
|