ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 05-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
167-07 |
168-03 |
0-28 |
0.5% |
169-10 |
High |
168-10 |
168-11 |
0-01 |
0.0% |
171-09 |
Low |
166-02 |
165-28 |
-0-06 |
-0.1% |
167-29 |
Close |
167-10 |
166-06 |
-1-04 |
-0.7% |
170-23 |
Range |
2-08 |
2-15 |
0-07 |
9.7% |
3-12 |
ATR |
2-07 |
2-07 |
0-01 |
0.8% |
0-00 |
Volume |
1,292 |
484 |
-808 |
-62.5% |
3,283 |
|
Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-07 |
172-21 |
167-17 |
|
R3 |
171-24 |
170-06 |
166-28 |
|
R2 |
169-09 |
169-09 |
166-20 |
|
R1 |
167-23 |
167-23 |
166-13 |
167-08 |
PP |
166-26 |
166-26 |
166-26 |
166-18 |
S1 |
165-08 |
165-08 |
165-31 |
164-26 |
S2 |
164-11 |
164-11 |
165-24 |
|
S3 |
161-28 |
162-25 |
165-16 |
|
S4 |
159-13 |
160-10 |
164-27 |
|
|
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 |
165-28 |
5-13 |
3.3% |
2-07 |
1.3% |
6% |
False |
True |
1,058 |
10 |
171-09 |
165-28 |
5-13 |
3.3% |
2-05 |
1.3% |
6% |
False |
True |
840 |
20 |
171-09 |
162-17 |
8-24 |
5.3% |
2-09 |
1.4% |
42% |
False |
False |
565 |
40 |
171-09 |
154-20 |
16-21 |
10.0% |
1-31 |
1.2% |
69% |
False |
False |
347 |
60 |
171-09 |
149-26 |
21-15 |
12.9% |
1-19 |
1.0% |
76% |
False |
False |
253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178-27 |
2.618 |
174-26 |
1.618 |
172-11 |
1.000 |
170-26 |
0.618 |
169-28 |
HIGH |
168-11 |
0.618 |
167-13 |
0.500 |
167-04 |
0.382 |
166-26 |
LOW |
165-28 |
0.618 |
164-11 |
1.000 |
163-13 |
1.618 |
161-28 |
2.618 |
159-13 |
4.250 |
155-12 |
|
|
Fisher Pivots for day following 05-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
167-04 |
167-23 |
PP |
166-26 |
167-07 |
S1 |
166-16 |
166-22 |
|