ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 06-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
168-03 |
166-00 |
-2-03 |
-1.2% |
171-01 |
| High |
168-11 |
166-16 |
-1-27 |
-1.1% |
171-04 |
| Low |
165-28 |
163-01 |
-2-27 |
-1.7% |
163-01 |
| Close |
166-06 |
164-10 |
-1-28 |
-1.1% |
164-10 |
| Range |
2-15 |
3-15 |
1-00 |
40.5% |
8-03 |
| ATR |
2-07 |
2-10 |
0-03 |
4.0% |
0-00 |
| Volume |
484 |
500 |
16 |
3.3% |
4,970 |
|
| Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-01 |
173-04 |
166-07 |
|
| R3 |
171-18 |
169-21 |
165-09 |
|
| R2 |
168-03 |
168-03 |
164-30 |
|
| R1 |
166-06 |
166-06 |
164-20 |
165-13 |
| PP |
164-20 |
164-20 |
164-20 |
164-07 |
| S1 |
162-23 |
162-23 |
164-00 |
161-30 |
| S2 |
161-05 |
161-05 |
163-22 |
|
| S3 |
157-22 |
159-08 |
163-11 |
|
| S4 |
154-07 |
155-25 |
162-13 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
190-14 |
185-15 |
168-24 |
|
| R3 |
182-11 |
177-12 |
166-17 |
|
| R2 |
174-08 |
174-08 |
165-25 |
|
| R1 |
169-09 |
169-09 |
165-02 |
167-23 |
| PP |
166-05 |
166-05 |
166-05 |
165-12 |
| S1 |
161-06 |
161-06 |
163-18 |
159-20 |
| S2 |
158-02 |
158-02 |
162-27 |
|
| S3 |
149-31 |
153-03 |
162-03 |
|
| S4 |
141-28 |
145-00 |
159-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
171-04 |
163-01 |
8-03 |
4.9% |
2-15 |
1.5% |
16% |
False |
True |
994 |
| 10 |
171-09 |
163-01 |
8-08 |
5.0% |
2-11 |
1.4% |
16% |
False |
True |
825 |
| 20 |
171-09 |
162-17 |
8-24 |
5.3% |
2-12 |
1.4% |
20% |
False |
False |
567 |
| 40 |
171-09 |
155-24 |
15-17 |
9.5% |
2-00 |
1.2% |
55% |
False |
False |
356 |
| 60 |
171-09 |
149-26 |
21-15 |
13.1% |
1-20 |
1.0% |
68% |
False |
False |
261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
181-08 |
|
2.618 |
175-19 |
|
1.618 |
172-04 |
|
1.000 |
169-31 |
|
0.618 |
168-21 |
|
HIGH |
166-16 |
|
0.618 |
165-06 |
|
0.500 |
164-24 |
|
0.382 |
164-11 |
|
LOW |
163-01 |
|
0.618 |
160-28 |
|
1.000 |
159-18 |
|
1.618 |
157-13 |
|
2.618 |
153-30 |
|
4.250 |
148-09 |
|
|
| Fisher Pivots for day following 06-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
164-24 |
165-22 |
| PP |
164-20 |
165-07 |
| S1 |
164-15 |
164-25 |
|