ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 09-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
166-00 |
164-16 |
-1-16 |
-0.9% |
171-01 |
High |
166-16 |
165-03 |
-1-13 |
-0.8% |
171-04 |
Low |
163-01 |
163-16 |
0-15 |
0.3% |
163-01 |
Close |
164-10 |
164-12 |
0-02 |
0.0% |
164-10 |
Range |
3-15 |
1-19 |
-1-28 |
-54.1% |
8-03 |
ATR |
2-10 |
2-09 |
-0-02 |
-2.2% |
0-00 |
Volume |
500 |
1,161 |
661 |
132.2% |
4,970 |
|
Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169-03 |
168-11 |
165-08 |
|
R3 |
167-16 |
166-24 |
164-26 |
|
R2 |
165-29 |
165-29 |
164-21 |
|
R1 |
165-05 |
165-05 |
164-17 |
164-24 |
PP |
164-10 |
164-10 |
164-10 |
164-04 |
S1 |
163-18 |
163-18 |
164-07 |
163-04 |
S2 |
162-23 |
162-23 |
164-03 |
|
S3 |
161-04 |
161-31 |
163-30 |
|
S4 |
159-17 |
160-12 |
163-16 |
|
|
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 |
169-18 |
163-01 |
6-17 |
4.0% |
2-15 |
1.5% |
21% |
False |
False |
857 |
10 |
171-09 |
163-01 |
8-08 |
5.0% |
2-11 |
1.4% |
16% |
False |
False |
897 |
20 |
171-09 |
163-01 |
8-08 |
5.0% |
2-11 |
1.4% |
16% |
False |
False |
613 |
40 |
171-09 |
156-08 |
15-01 |
9.1% |
2-00 |
1.2% |
54% |
False |
False |
383 |
60 |
171-09 |
150-00 |
21-09 |
12.9% |
1-21 |
1.0% |
68% |
False |
False |
280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171-28 |
2.618 |
169-09 |
1.618 |
167-22 |
1.000 |
166-22 |
0.618 |
166-03 |
HIGH |
165-03 |
0.618 |
164-16 |
0.500 |
164-10 |
0.382 |
164-03 |
LOW |
163-16 |
0.618 |
162-16 |
1.000 |
161-29 |
1.618 |
160-29 |
2.618 |
159-10 |
4.250 |
156-23 |
|
|
Fisher Pivots for day following 09-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
164-11 |
165-22 |
PP |
164-10 |
165-08 |
S1 |
164-10 |
164-26 |
|