ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
163-21 |
162-26 |
-0-27 |
-0.5% |
171-01 |
| High |
163-27 |
163-17 |
-0-10 |
-0.2% |
171-04 |
| Low |
162-26 |
162-07 |
-0-19 |
-0.4% |
163-01 |
| Close |
163-04 |
163-12 |
0-08 |
0.2% |
164-10 |
| Range |
1-01 |
1-10 |
0-09 |
27.3% |
8-03 |
| ATR |
2-07 |
2-05 |
-0-02 |
-2.9% |
0-00 |
| Volume |
1,309 |
1,169 |
-140 |
-10.7% |
4,970 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-31 |
166-16 |
164-03 |
|
| R3 |
165-21 |
165-06 |
163-24 |
|
| R2 |
164-11 |
164-11 |
163-20 |
|
| R1 |
163-28 |
163-28 |
163-16 |
164-04 |
| PP |
163-01 |
163-01 |
163-01 |
163-05 |
| S1 |
162-18 |
162-18 |
163-08 |
162-26 |
| S2 |
161-23 |
161-23 |
163-04 |
|
| S3 |
160-13 |
161-08 |
163-00 |
|
| S4 |
159-03 |
159-30 |
162-21 |
|
|
| 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 |
168-11 |
162-07 |
6-04 |
3.7% |
1-31 |
1.2% |
19% |
False |
True |
924 |
| 10 |
171-09 |
162-07 |
9-02 |
5.5% |
2-02 |
1.3% |
13% |
False |
True |
1,033 |
| 20 |
171-09 |
162-07 |
9-02 |
5.5% |
2-10 |
1.4% |
13% |
False |
True |
713 |
| 40 |
171-09 |
156-08 |
15-01 |
9.2% |
2-00 |
1.2% |
47% |
False |
False |
443 |
| 60 |
171-09 |
150-00 |
21-09 |
13.0% |
1-22 |
1.0% |
63% |
False |
False |
321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-04 |
|
2.618 |
166-31 |
|
1.618 |
165-21 |
|
1.000 |
164-27 |
|
0.618 |
164-11 |
|
HIGH |
163-17 |
|
0.618 |
163-01 |
|
0.500 |
162-28 |
|
0.382 |
162-23 |
|
LOW |
162-07 |
|
0.618 |
161-13 |
|
1.000 |
160-29 |
|
1.618 |
160-03 |
|
2.618 |
158-25 |
|
4.250 |
156-20 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
163-07 |
163-21 |
| PP |
163-01 |
163-18 |
| S1 |
162-28 |
163-15 |
|