ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 13-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
162-24 |
163-01 |
0-09 |
0.2% |
164-16 |
High |
163-28 |
163-14 |
-0-14 |
-0.3% |
165-03 |
Low |
161-20 |
161-15 |
-0-05 |
-0.1% |
161-15 |
Close |
163-07 |
161-28 |
-1-11 |
-0.8% |
161-28 |
Range |
2-08 |
1-31 |
-0-09 |
-12.5% |
3-20 |
ATR |
2-05 |
2-05 |
0-00 |
-0.6% |
0-00 |
Volume |
4,000 |
3,136 |
-864 |
-21.6% |
10,775 |
|
Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168-05 |
167-00 |
162-31 |
|
R3 |
166-06 |
165-01 |
162-13 |
|
R2 |
164-07 |
164-07 |
162-08 |
|
R1 |
163-02 |
163-02 |
162-02 |
162-21 |
PP |
162-08 |
162-08 |
162-08 |
162-02 |
S1 |
161-03 |
161-03 |
161-22 |
160-22 |
S2 |
160-09 |
160-09 |
161-16 |
|
S3 |
158-10 |
159-04 |
161-11 |
|
S4 |
156-11 |
157-05 |
160-25 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173-22 |
171-13 |
163-28 |
|
R3 |
170-02 |
167-25 |
162-28 |
|
R2 |
166-14 |
166-14 |
162-17 |
|
R1 |
164-05 |
164-05 |
162-07 |
163-16 |
PP |
162-26 |
162-26 |
162-26 |
162-15 |
S1 |
160-17 |
160-17 |
161-17 |
159-28 |
S2 |
159-06 |
159-06 |
161-07 |
|
S3 |
155-18 |
156-29 |
160-28 |
|
S4 |
151-30 |
153-09 |
159-28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165-03 |
161-15 |
3-20 |
2.2% |
1-20 |
1.0% |
11% |
False |
True |
2,155 |
10 |
171-04 |
161-15 |
9-21 |
6.0% |
2-02 |
1.3% |
4% |
False |
True |
1,574 |
20 |
171-09 |
161-15 |
9-26 |
6.1% |
2-06 |
1.3% |
4% |
False |
True |
1,051 |
40 |
171-09 |
156-08 |
15-01 |
9.3% |
2-01 |
1.3% |
37% |
False |
False |
618 |
60 |
171-09 |
150-00 |
21-09 |
13.1% |
1-23 |
1.1% |
56% |
False |
False |
440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171-26 |
2.618 |
168-19 |
1.618 |
166-20 |
1.000 |
165-13 |
0.618 |
164-21 |
HIGH |
163-14 |
0.618 |
162-22 |
0.500 |
162-14 |
0.382 |
162-07 |
LOW |
161-15 |
0.618 |
160-08 |
1.000 |
159-16 |
1.618 |
158-09 |
2.618 |
156-10 |
4.250 |
153-03 |
|
|
Fisher Pivots for day following 13-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
162-14 |
162-22 |
PP |
162-08 |
162-13 |
S1 |
162-02 |
162-04 |
|