ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 17-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
163-01 |
161-15 |
-1-18 |
-1.0% |
164-16 |
High |
163-14 |
161-31 |
-1-15 |
-0.9% |
165-03 |
Low |
161-15 |
159-00 |
-2-15 |
-1.5% |
161-15 |
Close |
161-28 |
159-06 |
-2-22 |
-1.7% |
161-28 |
Range |
1-31 |
2-31 |
1-00 |
50.8% |
3-20 |
ATR |
2-05 |
2-07 |
0-02 |
2.7% |
0-00 |
Volume |
3,136 |
2,703 |
-433 |
-13.8% |
10,775 |
|
Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168-31 |
167-01 |
160-26 |
|
R3 |
166-00 |
164-02 |
160-00 |
|
R2 |
163-01 |
163-01 |
159-23 |
|
R1 |
161-03 |
161-03 |
159-15 |
160-18 |
PP |
160-02 |
160-02 |
160-02 |
159-25 |
S1 |
158-04 |
158-04 |
158-29 |
157-20 |
S2 |
157-03 |
157-03 |
158-21 |
|
S3 |
154-04 |
155-05 |
158-12 |
|
S4 |
151-05 |
152-06 |
157-18 |
|
|
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 |
163-28 |
159-00 |
4-28 |
3.1% |
1-29 |
1.2% |
4% |
False |
True |
2,463 |
10 |
169-18 |
159-00 |
10-18 |
6.6% |
2-06 |
1.4% |
2% |
False |
True |
1,660 |
20 |
171-09 |
159-00 |
12-09 |
7.7% |
2-06 |
1.4% |
2% |
False |
True |
1,169 |
40 |
171-09 |
156-08 |
15-01 |
9.4% |
2-02 |
1.3% |
20% |
False |
False |
682 |
60 |
171-09 |
150-00 |
21-09 |
13.4% |
1-24 |
1.1% |
43% |
False |
False |
485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
174-19 |
2.618 |
169-24 |
1.618 |
166-25 |
1.000 |
164-30 |
0.618 |
163-26 |
HIGH |
161-31 |
0.618 |
160-27 |
0.500 |
160-16 |
0.382 |
160-04 |
LOW |
159-00 |
0.618 |
157-05 |
1.000 |
156-01 |
1.618 |
154-06 |
2.618 |
151-07 |
4.250 |
146-12 |
|
|
Fisher Pivots for day following 17-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
160-16 |
161-14 |
PP |
160-02 |
160-22 |
S1 |
159-20 |
159-30 |
|