ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
161-15 |
159-14 |
-2-01 |
-1.3% |
164-16 |
| High |
161-31 |
160-22 |
-1-09 |
-0.8% |
165-03 |
| Low |
159-00 |
158-26 |
-0-06 |
-0.1% |
161-15 |
| Close |
159-06 |
160-03 |
0-29 |
0.6% |
161-28 |
| Range |
2-31 |
1-28 |
-1-03 |
-36.8% |
3-20 |
| ATR |
2-07 |
2-06 |
-0-01 |
-1.1% |
0-00 |
| Volume |
2,703 |
6,000 |
3,297 |
122.0% |
10,775 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-16 |
164-21 |
161-04 |
|
| R3 |
163-20 |
162-25 |
160-20 |
|
| R2 |
161-24 |
161-24 |
160-14 |
|
| R1 |
160-29 |
160-29 |
160-08 |
161-10 |
| PP |
159-28 |
159-28 |
159-28 |
160-02 |
| S1 |
159-01 |
159-01 |
159-30 |
159-14 |
| S2 |
158-00 |
158-00 |
159-24 |
|
| S3 |
156-04 |
157-05 |
159-18 |
|
| S4 |
154-08 |
155-09 |
159-02 |
|
|
| 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 |
158-26 |
5-02 |
3.2% |
2-02 |
1.3% |
25% |
False |
True |
3,401 |
| 10 |
168-11 |
158-26 |
9-17 |
6.0% |
2-04 |
1.3% |
13% |
False |
True |
2,175 |
| 20 |
171-09 |
158-26 |
12-15 |
7.8% |
2-06 |
1.4% |
10% |
False |
True |
1,449 |
| 40 |
171-09 |
156-08 |
15-01 |
9.4% |
2-02 |
1.3% |
26% |
False |
False |
832 |
| 60 |
171-09 |
150-16 |
20-25 |
13.0% |
1-25 |
1.1% |
46% |
False |
False |
584 |
| 80 |
171-09 |
149-05 |
22-04 |
13.8% |
1-16 |
0.9% |
49% |
False |
False |
463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-21 |
|
2.618 |
165-19 |
|
1.618 |
163-23 |
|
1.000 |
162-18 |
|
0.618 |
161-27 |
|
HIGH |
160-22 |
|
0.618 |
159-31 |
|
0.500 |
159-24 |
|
0.382 |
159-17 |
|
LOW |
158-26 |
|
0.618 |
157-21 |
|
1.000 |
156-30 |
|
1.618 |
155-25 |
|
2.618 |
153-29 |
|
4.250 |
150-27 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
159-31 |
161-04 |
| PP |
159-28 |
160-25 |
| S1 |
159-24 |
160-14 |
|