ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 19-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
159-14 |
159-30 |
0-16 |
0.3% |
164-16 |
High |
160-22 |
160-19 |
-0-03 |
-0.1% |
165-03 |
Low |
158-26 |
158-27 |
0-01 |
0.0% |
161-15 |
Close |
160-03 |
159-07 |
-0-28 |
-0.5% |
161-28 |
Range |
1-28 |
1-24 |
-0-04 |
-6.7% |
3-20 |
ATR |
2-06 |
2-05 |
-0-01 |
-1.4% |
0-00 |
Volume |
6,000 |
7,910 |
1,910 |
31.8% |
10,775 |
|
Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164-26 |
163-24 |
160-06 |
|
R3 |
163-02 |
162-00 |
159-22 |
|
R2 |
161-10 |
161-10 |
159-17 |
|
R1 |
160-08 |
160-08 |
159-12 |
159-29 |
PP |
159-18 |
159-18 |
159-18 |
159-12 |
S1 |
158-16 |
158-16 |
159-02 |
158-05 |
S2 |
157-26 |
157-26 |
158-29 |
|
S3 |
156-02 |
156-24 |
158-24 |
|
S4 |
154-10 |
155-00 |
158-08 |
|
|
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% |
2-05 |
1.4% |
8% |
False |
False |
4,749 |
10 |
168-11 |
158-26 |
9-17 |
6.0% |
2-02 |
1.3% |
4% |
False |
False |
2,837 |
20 |
171-09 |
158-26 |
12-15 |
7.8% |
2-05 |
1.4% |
3% |
False |
False |
1,837 |
40 |
171-09 |
156-08 |
15-01 |
9.4% |
2-02 |
1.3% |
20% |
False |
False |
1,024 |
60 |
171-09 |
150-23 |
20-18 |
12.9% |
1-25 |
1.1% |
41% |
False |
False |
714 |
80 |
171-09 |
149-05 |
22-04 |
13.9% |
1-16 |
0.9% |
45% |
False |
False |
542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168-01 |
2.618 |
165-06 |
1.618 |
163-14 |
1.000 |
162-11 |
0.618 |
161-22 |
HIGH |
160-19 |
0.618 |
159-30 |
0.500 |
159-23 |
0.382 |
159-16 |
LOW |
158-27 |
0.618 |
157-24 |
1.000 |
157-03 |
1.618 |
156-00 |
2.618 |
154-08 |
4.250 |
151-13 |
|
|
Fisher Pivots for day following 19-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
159-23 |
160-12 |
PP |
159-18 |
160-00 |
S1 |
159-12 |
159-20 |
|