ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 20-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
159-30 |
159-01 |
-0-29 |
-0.6% |
161-15 |
High |
160-19 |
161-02 |
0-15 |
0.3% |
161-31 |
Low |
158-27 |
158-26 |
-0-01 |
0.0% |
158-26 |
Close |
159-07 |
159-01 |
-0-06 |
-0.1% |
159-01 |
Range |
1-24 |
2-08 |
0-16 |
28.6% |
3-05 |
ATR |
2-05 |
2-05 |
0-00 |
0.3% |
0-00 |
Volume |
7,910 |
8,574 |
664 |
8.4% |
25,187 |
|
Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166-12 |
164-31 |
160-09 |
|
R3 |
164-04 |
162-23 |
159-21 |
|
R2 |
161-28 |
161-28 |
159-14 |
|
R1 |
160-15 |
160-15 |
159-08 |
160-05 |
PP |
159-20 |
159-20 |
159-20 |
159-16 |
S1 |
158-07 |
158-07 |
158-26 |
157-29 |
S2 |
157-12 |
157-12 |
158-20 |
|
S3 |
155-04 |
155-31 |
158-13 |
|
S4 |
152-28 |
153-23 |
157-25 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169-13 |
167-12 |
160-25 |
|
R3 |
166-08 |
164-07 |
159-29 |
|
R2 |
163-03 |
163-03 |
159-20 |
|
R1 |
161-02 |
161-02 |
159-10 |
160-16 |
PP |
159-30 |
159-30 |
159-30 |
159-21 |
S1 |
157-29 |
157-29 |
158-24 |
157-11 |
S2 |
156-25 |
156-25 |
158-14 |
|
S3 |
153-20 |
154-24 |
158-05 |
|
S4 |
150-15 |
151-19 |
157-09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163-14 |
158-26 |
4-20 |
2.9% |
2-05 |
1.4% |
5% |
False |
True |
5,664 |
10 |
166-16 |
158-26 |
7-22 |
4.8% |
2-02 |
1.3% |
3% |
False |
True |
3,646 |
20 |
171-09 |
158-26 |
12-15 |
7.8% |
2-03 |
1.3% |
2% |
False |
True |
2,243 |
40 |
171-09 |
156-08 |
15-01 |
9.5% |
2-03 |
1.3% |
19% |
False |
False |
1,238 |
60 |
171-09 |
151-00 |
20-09 |
12.8% |
1-26 |
1.1% |
40% |
False |
False |
855 |
80 |
171-09 |
149-05 |
22-04 |
13.9% |
1-17 |
1.0% |
45% |
False |
False |
647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170-20 |
2.618 |
166-30 |
1.618 |
164-22 |
1.000 |
163-10 |
0.618 |
162-14 |
HIGH |
161-02 |
0.618 |
160-06 |
0.500 |
159-30 |
0.382 |
159-22 |
LOW |
158-26 |
0.618 |
157-14 |
1.000 |
156-18 |
1.618 |
155-06 |
2.618 |
152-30 |
4.250 |
149-08 |
|
|
Fisher Pivots for day following 20-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
159-30 |
159-30 |
PP |
159-20 |
159-20 |
S1 |
159-11 |
159-11 |
|