ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
159-01 |
159-08 |
0-07 |
0.1% |
161-15 |
| High |
161-02 |
161-01 |
-0-01 |
0.0% |
161-31 |
| Low |
158-26 |
159-03 |
0-09 |
0.2% |
158-26 |
| Close |
159-01 |
160-30 |
1-29 |
1.2% |
159-01 |
| Range |
2-08 |
1-30 |
-0-10 |
-13.9% |
3-05 |
| ATR |
2-05 |
2-05 |
0-00 |
-0.5% |
0-00 |
| Volume |
8,574 |
30,591 |
22,017 |
256.8% |
25,187 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-05 |
165-16 |
162-00 |
|
| R3 |
164-07 |
163-18 |
161-15 |
|
| R2 |
162-09 |
162-09 |
161-09 |
|
| R1 |
161-20 |
161-20 |
161-04 |
161-30 |
| PP |
160-11 |
160-11 |
160-11 |
160-17 |
| S1 |
159-22 |
159-22 |
160-24 |
160-00 |
| S2 |
158-13 |
158-13 |
160-19 |
|
| S3 |
156-15 |
157-24 |
160-13 |
|
| S4 |
154-17 |
155-26 |
159-28 |
|
|
| 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 |
161-31 |
158-26 |
3-05 |
2.0% |
2-05 |
1.3% |
67% |
False |
False |
11,155 |
| 10 |
165-03 |
158-26 |
6-09 |
3.9% |
1-29 |
1.2% |
34% |
False |
False |
6,655 |
| 20 |
171-09 |
158-26 |
12-15 |
7.7% |
2-04 |
1.3% |
17% |
False |
False |
3,740 |
| 40 |
171-09 |
156-08 |
15-01 |
9.3% |
2-02 |
1.3% |
31% |
False |
False |
2,002 |
| 60 |
171-09 |
151-20 |
19-21 |
12.2% |
1-27 |
1.1% |
47% |
False |
False |
1,365 |
| 80 |
171-09 |
149-05 |
22-04 |
13.7% |
1-17 |
1.0% |
53% |
False |
False |
1,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-08 |
|
2.618 |
166-03 |
|
1.618 |
164-05 |
|
1.000 |
162-31 |
|
0.618 |
162-07 |
|
HIGH |
161-01 |
|
0.618 |
160-09 |
|
0.500 |
160-02 |
|
0.382 |
159-27 |
|
LOW |
159-03 |
|
0.618 |
157-29 |
|
1.000 |
157-05 |
|
1.618 |
155-31 |
|
2.618 |
154-01 |
|
4.250 |
150-28 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
160-21 |
160-19 |
| PP |
160-11 |
160-09 |
| S1 |
160-02 |
159-30 |
|