ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
159-08 |
160-22 |
1-14 |
0.9% |
161-15 |
| High |
161-01 |
162-21 |
1-20 |
1.0% |
161-31 |
| Low |
159-03 |
159-23 |
0-20 |
0.4% |
158-26 |
| Close |
160-30 |
162-05 |
1-07 |
0.8% |
159-01 |
| Range |
1-30 |
2-30 |
1-00 |
51.6% |
3-05 |
| ATR |
2-05 |
2-06 |
0-02 |
2.6% |
0-00 |
| Volume |
30,591 |
87,083 |
56,492 |
184.7% |
25,187 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-10 |
169-06 |
163-25 |
|
| R3 |
167-12 |
166-08 |
162-31 |
|
| R2 |
164-14 |
164-14 |
162-22 |
|
| R1 |
163-10 |
163-10 |
162-14 |
163-28 |
| PP |
161-16 |
161-16 |
161-16 |
161-26 |
| S1 |
160-12 |
160-12 |
161-28 |
160-30 |
| S2 |
158-18 |
158-18 |
161-20 |
|
| S3 |
155-20 |
157-14 |
161-11 |
|
| S4 |
152-22 |
154-16 |
160-17 |
|
|
| 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 |
162-21 |
158-26 |
3-27 |
2.4% |
2-05 |
1.3% |
87% |
True |
False |
28,031 |
| 10 |
163-28 |
158-26 |
5-02 |
3.1% |
2-01 |
1.3% |
66% |
False |
False |
15,247 |
| 20 |
171-09 |
158-26 |
12-15 |
7.7% |
2-06 |
1.3% |
27% |
False |
False |
8,072 |
| 40 |
171-09 |
157-13 |
13-28 |
8.6% |
2-04 |
1.3% |
34% |
False |
False |
4,175 |
| 60 |
171-09 |
152-02 |
19-07 |
11.9% |
1-28 |
1.2% |
53% |
False |
False |
2,816 |
| 80 |
171-09 |
149-05 |
22-04 |
13.6% |
1-18 |
1.0% |
59% |
False |
False |
2,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175-04 |
|
2.618 |
170-11 |
|
1.618 |
167-13 |
|
1.000 |
165-19 |
|
0.618 |
164-15 |
|
HIGH |
162-21 |
|
0.618 |
161-17 |
|
0.500 |
161-06 |
|
0.382 |
160-27 |
|
LOW |
159-23 |
|
0.618 |
157-29 |
|
1.000 |
156-25 |
|
1.618 |
154-31 |
|
2.618 |
152-01 |
|
4.250 |
147-08 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
161-27 |
161-22 |
| PP |
161-16 |
161-07 |
| S1 |
161-06 |
160-24 |
|