ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
162-07 |
162-07 |
0-00 |
0.0% |
161-15 |
| High |
163-01 |
163-04 |
0-03 |
0.1% |
161-31 |
| Low |
161-20 |
161-09 |
-0-11 |
-0.2% |
158-26 |
| Close |
162-18 |
161-29 |
-0-21 |
-0.4% |
159-01 |
| Range |
1-13 |
1-27 |
0-14 |
31.1% |
3-05 |
| ATR |
2-05 |
2-04 |
-0-01 |
-1.0% |
0-00 |
| Volume |
348,449 |
271,283 |
-77,166 |
-22.1% |
25,187 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-20 |
166-20 |
162-29 |
|
| R3 |
165-25 |
164-25 |
162-13 |
|
| R2 |
163-30 |
163-30 |
162-08 |
|
| R1 |
162-30 |
162-30 |
162-02 |
162-16 |
| PP |
162-03 |
162-03 |
162-03 |
161-29 |
| S1 |
161-03 |
161-03 |
161-24 |
160-22 |
| S2 |
160-08 |
160-08 |
161-18 |
|
| S3 |
158-13 |
159-08 |
161-13 |
|
| S4 |
156-18 |
157-13 |
160-29 |
|
|
| 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 |
163-04 |
158-26 |
4-10 |
2.7% |
2-02 |
1.3% |
72% |
True |
False |
149,196 |
| 10 |
163-28 |
158-26 |
5-02 |
3.1% |
2-04 |
1.3% |
61% |
False |
False |
76,972 |
| 20 |
171-09 |
158-26 |
12-15 |
7.7% |
2-03 |
1.3% |
25% |
False |
False |
39,003 |
| 40 |
171-09 |
158-15 |
12-26 |
7.9% |
2-05 |
1.3% |
27% |
False |
False |
19,664 |
| 60 |
171-09 |
152-02 |
19-07 |
11.9% |
1-29 |
1.2% |
51% |
False |
False |
13,140 |
| 80 |
171-09 |
149-05 |
22-04 |
13.7% |
1-19 |
1.0% |
58% |
False |
False |
9,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-31 |
|
2.618 |
167-30 |
|
1.618 |
166-03 |
|
1.000 |
164-31 |
|
0.618 |
164-08 |
|
HIGH |
163-04 |
|
0.618 |
162-13 |
|
0.500 |
162-06 |
|
0.382 |
162-00 |
|
LOW |
161-09 |
|
0.618 |
160-05 |
|
1.000 |
159-14 |
|
1.618 |
158-10 |
|
2.618 |
156-15 |
|
4.250 |
153-14 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
162-06 |
161-24 |
| PP |
162-03 |
161-19 |
| S1 |
162-00 |
161-14 |
|