ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 18-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
160-18 |
161-17 |
0-31 |
0.6% |
155-19 |
High |
161-22 |
164-04 |
2-14 |
1.5% |
160-26 |
Low |
160-16 |
161-10 |
0-26 |
0.5% |
155-15 |
Close |
161-12 |
163-04 |
1-24 |
1.1% |
159-19 |
Range |
1-06 |
2-26 |
1-20 |
136.8% |
5-11 |
ATR |
1-29 |
1-31 |
0-02 |
3.4% |
0-00 |
Volume |
177,528 |
289,581 |
112,053 |
63.1% |
1,231,425 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171-09 |
170-01 |
164-22 |
|
R3 |
168-15 |
167-07 |
163-29 |
|
R2 |
165-21 |
165-21 |
163-20 |
|
R1 |
164-13 |
164-13 |
163-12 |
165-01 |
PP |
162-27 |
162-27 |
162-27 |
163-06 |
S1 |
161-19 |
161-19 |
162-28 |
162-07 |
S2 |
160-01 |
160-01 |
162-20 |
|
S3 |
157-07 |
158-25 |
162-11 |
|
S4 |
154-13 |
155-31 |
161-18 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-21 |
172-15 |
162-17 |
|
R3 |
169-10 |
167-04 |
161-02 |
|
R2 |
163-31 |
163-31 |
160-18 |
|
R1 |
161-25 |
161-25 |
160-03 |
162-28 |
PP |
158-20 |
158-20 |
158-20 |
159-06 |
S1 |
156-14 |
156-14 |
159-03 |
157-17 |
S2 |
153-09 |
153-09 |
158-20 |
|
S3 |
147-30 |
151-03 |
158-04 |
|
S4 |
142-19 |
145-24 |
156-21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164-04 |
158-19 |
5-17 |
3.4% |
1-23 |
1.1% |
82% |
True |
False |
221,310 |
10 |
164-04 |
154-27 |
9-09 |
5.7% |
1-31 |
1.2% |
89% |
True |
False |
247,538 |
20 |
164-04 |
154-27 |
9-09 |
5.7% |
1-28 |
1.2% |
89% |
True |
False |
216,715 |
40 |
171-09 |
154-27 |
16-14 |
10.1% |
2-01 |
1.2% |
50% |
False |
False |
109,082 |
60 |
171-09 |
154-27 |
16-14 |
10.1% |
2-00 |
1.2% |
50% |
False |
False |
72,793 |
80 |
171-09 |
150-16 |
20-25 |
12.7% |
1-26 |
1.1% |
61% |
False |
False |
54,617 |
100 |
171-09 |
149-05 |
22-04 |
13.6% |
1-19 |
1.0% |
63% |
False |
False |
43,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176-02 |
2.618 |
171-16 |
1.618 |
168-22 |
1.000 |
166-30 |
0.618 |
165-28 |
HIGH |
164-04 |
0.618 |
163-02 |
0.500 |
162-23 |
0.382 |
162-12 |
LOW |
161-10 |
0.618 |
159-18 |
1.000 |
158-16 |
1.618 |
156-24 |
2.618 |
153-30 |
4.250 |
149-12 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
163-00 |
162-22 |
PP |
162-27 |
162-07 |
S1 |
162-23 |
161-25 |
|