ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 24-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
164-07 |
163-30 |
-0-09 |
-0.2% |
159-15 |
High |
164-16 |
165-16 |
1-00 |
0.6% |
164-12 |
Low |
163-21 |
163-26 |
0-05 |
0.1% |
159-14 |
Close |
164-01 |
165-08 |
1-07 |
0.7% |
164-05 |
Range |
0-27 |
1-22 |
0-27 |
100.0% |
4-30 |
ATR |
1-26 |
1-26 |
0-00 |
-0.5% |
0-00 |
Volume |
155,530 |
196,107 |
40,577 |
26.1% |
1,007,693 |
|
Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169-29 |
169-09 |
166-06 |
|
R3 |
168-07 |
167-19 |
165-23 |
|
R2 |
166-17 |
166-17 |
165-18 |
|
R1 |
165-29 |
165-29 |
165-13 |
166-07 |
PP |
164-27 |
164-27 |
164-27 |
165-00 |
S1 |
164-07 |
164-07 |
165-03 |
164-17 |
S2 |
163-05 |
163-05 |
164-30 |
|
S3 |
161-15 |
162-17 |
164-25 |
|
S4 |
159-25 |
160-27 |
164-10 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177-15 |
175-24 |
166-28 |
|
R3 |
172-17 |
170-26 |
165-16 |
|
R2 |
167-19 |
167-19 |
165-02 |
|
R1 |
165-28 |
165-28 |
164-19 |
166-24 |
PP |
162-21 |
162-21 |
162-21 |
163-03 |
S1 |
160-30 |
160-30 |
163-23 |
161-26 |
S2 |
157-23 |
157-23 |
163-08 |
|
S3 |
152-25 |
156-00 |
162-26 |
|
S4 |
147-27 |
151-02 |
161-14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165-16 |
161-10 |
4-06 |
2.5% |
1-19 |
1.0% |
94% |
True |
False |
205,937 |
10 |
165-16 |
158-01 |
7-15 |
4.5% |
1-18 |
0.9% |
97% |
True |
False |
213,575 |
20 |
165-16 |
154-27 |
10-21 |
6.4% |
1-22 |
1.0% |
98% |
True |
False |
247,012 |
40 |
171-09 |
154-27 |
16-14 |
9.9% |
1-30 |
1.2% |
63% |
False |
False |
127,542 |
60 |
171-09 |
154-27 |
16-14 |
9.9% |
1-31 |
1.2% |
63% |
False |
False |
85,121 |
80 |
171-09 |
152-02 |
19-07 |
11.6% |
1-26 |
1.1% |
69% |
False |
False |
63,865 |
100 |
171-09 |
149-05 |
22-04 |
13.4% |
1-19 |
1.0% |
73% |
False |
False |
51,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
172-22 |
2.618 |
169-29 |
1.618 |
168-07 |
1.000 |
167-06 |
0.618 |
166-17 |
HIGH |
165-16 |
0.618 |
164-27 |
0.500 |
164-21 |
0.382 |
164-15 |
LOW |
163-26 |
0.618 |
162-25 |
1.000 |
162-04 |
1.618 |
161-03 |
2.618 |
159-13 |
4.250 |
156-20 |
|
|
Fisher Pivots for day following 24-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
165-02 |
164-31 |
PP |
164-27 |
164-21 |
S1 |
164-21 |
164-12 |
|