ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 02-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
164-01 |
166-00 |
1-31 |
1.2% |
164-07 |
| High |
166-11 |
166-21 |
0-10 |
0.2% |
165-27 |
| Low |
163-18 |
164-09 |
0-23 |
0.4% |
162-08 |
| Close |
165-26 |
164-18 |
-1-08 |
-0.8% |
164-13 |
| Range |
2-25 |
2-12 |
-0-13 |
-14.6% |
3-19 |
| ATR |
1-27 |
1-28 |
0-01 |
2.1% |
0-00 |
| Volume |
230,483 |
168,626 |
-61,857 |
-26.8% |
1,008,741 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-09 |
170-26 |
165-28 |
|
| R3 |
169-29 |
168-14 |
165-07 |
|
| R2 |
167-17 |
167-17 |
165-00 |
|
| R1 |
166-02 |
166-02 |
164-25 |
165-20 |
| PP |
165-05 |
165-05 |
165-05 |
164-30 |
| S1 |
163-22 |
163-22 |
164-11 |
163-08 |
| S2 |
162-25 |
162-25 |
164-04 |
|
| S3 |
160-13 |
161-10 |
163-29 |
|
| S4 |
158-01 |
158-30 |
163-08 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-30 |
173-09 |
166-12 |
|
| R3 |
171-11 |
169-22 |
165-13 |
|
| R2 |
167-24 |
167-24 |
165-02 |
|
| R1 |
166-03 |
166-03 |
164-24 |
166-30 |
| PP |
164-05 |
164-05 |
164-05 |
164-19 |
| S1 |
162-16 |
162-16 |
164-02 |
163-10 |
| S2 |
160-18 |
160-18 |
163-24 |
|
| S3 |
156-31 |
158-29 |
163-13 |
|
| S4 |
153-12 |
155-10 |
162-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166-21 |
162-17 |
4-04 |
2.5% |
1-27 |
1.1% |
49% |
True |
False |
191,977 |
| 10 |
166-21 |
162-08 |
4-13 |
2.7% |
1-24 |
1.1% |
52% |
True |
False |
191,477 |
| 20 |
166-21 |
154-27 |
11-26 |
7.2% |
1-28 |
1.1% |
82% |
True |
False |
219,388 |
| 40 |
168-11 |
154-27 |
13-16 |
8.2% |
1-28 |
1.1% |
72% |
False |
False |
162,664 |
| 60 |
171-09 |
154-27 |
16-14 |
10.0% |
2-00 |
1.2% |
59% |
False |
False |
108,628 |
| 80 |
171-09 |
153-20 |
17-21 |
10.7% |
1-29 |
1.2% |
62% |
False |
False |
81,501 |
| 100 |
171-09 |
149-05 |
22-04 |
13.4% |
1-22 |
1.0% |
70% |
False |
False |
65,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-24 |
|
2.618 |
172-28 |
|
1.618 |
170-16 |
|
1.000 |
169-01 |
|
0.618 |
168-04 |
|
HIGH |
166-21 |
|
0.618 |
165-24 |
|
0.500 |
165-15 |
|
0.382 |
165-06 |
|
LOW |
164-09 |
|
0.618 |
162-26 |
|
1.000 |
161-29 |
|
1.618 |
160-14 |
|
2.618 |
158-02 |
|
4.250 |
154-06 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
165-15 |
164-29 |
| PP |
165-05 |
164-25 |
| S1 |
164-28 |
164-22 |
|