ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 06-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
166-00 |
165-24 |
-0-08 |
-0.2% |
164-02 |
| High |
166-21 |
165-26 |
-0-27 |
-0.5% |
166-21 |
| Low |
164-09 |
163-16 |
-0-25 |
-0.5% |
163-05 |
| Close |
164-18 |
163-24 |
-0-26 |
-0.5% |
164-18 |
| Range |
2-12 |
2-10 |
-0-02 |
-2.6% |
3-16 |
| ATR |
1-28 |
1-29 |
0-01 |
1.6% |
0-00 |
| Volume |
168,626 |
111,639 |
-56,987 |
-33.8% |
754,586 |
|
| Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-09 |
169-27 |
165-01 |
|
| R3 |
168-31 |
167-17 |
164-12 |
|
| R2 |
166-21 |
166-21 |
164-06 |
|
| R1 |
165-07 |
165-07 |
163-31 |
164-25 |
| PP |
164-11 |
164-11 |
164-11 |
164-04 |
| S1 |
162-29 |
162-29 |
163-17 |
162-15 |
| S2 |
162-01 |
162-01 |
163-10 |
|
| S3 |
159-23 |
160-19 |
163-04 |
|
| S4 |
157-13 |
158-09 |
162-15 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-09 |
173-14 |
166-16 |
|
| R3 |
171-25 |
169-30 |
165-17 |
|
| R2 |
168-09 |
168-09 |
165-07 |
|
| R1 |
166-14 |
166-14 |
164-28 |
167-12 |
| PP |
164-25 |
164-25 |
164-25 |
165-08 |
| S1 |
162-30 |
162-30 |
164-08 |
163-28 |
| S2 |
161-09 |
161-09 |
163-29 |
|
| S3 |
157-25 |
159-14 |
163-19 |
|
| S4 |
154-09 |
155-30 |
162-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166-21 |
163-05 |
3-16 |
2.1% |
1-29 |
1.2% |
17% |
False |
False |
173,245 |
| 10 |
166-21 |
162-08 |
4-13 |
2.7% |
1-28 |
1.1% |
34% |
False |
False |
187,496 |
| 20 |
166-21 |
155-15 |
11-06 |
6.8% |
1-24 |
1.1% |
74% |
False |
False |
205,704 |
| 40 |
166-21 |
154-27 |
11-26 |
7.2% |
1-28 |
1.1% |
75% |
False |
False |
165,443 |
| 60 |
171-09 |
154-27 |
16-14 |
10.0% |
2-00 |
1.2% |
54% |
False |
False |
110,483 |
| 80 |
171-09 |
154-20 |
16-21 |
10.2% |
1-29 |
1.2% |
55% |
False |
False |
82,895 |
| 100 |
171-09 |
149-26 |
21-15 |
13.1% |
1-23 |
1.0% |
65% |
False |
False |
66,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175-20 |
|
2.618 |
171-28 |
|
1.618 |
169-18 |
|
1.000 |
168-04 |
|
0.618 |
167-08 |
|
HIGH |
165-26 |
|
0.618 |
164-30 |
|
0.500 |
164-21 |
|
0.382 |
164-12 |
|
LOW |
163-16 |
|
0.618 |
162-02 |
|
1.000 |
161-06 |
|
1.618 |
159-24 |
|
2.618 |
157-14 |
|
4.250 |
153-22 |
|
|
| Fisher Pivots for day following 06-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
164-21 |
165-02 |
| PP |
164-11 |
164-20 |
| S1 |
164-02 |
164-06 |
|