ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 07-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
165-24 |
163-30 |
-1-26 |
-1.1% |
164-02 |
| High |
165-26 |
164-31 |
-0-27 |
-0.5% |
166-21 |
| Low |
163-16 |
163-19 |
0-03 |
0.1% |
163-05 |
| Close |
163-24 |
164-20 |
0-28 |
0.5% |
164-18 |
| Range |
2-10 |
1-12 |
-0-30 |
-40.5% |
3-16 |
| ATR |
1-29 |
1-28 |
-0-01 |
-2.0% |
0-00 |
| Volume |
111,639 |
165,011 |
53,372 |
47.8% |
754,586 |
|
| Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-17 |
167-30 |
165-12 |
|
| R3 |
167-05 |
166-18 |
165-00 |
|
| R2 |
165-25 |
165-25 |
164-28 |
|
| R1 |
165-06 |
165-06 |
164-24 |
165-16 |
| PP |
164-13 |
164-13 |
164-13 |
164-17 |
| S1 |
163-26 |
163-26 |
164-16 |
164-04 |
| S2 |
163-01 |
163-01 |
164-12 |
|
| S3 |
161-21 |
162-14 |
164-08 |
|
| S4 |
160-09 |
161-02 |
163-28 |
|
|
| 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% |
1-31 |
1.2% |
42% |
False |
False |
176,811 |
| 10 |
166-21 |
162-08 |
4-13 |
2.7% |
1-29 |
1.2% |
54% |
False |
False |
188,444 |
| 20 |
166-21 |
156-17 |
10-04 |
6.2% |
1-24 |
1.1% |
80% |
False |
False |
203,517 |
| 40 |
166-21 |
154-27 |
11-26 |
7.2% |
1-26 |
1.1% |
83% |
False |
False |
169,555 |
| 60 |
171-09 |
154-27 |
16-14 |
10.0% |
2-00 |
1.2% |
60% |
False |
False |
113,226 |
| 80 |
171-09 |
154-27 |
16-14 |
10.0% |
1-29 |
1.2% |
60% |
False |
False |
84,956 |
| 100 |
171-09 |
149-26 |
21-15 |
13.0% |
1-23 |
1.0% |
69% |
False |
False |
67,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-26 |
|
2.618 |
168-18 |
|
1.618 |
167-06 |
|
1.000 |
166-11 |
|
0.618 |
165-26 |
|
HIGH |
164-31 |
|
0.618 |
164-14 |
|
0.500 |
164-09 |
|
0.382 |
164-04 |
|
LOW |
163-19 |
|
0.618 |
162-24 |
|
1.000 |
162-07 |
|
1.618 |
161-12 |
|
2.618 |
160-00 |
|
4.250 |
157-24 |
|
|
| Fisher Pivots for day following 07-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
164-16 |
165-02 |
| PP |
164-13 |
164-30 |
| S1 |
164-09 |
164-25 |
|