ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
164-28 |
164-21 |
-0-07 |
-0.1% |
164-02 |
| High |
165-07 |
165-11 |
0-04 |
0.1% |
166-21 |
| Low |
163-21 |
162-29 |
-0-24 |
-0.5% |
163-05 |
| Close |
164-30 |
163-08 |
-1-22 |
-1.0% |
164-18 |
| Range |
1-18 |
2-14 |
0-28 |
56.0% |
3-16 |
| ATR |
1-27 |
1-29 |
0-01 |
2.3% |
0-00 |
| Volume |
197,039 |
233,253 |
36,214 |
18.4% |
754,586 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-05 |
169-20 |
164-19 |
|
| R3 |
168-23 |
167-06 |
163-29 |
|
| R2 |
166-09 |
166-09 |
163-22 |
|
| R1 |
164-24 |
164-24 |
163-15 |
164-10 |
| PP |
163-27 |
163-27 |
163-27 |
163-19 |
| S1 |
162-10 |
162-10 |
163-01 |
161-28 |
| S2 |
161-13 |
161-13 |
162-26 |
|
| S3 |
158-31 |
159-28 |
162-19 |
|
| S4 |
156-17 |
157-14 |
161-29 |
|
|
| 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 |
162-29 |
3-24 |
2.3% |
2-00 |
1.2% |
9% |
False |
True |
175,113 |
| 10 |
166-21 |
162-08 |
4-13 |
2.7% |
2-00 |
1.2% |
23% |
False |
False |
193,486 |
| 20 |
166-21 |
158-19 |
8-02 |
4.9% |
1-24 |
1.1% |
58% |
False |
False |
198,264 |
| 40 |
166-21 |
154-27 |
11-26 |
7.2% |
1-28 |
1.1% |
71% |
False |
False |
180,251 |
| 60 |
171-09 |
154-27 |
16-14 |
10.1% |
2-01 |
1.2% |
51% |
False |
False |
120,387 |
| 80 |
171-09 |
154-27 |
16-14 |
10.1% |
1-30 |
1.2% |
51% |
False |
False |
90,333 |
| 100 |
171-09 |
150-00 |
21-09 |
13.0% |
1-24 |
1.1% |
62% |
False |
False |
72,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175-22 |
|
2.618 |
171-23 |
|
1.618 |
169-09 |
|
1.000 |
167-25 |
|
0.618 |
166-27 |
|
HIGH |
165-11 |
|
0.618 |
164-13 |
|
0.500 |
164-04 |
|
0.382 |
163-27 |
|
LOW |
162-29 |
|
0.618 |
161-13 |
|
1.000 |
160-15 |
|
1.618 |
158-31 |
|
2.618 |
156-17 |
|
4.250 |
152-18 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
164-04 |
164-04 |
| PP |
163-27 |
163-27 |
| S1 |
163-17 |
163-17 |
|