ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
164-15 |
164-13 |
-0-02 |
0.0% |
165-24 |
| High |
165-03 |
164-30 |
-0-05 |
-0.1% |
165-26 |
| Low |
163-26 |
163-03 |
-0-23 |
-0.4% |
162-29 |
| Close |
164-03 |
164-04 |
0-01 |
0.0% |
163-16 |
| Range |
1-09 |
1-27 |
0-18 |
43.9% |
2-29 |
| ATR |
1-26 |
1-26 |
0-00 |
0.1% |
0-00 |
| Volume |
212,247 |
290,535 |
78,288 |
36.9% |
878,241 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-19 |
168-22 |
165-04 |
|
| R3 |
167-24 |
166-27 |
164-20 |
|
| R2 |
165-29 |
165-29 |
164-15 |
|
| R1 |
165-00 |
165-00 |
164-09 |
164-17 |
| PP |
164-02 |
164-02 |
164-02 |
163-26 |
| S1 |
163-05 |
163-05 |
163-31 |
162-22 |
| S2 |
162-07 |
162-07 |
163-25 |
|
| S3 |
160-12 |
161-10 |
163-20 |
|
| S4 |
158-17 |
159-15 |
163-04 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-25 |
171-02 |
165-03 |
|
| R3 |
169-28 |
168-05 |
164-10 |
|
| R2 |
166-31 |
166-31 |
164-01 |
|
| R1 |
165-08 |
165-08 |
163-25 |
164-21 |
| PP |
164-02 |
164-02 |
164-02 |
163-25 |
| S1 |
162-11 |
162-11 |
163-07 |
161-24 |
| S2 |
161-05 |
161-05 |
162-31 |
|
| S3 |
158-08 |
159-14 |
162-22 |
|
| S4 |
155-11 |
156-17 |
161-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-26 |
162-19 |
3-07 |
2.0% |
1-20 |
1.0% |
48% |
False |
False |
217,706 |
| 10 |
166-21 |
162-19 |
4-02 |
2.5% |
1-26 |
1.1% |
38% |
False |
False |
196,410 |
| 20 |
166-21 |
162-08 |
4-13 |
2.7% |
1-23 |
1.1% |
43% |
False |
False |
197,363 |
| 40 |
166-21 |
154-27 |
11-26 |
7.2% |
1-26 |
1.1% |
79% |
False |
False |
207,039 |
| 60 |
171-09 |
154-27 |
16-14 |
10.0% |
1-30 |
1.2% |
56% |
False |
False |
138,509 |
| 80 |
171-09 |
154-27 |
16-14 |
10.0% |
1-30 |
1.2% |
56% |
False |
False |
103,935 |
| 100 |
171-09 |
150-16 |
20-25 |
12.7% |
1-25 |
1.1% |
66% |
False |
False |
83,166 |
| 120 |
171-09 |
149-05 |
22-04 |
13.5% |
1-19 |
1.0% |
68% |
False |
False |
69,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-25 |
|
2.618 |
169-24 |
|
1.618 |
167-29 |
|
1.000 |
166-25 |
|
0.618 |
166-02 |
|
HIGH |
164-30 |
|
0.618 |
164-07 |
|
0.500 |
164-00 |
|
0.382 |
163-26 |
|
LOW |
163-03 |
|
0.618 |
161-31 |
|
1.000 |
161-08 |
|
1.618 |
160-04 |
|
2.618 |
158-09 |
|
4.250 |
155-08 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
164-03 |
164-14 |
| PP |
164-02 |
164-11 |
| S1 |
164-00 |
164-08 |
|