ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 17-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
164-13 |
163-21 |
-0-24 |
-0.5% |
163-15 |
High |
164-30 |
165-19 |
0-21 |
0.4% |
165-26 |
Low |
163-03 |
163-10 |
0-07 |
0.1% |
162-19 |
Close |
164-04 |
165-15 |
1-11 |
0.8% |
165-15 |
Range |
1-27 |
2-09 |
0-14 |
23.7% |
3-07 |
ATR |
1-26 |
1-27 |
0-01 |
1.8% |
0-00 |
Volume |
290,535 |
267,774 |
-22,761 |
-7.8% |
1,185,008 |
|
Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171-20 |
170-27 |
166-23 |
|
R3 |
169-11 |
168-18 |
166-03 |
|
R2 |
167-02 |
167-02 |
165-28 |
|
R1 |
166-09 |
166-09 |
165-22 |
166-22 |
PP |
164-25 |
164-25 |
164-25 |
165-00 |
S1 |
164-00 |
164-00 |
165-08 |
164-12 |
S2 |
162-16 |
162-16 |
165-02 |
|
S3 |
160-07 |
161-23 |
164-27 |
|
S4 |
157-30 |
159-14 |
164-07 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-09 |
173-03 |
167-08 |
|
R3 |
171-02 |
169-28 |
166-11 |
|
R2 |
167-27 |
167-27 |
166-02 |
|
R1 |
166-21 |
166-21 |
165-24 |
167-08 |
PP |
164-20 |
164-20 |
164-20 |
164-30 |
S1 |
163-14 |
163-14 |
165-06 |
164-01 |
S2 |
161-13 |
161-13 |
164-28 |
|
S3 |
158-06 |
160-07 |
164-19 |
|
S4 |
154-31 |
157-00 |
163-22 |
|
|
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 |
1.9% |
1-25 |
1.1% |
89% |
False |
False |
237,001 |
10 |
165-26 |
162-19 |
3-07 |
1.9% |
1-26 |
1.1% |
89% |
False |
False |
206,324 |
20 |
166-21 |
162-08 |
4-13 |
2.7% |
1-25 |
1.1% |
73% |
False |
False |
198,901 |
40 |
166-21 |
154-27 |
11-26 |
7.1% |
1-26 |
1.1% |
90% |
False |
False |
213,536 |
60 |
171-09 |
154-27 |
16-14 |
9.9% |
1-30 |
1.2% |
65% |
False |
False |
142,970 |
80 |
171-09 |
154-27 |
16-14 |
9.9% |
1-30 |
1.2% |
65% |
False |
False |
107,280 |
100 |
171-09 |
150-23 |
20-18 |
12.4% |
1-26 |
1.1% |
72% |
False |
False |
85,843 |
120 |
171-09 |
149-05 |
22-04 |
13.4% |
1-20 |
1.0% |
74% |
False |
False |
71,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175-09 |
2.618 |
171-18 |
1.618 |
169-09 |
1.000 |
167-28 |
0.618 |
167-00 |
HIGH |
165-19 |
0.618 |
164-23 |
0.500 |
164-14 |
0.382 |
164-06 |
LOW |
163-10 |
0.618 |
161-29 |
1.000 |
161-01 |
1.618 |
159-20 |
2.618 |
157-11 |
4.250 |
153-20 |
|
|
Fisher Pivots for day following 17-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
165-04 |
165-03 |
PP |
164-25 |
164-23 |
S1 |
164-14 |
164-11 |
|