ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 20-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
163-21 |
164-29 |
1-08 |
0.8% |
163-15 |
| High |
165-19 |
165-11 |
-0-08 |
-0.2% |
165-26 |
| Low |
163-10 |
163-20 |
0-10 |
0.2% |
162-19 |
| Close |
165-15 |
163-25 |
-1-22 |
-1.0% |
165-15 |
| Range |
2-09 |
1-23 |
-0-18 |
-24.7% |
3-07 |
| ATR |
1-27 |
1-27 |
0-00 |
0.0% |
0-00 |
| Volume |
267,774 |
192,775 |
-74,999 |
-28.0% |
1,185,008 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-13 |
168-10 |
164-23 |
|
| R3 |
167-22 |
166-19 |
164-08 |
|
| R2 |
165-31 |
165-31 |
164-03 |
|
| R1 |
164-28 |
164-28 |
163-30 |
164-18 |
| PP |
164-08 |
164-08 |
164-08 |
164-03 |
| S1 |
163-05 |
163-05 |
163-20 |
162-27 |
| S2 |
162-17 |
162-17 |
163-15 |
|
| S3 |
160-26 |
161-14 |
163-10 |
|
| S4 |
159-03 |
159-23 |
162-27 |
|
|
| 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 |
163-03 |
2-23 |
1.7% |
1-28 |
1.1% |
25% |
False |
False |
242,713 |
| 10 |
165-26 |
162-19 |
3-07 |
2.0% |
1-24 |
1.1% |
37% |
False |
False |
214,438 |
| 20 |
166-21 |
162-08 |
4-13 |
2.7% |
1-26 |
1.1% |
35% |
False |
False |
200,967 |
| 40 |
166-21 |
154-27 |
11-26 |
7.2% |
1-26 |
1.1% |
76% |
False |
False |
218,141 |
| 60 |
171-09 |
154-27 |
16-14 |
10.0% |
1-29 |
1.2% |
54% |
False |
False |
146,175 |
| 80 |
171-09 |
154-27 |
16-14 |
10.0% |
1-30 |
1.2% |
54% |
False |
False |
109,689 |
| 100 |
171-09 |
151-00 |
20-09 |
12.4% |
1-26 |
1.1% |
63% |
False |
False |
87,770 |
| 120 |
171-09 |
149-05 |
22-04 |
13.5% |
1-20 |
1.0% |
66% |
False |
False |
73,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-21 |
|
2.618 |
169-27 |
|
1.618 |
168-04 |
|
1.000 |
167-02 |
|
0.618 |
166-13 |
|
HIGH |
165-11 |
|
0.618 |
164-22 |
|
0.500 |
164-16 |
|
0.382 |
164-09 |
|
LOW |
163-20 |
|
0.618 |
162-18 |
|
1.000 |
161-29 |
|
1.618 |
160-27 |
|
2.618 |
159-04 |
|
4.250 |
156-10 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
164-16 |
164-11 |
| PP |
164-08 |
164-05 |
| S1 |
164-00 |
163-31 |
|