ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 22-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
163-30 |
163-15 |
-0-15 |
-0.3% |
163-15 |
| High |
164-24 |
163-30 |
-0-26 |
-0.5% |
165-26 |
| Low |
163-07 |
160-31 |
-2-08 |
-1.4% |
162-19 |
| Close |
163-12 |
161-15 |
-1-29 |
-1.2% |
165-15 |
| Range |
1-17 |
2-31 |
1-14 |
93.9% |
3-07 |
| ATR |
1-27 |
1-29 |
0-03 |
4.5% |
0-00 |
| Volume |
171,840 |
305,867 |
134,027 |
78.0% |
1,185,008 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-01 |
169-07 |
163-03 |
|
| R3 |
168-02 |
166-08 |
162-09 |
|
| R2 |
165-03 |
165-03 |
162-00 |
|
| R1 |
163-09 |
163-09 |
161-24 |
162-22 |
| PP |
162-04 |
162-04 |
162-04 |
161-27 |
| S1 |
160-10 |
160-10 |
161-06 |
159-24 |
| S2 |
159-05 |
159-05 |
160-30 |
|
| S3 |
156-06 |
157-11 |
160-21 |
|
| S4 |
153-07 |
154-12 |
159-27 |
|
|
| 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 |
165-19 |
160-31 |
4-20 |
2.9% |
2-02 |
1.3% |
11% |
False |
True |
245,758 |
| 10 |
165-26 |
160-31 |
4-27 |
3.0% |
1-29 |
1.2% |
10% |
False |
True |
226,004 |
| 20 |
166-21 |
160-31 |
5-22 |
3.5% |
1-29 |
1.2% |
9% |
False |
True |
207,271 |
| 40 |
166-21 |
154-27 |
11-26 |
7.3% |
1-25 |
1.1% |
56% |
False |
False |
227,141 |
| 60 |
171-09 |
154-27 |
16-14 |
10.2% |
1-30 |
1.2% |
40% |
False |
False |
154,118 |
| 80 |
171-09 |
154-27 |
16-14 |
10.2% |
1-31 |
1.2% |
40% |
False |
False |
115,658 |
| 100 |
171-09 |
152-02 |
19-07 |
11.9% |
1-27 |
1.1% |
49% |
False |
False |
92,546 |
| 120 |
171-09 |
149-05 |
22-04 |
13.7% |
1-21 |
1.0% |
56% |
False |
False |
77,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-18 |
|
2.618 |
171-23 |
|
1.618 |
168-24 |
|
1.000 |
166-29 |
|
0.618 |
165-25 |
|
HIGH |
163-30 |
|
0.618 |
162-26 |
|
0.500 |
162-14 |
|
0.382 |
162-03 |
|
LOW |
160-31 |
|
0.618 |
159-04 |
|
1.000 |
158-00 |
|
1.618 |
156-05 |
|
2.618 |
153-06 |
|
4.250 |
148-11 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
162-14 |
163-05 |
| PP |
162-04 |
162-19 |
| S1 |
161-26 |
162-01 |
|