ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 23-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
163-15 |
161-13 |
-2-02 |
-1.3% |
163-15 |
High |
163-30 |
162-12 |
-1-18 |
-1.0% |
165-26 |
Low |
160-31 |
161-02 |
0-03 |
0.1% |
162-19 |
Close |
161-15 |
162-01 |
0-18 |
0.3% |
165-15 |
Range |
2-31 |
1-10 |
-1-21 |
-55.8% |
3-07 |
ATR |
1-29 |
1-28 |
-0-01 |
-2.2% |
0-00 |
Volume |
305,867 |
265,143 |
-40,724 |
-13.3% |
1,185,008 |
|
Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165-24 |
165-07 |
162-24 |
|
R3 |
164-14 |
163-29 |
162-13 |
|
R2 |
163-04 |
163-04 |
162-09 |
|
R1 |
162-19 |
162-19 |
162-05 |
162-28 |
PP |
161-26 |
161-26 |
161-26 |
161-31 |
S1 |
161-09 |
161-09 |
161-29 |
161-18 |
S2 |
160-16 |
160-16 |
161-25 |
|
S3 |
159-06 |
159-31 |
161-21 |
|
S4 |
157-28 |
158-21 |
161-10 |
|
|
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% |
1-31 |
1.2% |
23% |
False |
False |
240,679 |
10 |
165-26 |
160-31 |
4-27 |
3.0% |
1-25 |
1.1% |
22% |
False |
False |
229,193 |
20 |
166-21 |
160-31 |
5-22 |
3.5% |
1-28 |
1.2% |
19% |
False |
False |
211,339 |
40 |
166-21 |
154-27 |
11-26 |
7.3% |
1-25 |
1.1% |
61% |
False |
False |
225,059 |
60 |
171-09 |
154-27 |
16-14 |
10.1% |
1-29 |
1.2% |
44% |
False |
False |
158,527 |
80 |
171-09 |
154-27 |
16-14 |
10.1% |
1-31 |
1.2% |
44% |
False |
False |
118,971 |
100 |
171-09 |
152-02 |
19-07 |
11.9% |
1-27 |
1.1% |
52% |
False |
False |
95,195 |
120 |
171-09 |
149-05 |
22-04 |
13.7% |
1-21 |
1.0% |
58% |
False |
False |
79,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167-30 |
2.618 |
165-26 |
1.618 |
164-16 |
1.000 |
163-22 |
0.618 |
163-06 |
HIGH |
162-12 |
0.618 |
161-28 |
0.500 |
161-23 |
0.382 |
161-18 |
LOW |
161-02 |
0.618 |
160-08 |
1.000 |
159-24 |
1.618 |
158-30 |
2.618 |
157-20 |
4.250 |
155-16 |
|
|
Fisher Pivots for day following 23-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
161-30 |
162-28 |
PP |
161-26 |
162-19 |
S1 |
161-23 |
162-10 |
|