ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 24-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
161-13 |
161-21 |
0-08 |
0.2% |
164-29 |
| High |
162-12 |
163-04 |
0-24 |
0.5% |
165-11 |
| Low |
161-02 |
161-09 |
0-07 |
0.1% |
160-31 |
| Close |
162-01 |
162-18 |
0-17 |
0.3% |
162-18 |
| Range |
1-10 |
1-27 |
0-17 |
40.5% |
4-12 |
| ATR |
1-28 |
1-28 |
0-00 |
-0.1% |
0-00 |
| Volume |
265,143 |
196,936 |
-68,207 |
-25.7% |
1,132,561 |
|
| Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-27 |
167-02 |
163-18 |
|
| R3 |
166-00 |
165-07 |
163-02 |
|
| R2 |
164-05 |
164-05 |
162-29 |
|
| R1 |
163-12 |
163-12 |
162-23 |
163-24 |
| PP |
162-10 |
162-10 |
162-10 |
162-17 |
| S1 |
161-17 |
161-17 |
162-13 |
161-30 |
| S2 |
160-15 |
160-15 |
162-07 |
|
| S3 |
158-20 |
159-22 |
162-02 |
|
| S4 |
156-25 |
157-27 |
161-18 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176-03 |
173-22 |
164-31 |
|
| R3 |
171-23 |
169-10 |
163-24 |
|
| R2 |
167-11 |
167-11 |
163-12 |
|
| R1 |
164-30 |
164-30 |
162-31 |
163-30 |
| PP |
162-31 |
162-31 |
162-31 |
162-15 |
| S1 |
160-18 |
160-18 |
162-05 |
159-18 |
| S2 |
158-19 |
158-19 |
161-24 |
|
| S3 |
154-07 |
156-06 |
161-12 |
|
| S4 |
149-27 |
151-26 |
160-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-11 |
160-31 |
4-12 |
2.7% |
1-28 |
1.2% |
36% |
False |
False |
226,512 |
| 10 |
165-26 |
160-31 |
4-27 |
3.0% |
1-27 |
1.1% |
33% |
False |
False |
231,756 |
| 20 |
166-21 |
160-31 |
5-22 |
3.5% |
1-27 |
1.1% |
28% |
False |
False |
207,784 |
| 40 |
166-21 |
154-27 |
11-26 |
7.3% |
1-25 |
1.1% |
65% |
False |
False |
223,200 |
| 60 |
171-09 |
154-27 |
16-14 |
10.1% |
1-29 |
1.2% |
47% |
False |
False |
161,801 |
| 80 |
171-09 |
154-27 |
16-14 |
10.1% |
1-31 |
1.2% |
47% |
False |
False |
121,432 |
| 100 |
171-09 |
152-02 |
19-07 |
11.8% |
1-27 |
1.1% |
55% |
False |
False |
97,164 |
| 120 |
171-09 |
149-05 |
22-04 |
13.6% |
1-21 |
1.0% |
61% |
False |
False |
80,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-31 |
|
2.618 |
167-30 |
|
1.618 |
166-03 |
|
1.000 |
164-31 |
|
0.618 |
164-08 |
|
HIGH |
163-04 |
|
0.618 |
162-13 |
|
0.500 |
162-06 |
|
0.382 |
162-00 |
|
LOW |
161-09 |
|
0.618 |
160-05 |
|
1.000 |
159-14 |
|
1.618 |
158-10 |
|
2.618 |
156-15 |
|
4.250 |
153-14 |
|
|
| Fisher Pivots for day following 24-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
162-14 |
162-17 |
| PP |
162-10 |
162-16 |
| S1 |
162-06 |
162-14 |
|