ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 27-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
161-21 |
162-25 |
1-04 |
0.7% |
164-29 |
| High |
163-04 |
163-09 |
0-05 |
0.1% |
165-11 |
| Low |
161-09 |
161-30 |
0-21 |
0.4% |
160-31 |
| Close |
162-18 |
162-27 |
0-09 |
0.2% |
162-18 |
| Range |
1-27 |
1-11 |
-0-16 |
-27.1% |
4-12 |
| ATR |
1-28 |
1-27 |
-0-01 |
-2.0% |
0-00 |
| Volume |
196,936 |
147,941 |
-48,995 |
-24.9% |
1,132,561 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-23 |
166-04 |
163-19 |
|
| R3 |
165-12 |
164-25 |
163-07 |
|
| R2 |
164-01 |
164-01 |
163-03 |
|
| R1 |
163-14 |
163-14 |
162-31 |
163-24 |
| PP |
162-22 |
162-22 |
162-22 |
162-27 |
| S1 |
162-03 |
162-03 |
162-23 |
162-12 |
| S2 |
161-11 |
161-11 |
162-19 |
|
| S3 |
160-00 |
160-24 |
162-15 |
|
| S4 |
158-21 |
159-13 |
162-03 |
|
|
| 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 |
164-24 |
160-31 |
3-25 |
2.3% |
1-26 |
1.1% |
50% |
False |
False |
217,545 |
| 10 |
165-26 |
160-31 |
4-27 |
3.0% |
1-27 |
1.1% |
39% |
False |
False |
230,129 |
| 20 |
166-21 |
160-31 |
5-22 |
3.5% |
1-26 |
1.1% |
33% |
False |
False |
204,916 |
| 40 |
166-21 |
154-27 |
11-26 |
7.3% |
1-26 |
1.1% |
68% |
False |
False |
218,312 |
| 60 |
171-09 |
154-27 |
16-14 |
10.1% |
1-28 |
1.2% |
49% |
False |
False |
164,252 |
| 80 |
171-09 |
154-27 |
16-14 |
10.1% |
1-31 |
1.2% |
49% |
False |
False |
123,281 |
| 100 |
171-09 |
152-02 |
19-07 |
11.8% |
1-27 |
1.1% |
56% |
False |
False |
98,642 |
| 120 |
171-09 |
149-05 |
22-04 |
13.6% |
1-21 |
1.0% |
62% |
False |
False |
82,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-00 |
|
2.618 |
166-26 |
|
1.618 |
165-15 |
|
1.000 |
164-20 |
|
0.618 |
164-04 |
|
HIGH |
163-09 |
|
0.618 |
162-25 |
|
0.500 |
162-20 |
|
0.382 |
162-14 |
|
LOW |
161-30 |
|
0.618 |
161-03 |
|
1.000 |
160-19 |
|
1.618 |
159-24 |
|
2.618 |
158-13 |
|
4.250 |
156-07 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
162-24 |
162-20 |
| PP |
162-22 |
162-13 |
| S1 |
162-20 |
162-06 |
|