ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 28-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
162-25 |
162-27 |
0-02 |
0.0% |
164-29 |
| High |
163-09 |
163-01 |
-0-08 |
-0.2% |
165-11 |
| Low |
161-30 |
160-19 |
-1-11 |
-0.8% |
160-31 |
| Close |
162-27 |
161-15 |
-1-12 |
-0.8% |
162-18 |
| Range |
1-11 |
2-14 |
1-03 |
81.4% |
4-12 |
| ATR |
1-27 |
1-28 |
0-01 |
2.4% |
0-00 |
| Volume |
147,941 |
229,252 |
81,311 |
55.0% |
1,132,561 |
|
| Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-00 |
167-22 |
162-26 |
|
| R3 |
166-18 |
165-08 |
162-04 |
|
| R2 |
164-04 |
164-04 |
161-29 |
|
| R1 |
162-26 |
162-26 |
161-22 |
162-08 |
| PP |
161-22 |
161-22 |
161-22 |
161-14 |
| S1 |
160-12 |
160-12 |
161-08 |
159-26 |
| S2 |
159-08 |
159-08 |
161-01 |
|
| S3 |
156-26 |
157-30 |
160-26 |
|
| S4 |
154-12 |
155-16 |
160-04 |
|
|
| 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 |
163-30 |
160-19 |
3-11 |
2.1% |
1-31 |
1.2% |
26% |
False |
True |
229,027 |
| 10 |
165-19 |
160-19 |
5-00 |
3.1% |
1-27 |
1.1% |
18% |
False |
True |
228,031 |
| 20 |
166-21 |
160-19 |
6-02 |
3.8% |
1-28 |
1.2% |
14% |
False |
True |
209,020 |
| 40 |
166-21 |
154-27 |
11-26 |
7.3% |
1-25 |
1.1% |
56% |
False |
False |
217,436 |
| 60 |
171-04 |
154-27 |
16-09 |
10.1% |
1-28 |
1.2% |
41% |
False |
False |
168,059 |
| 80 |
171-09 |
154-27 |
16-14 |
10.2% |
2-00 |
1.2% |
40% |
False |
False |
126,143 |
| 100 |
171-09 |
152-02 |
19-07 |
11.9% |
1-28 |
1.2% |
49% |
False |
False |
100,934 |
| 120 |
171-09 |
149-05 |
22-04 |
13.7% |
1-22 |
1.0% |
56% |
False |
False |
84,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-12 |
|
2.618 |
169-13 |
|
1.618 |
166-31 |
|
1.000 |
165-15 |
|
0.618 |
164-17 |
|
HIGH |
163-01 |
|
0.618 |
162-03 |
|
0.500 |
161-26 |
|
0.382 |
161-17 |
|
LOW |
160-19 |
|
0.618 |
159-03 |
|
1.000 |
158-05 |
|
1.618 |
156-21 |
|
2.618 |
154-07 |
|
4.250 |
150-08 |
|
|
| Fisher Pivots for day following 28-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
161-26 |
161-30 |
| PP |
161-22 |
161-25 |
| S1 |
161-19 |
161-20 |
|