ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 30-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
160-21 |
159-19 |
-1-02 |
-0.7% |
164-29 |
High |
161-05 |
160-01 |
-1-04 |
-0.7% |
165-11 |
Low |
158-22 |
158-08 |
-0-14 |
-0.3% |
160-31 |
Close |
159-28 |
159-19 |
-0-09 |
-0.2% |
162-18 |
Range |
2-15 |
1-25 |
-0-22 |
-27.8% |
4-12 |
ATR |
1-30 |
1-30 |
0-00 |
-0.6% |
0-00 |
Volume |
348,595 |
339,035 |
-9,560 |
-2.7% |
1,132,561 |
|
Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164-20 |
163-29 |
160-18 |
|
R3 |
162-27 |
162-04 |
160-03 |
|
R2 |
161-02 |
161-02 |
159-29 |
|
R1 |
160-11 |
160-11 |
159-24 |
160-16 |
PP |
159-09 |
159-09 |
159-09 |
159-12 |
S1 |
158-18 |
158-18 |
159-14 |
158-22 |
S2 |
157-16 |
157-16 |
159-09 |
|
S3 |
155-23 |
156-25 |
159-03 |
|
S4 |
153-30 |
155-00 |
158-20 |
|
|
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 |
163-09 |
158-08 |
5-01 |
3.2% |
1-31 |
1.2% |
27% |
False |
True |
252,351 |
10 |
165-19 |
158-08 |
7-11 |
4.6% |
1-31 |
1.2% |
18% |
False |
True |
246,515 |
20 |
166-21 |
158-08 |
8-13 |
5.3% |
1-28 |
1.2% |
16% |
False |
True |
221,462 |
40 |
166-21 |
154-27 |
11-26 |
7.4% |
1-27 |
1.2% |
40% |
False |
False |
222,195 |
60 |
168-11 |
154-27 |
13-16 |
8.5% |
1-28 |
1.2% |
35% |
False |
False |
179,474 |
80 |
171-09 |
154-27 |
16-14 |
10.3% |
1-31 |
1.2% |
29% |
False |
False |
134,734 |
100 |
171-09 |
152-23 |
18-18 |
11.6% |
1-29 |
1.2% |
37% |
False |
False |
107,808 |
120 |
171-09 |
149-05 |
22-04 |
13.9% |
1-23 |
1.1% |
47% |
False |
False |
89,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167-19 |
2.618 |
164-22 |
1.618 |
162-29 |
1.000 |
161-26 |
0.618 |
161-04 |
HIGH |
160-01 |
0.618 |
159-11 |
0.500 |
159-04 |
0.382 |
158-30 |
LOW |
158-08 |
0.618 |
157-05 |
1.000 |
156-15 |
1.618 |
155-12 |
2.618 |
153-19 |
4.250 |
150-22 |
|
|
Fisher Pivots for day following 30-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
159-14 |
160-20 |
PP |
159-09 |
160-09 |
S1 |
159-04 |
159-30 |
|