ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
151-17 |
150-04 |
-1-13 |
-0.9% |
156-17 |
| High |
152-00 |
150-04 |
-1-28 |
-1.2% |
157-00 |
| Low |
149-28 |
149-02 |
-0-26 |
-0.5% |
150-07 |
| Close |
150-21 |
149-15 |
-1-06 |
-0.8% |
151-08 |
| Range |
2-04 |
1-02 |
-1-02 |
-50.0% |
6-25 |
| ATR |
2-03 |
2-01 |
-0-01 |
-1.7% |
0-00 |
| Volume |
2,246 |
1,511 |
-735 |
-32.7% |
75,135 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-24 |
152-05 |
150-02 |
|
| R3 |
151-22 |
151-03 |
149-24 |
|
| R2 |
150-20 |
150-20 |
149-21 |
|
| R1 |
150-01 |
150-01 |
149-18 |
149-26 |
| PP |
149-18 |
149-18 |
149-18 |
149-14 |
| S1 |
148-31 |
148-31 |
149-12 |
148-24 |
| S2 |
148-16 |
148-16 |
149-09 |
|
| S3 |
147-14 |
147-29 |
149-06 |
|
| S4 |
146-12 |
146-27 |
148-28 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-05 |
169-00 |
154-31 |
|
| R3 |
166-12 |
162-07 |
153-04 |
|
| R2 |
159-19 |
159-19 |
152-16 |
|
| R1 |
155-14 |
155-14 |
151-28 |
154-04 |
| PP |
152-26 |
152-26 |
152-26 |
152-06 |
| S1 |
148-21 |
148-21 |
150-20 |
147-11 |
| S2 |
146-01 |
146-01 |
150-00 |
|
| S3 |
139-08 |
141-28 |
149-12 |
|
| S4 |
132-15 |
135-03 |
147-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-05 |
149-02 |
4-03 |
2.7% |
1-27 |
1.2% |
10% |
False |
True |
4,503 |
| 10 |
157-12 |
149-02 |
8-10 |
5.6% |
1-28 |
1.2% |
5% |
False |
True |
39,478 |
| 20 |
157-12 |
149-02 |
8-10 |
5.6% |
1-31 |
1.3% |
5% |
False |
True |
175,639 |
| 40 |
165-19 |
149-02 |
16-17 |
11.1% |
2-02 |
1.4% |
2% |
False |
True |
217,467 |
| 60 |
166-21 |
149-02 |
17-19 |
11.8% |
1-31 |
1.3% |
2% |
False |
True |
210,171 |
| 80 |
166-21 |
149-02 |
17-19 |
11.8% |
1-31 |
1.3% |
2% |
False |
True |
206,077 |
| 100 |
171-09 |
149-02 |
22-07 |
14.9% |
2-00 |
1.3% |
2% |
False |
True |
165,072 |
| 120 |
171-09 |
149-02 |
22-07 |
14.9% |
1-31 |
1.3% |
2% |
False |
True |
137,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-20 |
|
2.618 |
152-29 |
|
1.618 |
151-27 |
|
1.000 |
151-06 |
|
0.618 |
150-25 |
|
HIGH |
150-04 |
|
0.618 |
149-23 |
|
0.500 |
149-19 |
|
0.382 |
149-15 |
|
LOW |
149-02 |
|
0.618 |
148-13 |
|
1.000 |
148-00 |
|
1.618 |
147-11 |
|
2.618 |
146-09 |
|
4.250 |
144-18 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
149-19 |
150-17 |
| PP |
149-18 |
150-06 |
| S1 |
149-16 |
149-26 |
|