ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 16-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
152-04 |
152-03 |
-0-01 |
0.0% |
151-08 |
| High |
153-05 |
152-31 |
-0-06 |
-0.1% |
153-06 |
| Low |
151-23 |
152-02 |
0-11 |
0.2% |
149-02 |
| Close |
152-04 |
152-30 |
0-26 |
0.5% |
152-00 |
| Range |
1-14 |
0-29 |
-0-17 |
-37.0% |
4-04 |
| ATR |
2-01 |
1-30 |
-0-03 |
-3.9% |
0-00 |
| Volume |
2,370 |
748 |
-1,622 |
-68.4% |
8,072 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-12 |
155-02 |
153-14 |
|
| R3 |
154-15 |
154-05 |
153-06 |
|
| R2 |
153-18 |
153-18 |
153-03 |
|
| R1 |
153-08 |
153-08 |
153-01 |
153-13 |
| PP |
152-21 |
152-21 |
152-21 |
152-24 |
| S1 |
152-11 |
152-11 |
152-27 |
152-16 |
| S2 |
151-24 |
151-24 |
152-25 |
|
| S3 |
150-27 |
151-14 |
152-22 |
|
| S4 |
149-30 |
150-17 |
152-14 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-25 |
162-01 |
154-09 |
|
| R3 |
159-21 |
157-29 |
153-04 |
|
| R2 |
155-17 |
155-17 |
152-24 |
|
| R1 |
153-25 |
153-25 |
152-12 |
154-21 |
| PP |
151-13 |
151-13 |
151-13 |
151-28 |
| S1 |
149-21 |
149-21 |
151-20 |
150-17 |
| S2 |
147-09 |
147-09 |
151-08 |
|
| S3 |
143-05 |
145-17 |
150-28 |
|
| S4 |
139-01 |
141-13 |
149-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-06 |
149-02 |
4-04 |
2.7% |
1-18 |
1.0% |
94% |
False |
False |
1,609 |
| 10 |
153-17 |
149-02 |
4-15 |
2.9% |
1-28 |
1.2% |
87% |
False |
False |
4,147 |
| 20 |
157-12 |
149-02 |
8-10 |
5.4% |
1-26 |
1.2% |
47% |
False |
False |
115,888 |
| 40 |
164-24 |
149-02 |
15-22 |
10.3% |
2-02 |
1.4% |
25% |
False |
False |
193,547 |
| 60 |
166-21 |
149-02 |
17-19 |
11.5% |
1-31 |
1.3% |
22% |
False |
False |
196,020 |
| 80 |
166-21 |
149-02 |
17-19 |
11.5% |
1-30 |
1.3% |
22% |
False |
False |
205,844 |
| 100 |
171-09 |
149-02 |
22-07 |
14.5% |
1-31 |
1.3% |
17% |
False |
False |
165,124 |
| 120 |
171-09 |
149-02 |
22-07 |
14.5% |
2-00 |
1.3% |
17% |
False |
False |
137,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-26 |
|
2.618 |
155-11 |
|
1.618 |
154-14 |
|
1.000 |
153-28 |
|
0.618 |
153-17 |
|
HIGH |
152-31 |
|
0.618 |
152-20 |
|
0.500 |
152-16 |
|
0.382 |
152-13 |
|
LOW |
152-02 |
|
0.618 |
151-16 |
|
1.000 |
151-05 |
|
1.618 |
150-19 |
|
2.618 |
149-22 |
|
4.250 |
148-07 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
152-26 |
152-24 |
| PP |
152-21 |
152-18 |
| S1 |
152-16 |
152-12 |
|