ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 17-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
152-03 |
153-00 |
0-29 |
0.6% |
151-08 |
| High |
152-31 |
153-00 |
0-01 |
0.0% |
153-06 |
| Low |
152-02 |
151-10 |
-0-24 |
-0.5% |
149-02 |
| Close |
152-30 |
152-18 |
-0-12 |
-0.2% |
152-00 |
| Range |
0-29 |
1-22 |
0-25 |
86.2% |
4-04 |
| ATR |
1-30 |
1-30 |
-0-01 |
-0.9% |
0-00 |
| Volume |
748 |
1,102 |
354 |
47.3% |
8,072 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-11 |
156-21 |
153-16 |
|
| R3 |
155-21 |
154-31 |
153-01 |
|
| R2 |
153-31 |
153-31 |
152-28 |
|
| R1 |
153-09 |
153-09 |
152-23 |
152-25 |
| PP |
152-09 |
152-09 |
152-09 |
152-02 |
| S1 |
151-19 |
151-19 |
152-13 |
151-03 |
| S2 |
150-19 |
150-19 |
152-08 |
|
| S3 |
148-29 |
149-29 |
152-03 |
|
| S4 |
147-07 |
148-07 |
151-20 |
|
|
| 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 |
149-04 |
4-02 |
2.7% |
1-22 |
1.1% |
85% |
False |
False |
1,528 |
| 10 |
153-06 |
149-02 |
4-04 |
2.7% |
1-24 |
1.2% |
85% |
False |
False |
3,015 |
| 20 |
157-12 |
149-02 |
8-10 |
5.4% |
1-25 |
1.2% |
42% |
False |
False |
99,857 |
| 40 |
163-30 |
149-02 |
14-28 |
9.8% |
2-02 |
1.4% |
24% |
False |
False |
189,279 |
| 60 |
166-21 |
149-02 |
17-19 |
11.5% |
2-00 |
1.3% |
20% |
False |
False |
193,447 |
| 80 |
166-21 |
149-02 |
17-19 |
11.5% |
1-30 |
1.3% |
20% |
False |
False |
205,475 |
| 100 |
171-09 |
149-02 |
22-07 |
14.6% |
1-31 |
1.3% |
16% |
False |
False |
165,128 |
| 120 |
171-09 |
149-02 |
22-07 |
14.6% |
1-31 |
1.3% |
16% |
False |
False |
137,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-06 |
|
2.618 |
157-13 |
|
1.618 |
155-23 |
|
1.000 |
154-22 |
|
0.618 |
154-01 |
|
HIGH |
153-00 |
|
0.618 |
152-11 |
|
0.500 |
152-05 |
|
0.382 |
151-31 |
|
LOW |
151-10 |
|
0.618 |
150-09 |
|
1.000 |
149-20 |
|
1.618 |
148-19 |
|
2.618 |
146-29 |
|
4.250 |
144-04 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
152-14 |
152-14 |
| PP |
152-09 |
152-11 |
| S1 |
152-05 |
152-08 |
|