ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 18-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
153-00 |
152-15 |
-0-17 |
-0.3% |
151-08 |
| High |
153-00 |
153-03 |
0-03 |
0.1% |
153-06 |
| Low |
151-10 |
151-00 |
-0-10 |
-0.2% |
149-02 |
| Close |
152-18 |
151-08 |
-1-10 |
-0.9% |
152-00 |
| Range |
1-22 |
2-03 |
0-13 |
24.1% |
4-04 |
| ATR |
1-30 |
1-30 |
0-00 |
0.6% |
0-00 |
| Volume |
1,102 |
3,401 |
2,299 |
208.6% |
8,072 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-02 |
156-24 |
152-13 |
|
| R3 |
155-31 |
154-21 |
151-26 |
|
| R2 |
153-28 |
153-28 |
151-20 |
|
| R1 |
152-18 |
152-18 |
151-14 |
152-06 |
| PP |
151-25 |
151-25 |
151-25 |
151-19 |
| S1 |
150-15 |
150-15 |
151-02 |
150-02 |
| S2 |
149-22 |
149-22 |
150-28 |
|
| S3 |
147-19 |
148-12 |
150-22 |
|
| S4 |
145-16 |
146-09 |
150-03 |
|
|
| 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 |
151-00 |
2-06 |
1.4% |
1-17 |
1.0% |
11% |
False |
True |
1,705 |
| 10 |
153-06 |
149-02 |
4-04 |
2.7% |
1-22 |
1.1% |
53% |
False |
False |
2,214 |
| 20 |
157-12 |
149-02 |
8-10 |
5.5% |
1-26 |
1.2% |
26% |
False |
False |
88,065 |
| 40 |
163-09 |
149-02 |
14-07 |
9.4% |
2-02 |
1.4% |
15% |
False |
False |
181,717 |
| 60 |
166-21 |
149-02 |
17-19 |
11.6% |
2-00 |
1.3% |
12% |
False |
False |
190,235 |
| 80 |
166-21 |
149-02 |
17-19 |
11.6% |
1-29 |
1.3% |
12% |
False |
False |
204,429 |
| 100 |
171-09 |
149-02 |
22-07 |
14.7% |
1-31 |
1.3% |
10% |
False |
False |
165,158 |
| 120 |
171-09 |
149-02 |
22-07 |
14.7% |
2-00 |
1.3% |
10% |
False |
False |
137,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-00 |
|
2.618 |
158-18 |
|
1.618 |
156-15 |
|
1.000 |
155-06 |
|
0.618 |
154-12 |
|
HIGH |
153-03 |
|
0.618 |
152-09 |
|
0.500 |
152-02 |
|
0.382 |
151-26 |
|
LOW |
151-00 |
|
0.618 |
149-23 |
|
1.000 |
148-29 |
|
1.618 |
147-20 |
|
2.618 |
145-17 |
|
4.250 |
142-03 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
152-02 |
152-02 |
| PP |
151-25 |
151-25 |
| S1 |
151-16 |
151-16 |
|