ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
152-15 |
152-05 |
-0-10 |
-0.2% |
152-04 |
| High |
153-03 |
153-19 |
0-16 |
0.3% |
153-19 |
| Low |
151-00 |
152-04 |
1-04 |
0.7% |
151-00 |
| Close |
151-08 |
153-19 |
2-11 |
1.5% |
153-19 |
| Range |
2-03 |
1-15 |
-0-20 |
-29.9% |
2-19 |
| ATR |
1-30 |
1-31 |
0-01 |
1.5% |
0-00 |
| Volume |
3,401 |
851 |
-2,550 |
-75.0% |
8,472 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-16 |
157-01 |
154-13 |
|
| R3 |
156-01 |
155-18 |
154-00 |
|
| R2 |
154-18 |
154-18 |
153-28 |
|
| R1 |
154-03 |
154-03 |
153-23 |
154-10 |
| PP |
153-03 |
153-03 |
153-03 |
153-07 |
| S1 |
152-20 |
152-20 |
153-15 |
152-28 |
| S2 |
151-20 |
151-20 |
153-10 |
|
| S3 |
150-05 |
151-05 |
153-06 |
|
| S4 |
148-22 |
149-22 |
152-25 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-16 |
159-21 |
155-01 |
|
| R3 |
157-29 |
157-02 |
154-10 |
|
| R2 |
155-10 |
155-10 |
154-02 |
|
| R1 |
154-15 |
154-15 |
153-27 |
154-28 |
| PP |
152-23 |
152-23 |
152-23 |
152-30 |
| S1 |
151-28 |
151-28 |
153-11 |
152-10 |
| S2 |
150-04 |
150-04 |
153-04 |
|
| S3 |
147-17 |
149-09 |
152-28 |
|
| S4 |
144-30 |
146-22 |
152-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-19 |
151-00 |
2-19 |
1.7% |
1-17 |
1.0% |
100% |
True |
False |
1,694 |
| 10 |
153-19 |
149-02 |
4-17 |
3.0% |
1-20 |
1.0% |
100% |
True |
False |
1,654 |
| 20 |
157-12 |
149-02 |
8-10 |
5.4% |
1-26 |
1.2% |
55% |
False |
False |
75,943 |
| 40 |
163-09 |
149-02 |
14-07 |
9.3% |
2-02 |
1.3% |
32% |
False |
False |
175,110 |
| 60 |
166-21 |
149-02 |
17-19 |
11.5% |
2-00 |
1.3% |
26% |
False |
False |
187,186 |
| 80 |
166-21 |
149-02 |
17-19 |
11.5% |
1-30 |
1.3% |
26% |
False |
False |
200,084 |
| 100 |
171-09 |
149-02 |
22-07 |
14.5% |
1-31 |
1.3% |
20% |
False |
False |
165,160 |
| 120 |
171-09 |
149-02 |
22-07 |
14.5% |
2-00 |
1.3% |
20% |
False |
False |
137,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-27 |
|
2.618 |
157-14 |
|
1.618 |
155-31 |
|
1.000 |
155-02 |
|
0.618 |
154-16 |
|
HIGH |
153-19 |
|
0.618 |
153-01 |
|
0.500 |
152-28 |
|
0.382 |
152-22 |
|
LOW |
152-04 |
|
0.618 |
151-07 |
|
1.000 |
150-21 |
|
1.618 |
149-24 |
|
2.618 |
148-09 |
|
4.250 |
145-28 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-11 |
153-05 |
| PP |
153-03 |
152-23 |
| S1 |
152-28 |
152-10 |
|