ECBOT 30 Year Treasury Bond Future September 2015
Trading Metrics calculated at close of trading on 27-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
159-25 |
160-22 |
0-29 |
0.6% |
163-12 |
High |
161-14 |
161-17 |
0-03 |
0.1% |
163-14 |
Low |
159-25 |
160-15 |
0-22 |
0.4% |
159-22 |
Close |
161-01 |
161-10 |
0-09 |
0.2% |
161-01 |
Range |
1-21 |
1-02 |
-0-19 |
-35.8% |
3-24 |
ATR |
1-13 |
1-12 |
-0-01 |
-1.7% |
0-00 |
Volume |
35 |
320 |
285 |
814.3% |
338 |
|
Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164-09 |
163-28 |
161-29 |
|
R3 |
163-07 |
162-26 |
161-19 |
|
R2 |
162-05 |
162-05 |
161-16 |
|
R1 |
161-24 |
161-24 |
161-13 |
161-30 |
PP |
161-03 |
161-03 |
161-03 |
161-07 |
S1 |
160-22 |
160-22 |
161-07 |
160-28 |
S2 |
160-01 |
160-01 |
161-04 |
|
S3 |
158-31 |
159-20 |
161-01 |
|
S4 |
157-29 |
158-18 |
160-23 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172-20 |
170-19 |
163-03 |
|
R3 |
168-28 |
166-27 |
162-02 |
|
R2 |
165-04 |
165-04 |
161-23 |
|
R1 |
163-03 |
163-03 |
161-12 |
162-08 |
PP |
161-12 |
161-12 |
161-12 |
160-31 |
S1 |
159-11 |
159-11 |
160-22 |
158-16 |
S2 |
157-20 |
157-20 |
160-11 |
|
S3 |
153-28 |
155-19 |
160-00 |
|
S4 |
150-04 |
151-27 |
158-31 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
166-02 |
2.618 |
164-10 |
1.618 |
163-08 |
1.000 |
162-19 |
0.618 |
162-06 |
HIGH |
161-17 |
0.618 |
161-04 |
0.500 |
161-00 |
0.382 |
160-28 |
LOW |
160-15 |
0.618 |
159-26 |
1.000 |
159-13 |
1.618 |
158-24 |
2.618 |
157-22 |
4.250 |
155-30 |
|
|
Fisher Pivots for day following 27-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
161-07 |
161-02 |
PP |
161-03 |
160-27 |
S1 |
161-00 |
160-20 |
|