ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
149-21 |
149-23 |
0-02 |
0.0% |
155-00 |
| High |
150-16 |
150-16 |
0-00 |
0.0% |
155-14 |
| Low |
149-17 |
148-11 |
-1-06 |
-0.8% |
148-19 |
| Close |
150-01 |
149-04 |
-0-29 |
-0.6% |
149-23 |
| Range |
0-31 |
2-05 |
1-06 |
122.6% |
6-27 |
| ATR |
2-01 |
2-01 |
0-00 |
0.5% |
0-00 |
| Volume |
154,600 |
217,463 |
62,863 |
40.7% |
1,433,788 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-25 |
154-20 |
150-10 |
|
| R3 |
153-20 |
152-15 |
149-23 |
|
| R2 |
151-15 |
151-15 |
149-17 |
|
| R1 |
150-10 |
150-10 |
149-10 |
149-26 |
| PP |
149-10 |
149-10 |
149-10 |
149-02 |
| S1 |
148-05 |
148-05 |
148-30 |
147-21 |
| S2 |
147-05 |
147-05 |
148-23 |
|
| S3 |
145-00 |
146-00 |
148-17 |
|
| S4 |
142-27 |
143-27 |
147-30 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-25 |
167-19 |
153-15 |
|
| R3 |
164-30 |
160-24 |
151-19 |
|
| R2 |
158-03 |
158-03 |
150-31 |
|
| R1 |
153-29 |
153-29 |
150-11 |
152-18 |
| PP |
151-08 |
151-08 |
151-08 |
150-19 |
| S1 |
147-02 |
147-02 |
149-03 |
145-24 |
| S2 |
144-13 |
144-13 |
148-15 |
|
| S3 |
137-18 |
140-07 |
147-27 |
|
| S4 |
130-23 |
133-12 |
145-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-02 |
148-11 |
3-23 |
2.5% |
2-08 |
1.5% |
21% |
False |
True |
259,098 |
| 10 |
155-27 |
148-11 |
7-16 |
5.0% |
1-31 |
1.3% |
10% |
False |
True |
259,928 |
| 20 |
155-27 |
148-11 |
7-16 |
5.0% |
2-02 |
1.4% |
10% |
False |
True |
147,735 |
| 40 |
164-04 |
148-11 |
15-25 |
10.6% |
1-30 |
1.3% |
5% |
False |
True |
74,126 |
| 60 |
165-07 |
148-11 |
16-28 |
11.3% |
1-19 |
1.1% |
5% |
False |
True |
49,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-21 |
|
2.618 |
156-05 |
|
1.618 |
154-00 |
|
1.000 |
152-21 |
|
0.618 |
151-27 |
|
HIGH |
150-16 |
|
0.618 |
149-22 |
|
0.500 |
149-14 |
|
0.382 |
149-05 |
|
LOW |
148-11 |
|
0.618 |
147-00 |
|
1.000 |
146-06 |
|
1.618 |
144-27 |
|
2.618 |
142-22 |
|
4.250 |
139-06 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
149-14 |
149-28 |
| PP |
149-10 |
149-20 |
| S1 |
149-07 |
149-12 |
|