ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
149-23 |
148-24 |
-0-31 |
-0.6% |
155-00 |
| High |
150-16 |
148-29 |
-1-19 |
-1.1% |
155-14 |
| Low |
148-11 |
147-16 |
-0-27 |
-0.6% |
148-19 |
| Close |
149-04 |
147-30 |
-1-06 |
-0.8% |
149-23 |
| Range |
2-05 |
1-13 |
-0-24 |
-34.8% |
6-27 |
| ATR |
2-01 |
2-00 |
-0-01 |
-1.4% |
0-00 |
| Volume |
217,463 |
239,713 |
22,250 |
10.2% |
1,433,788 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-11 |
151-17 |
148-23 |
|
| R3 |
150-30 |
150-04 |
148-10 |
|
| R2 |
149-17 |
149-17 |
148-06 |
|
| R1 |
148-23 |
148-23 |
148-02 |
148-14 |
| PP |
148-04 |
148-04 |
148-04 |
147-31 |
| S1 |
147-10 |
147-10 |
147-26 |
147-00 |
| S2 |
146-23 |
146-23 |
147-22 |
|
| S3 |
145-10 |
145-29 |
147-18 |
|
| S4 |
143-29 |
144-16 |
147-05 |
|
|
| 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 |
151-20 |
147-16 |
4-04 |
2.8% |
2-00 |
1.3% |
11% |
False |
True |
245,353 |
| 10 |
155-27 |
147-16 |
8-11 |
5.6% |
1-31 |
1.3% |
5% |
False |
True |
253,586 |
| 20 |
155-27 |
147-16 |
8-11 |
5.6% |
2-00 |
1.3% |
5% |
False |
True |
159,631 |
| 40 |
164-00 |
147-16 |
16-16 |
11.2% |
1-30 |
1.3% |
3% |
False |
True |
80,119 |
| 60 |
165-07 |
147-16 |
17-23 |
12.0% |
1-20 |
1.1% |
2% |
False |
True |
53,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-28 |
|
2.618 |
152-19 |
|
1.618 |
151-06 |
|
1.000 |
150-10 |
|
0.618 |
149-25 |
|
HIGH |
148-29 |
|
0.618 |
148-12 |
|
0.500 |
148-06 |
|
0.382 |
148-01 |
|
LOW |
147-16 |
|
0.618 |
146-20 |
|
1.000 |
146-03 |
|
1.618 |
145-07 |
|
2.618 |
143-26 |
|
4.250 |
141-17 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
148-06 |
149-00 |
| PP |
148-04 |
148-21 |
| S1 |
148-01 |
148-09 |
|