ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
147-26 |
150-13 |
2-19 |
1.8% |
149-21 |
| High |
150-16 |
151-22 |
1-06 |
0.8% |
151-22 |
| Low |
147-17 |
149-31 |
2-14 |
1.7% |
147-16 |
| Close |
150-11 |
150-15 |
0-04 |
0.1% |
150-15 |
| Range |
2-31 |
1-23 |
-1-08 |
-42.1% |
4-06 |
| ATR |
2-02 |
2-02 |
-0-01 |
-1.2% |
0-00 |
| Volume |
314,170 |
240,854 |
-73,316 |
-23.3% |
1,166,800 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-28 |
154-28 |
151-13 |
|
| R3 |
154-05 |
153-05 |
150-30 |
|
| R2 |
152-14 |
152-14 |
150-25 |
|
| R1 |
151-14 |
151-14 |
150-20 |
151-30 |
| PP |
150-23 |
150-23 |
150-23 |
150-30 |
| S1 |
149-23 |
149-23 |
150-10 |
150-07 |
| S2 |
149-00 |
149-00 |
150-05 |
|
| S3 |
147-09 |
148-00 |
150-00 |
|
| S4 |
145-18 |
146-09 |
149-17 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-14 |
160-21 |
152-25 |
|
| R3 |
158-08 |
156-15 |
151-20 |
|
| R2 |
154-02 |
154-02 |
151-08 |
|
| R1 |
152-09 |
152-09 |
150-27 |
153-06 |
| PP |
149-28 |
149-28 |
149-28 |
150-11 |
| S1 |
148-03 |
148-03 |
150-03 |
149-00 |
| S2 |
145-22 |
145-22 |
149-22 |
|
| S3 |
141-16 |
143-29 |
149-10 |
|
| S4 |
137-10 |
139-23 |
148-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-22 |
147-16 |
4-06 |
2.8% |
1-27 |
1.2% |
71% |
True |
False |
233,360 |
| 10 |
155-14 |
147-16 |
7-30 |
5.3% |
2-07 |
1.5% |
37% |
False |
False |
260,058 |
| 20 |
155-27 |
147-16 |
8-11 |
5.5% |
2-00 |
1.3% |
36% |
False |
False |
186,779 |
| 40 |
164-00 |
147-16 |
16-16 |
11.0% |
2-00 |
1.3% |
18% |
False |
False |
93,991 |
| 60 |
165-07 |
147-16 |
17-23 |
11.8% |
1-21 |
1.1% |
17% |
False |
False |
62,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-00 |
|
2.618 |
156-06 |
|
1.618 |
154-15 |
|
1.000 |
153-13 |
|
0.618 |
152-24 |
|
HIGH |
151-22 |
|
0.618 |
151-01 |
|
0.500 |
150-26 |
|
0.382 |
150-20 |
|
LOW |
149-31 |
|
0.618 |
148-29 |
|
1.000 |
148-08 |
|
1.618 |
147-06 |
|
2.618 |
145-15 |
|
4.250 |
142-21 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
150-26 |
150-06 |
| PP |
150-23 |
149-28 |
| S1 |
150-19 |
149-19 |
|