ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
150-13 |
150-20 |
0-07 |
0.1% |
149-21 |
| High |
151-22 |
151-26 |
0-04 |
0.1% |
151-22 |
| Low |
149-31 |
150-06 |
0-07 |
0.1% |
147-16 |
| Close |
150-15 |
150-21 |
0-06 |
0.1% |
150-15 |
| Range |
1-23 |
1-20 |
-0-03 |
-5.5% |
4-06 |
| ATR |
2-02 |
2-01 |
-0-01 |
-1.5% |
0-00 |
| Volume |
240,854 |
199,184 |
-41,670 |
-17.3% |
1,166,800 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-24 |
154-27 |
151-18 |
|
| R3 |
154-04 |
153-07 |
151-03 |
|
| R2 |
152-16 |
152-16 |
150-31 |
|
| R1 |
151-19 |
151-19 |
150-26 |
152-02 |
| PP |
150-28 |
150-28 |
150-28 |
151-04 |
| S1 |
149-31 |
149-31 |
150-16 |
150-14 |
| S2 |
149-08 |
149-08 |
150-11 |
|
| S3 |
147-20 |
148-11 |
150-07 |
|
| S4 |
146-00 |
146-23 |
149-24 |
|
|
| 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 |
151-26 |
147-16 |
4-10 |
2.9% |
1-31 |
1.3% |
73% |
True |
False |
242,276 |
| 10 |
153-28 |
147-16 |
6-12 |
4.2% |
2-05 |
1.4% |
50% |
False |
False |
254,514 |
| 20 |
155-27 |
147-16 |
8-11 |
5.5% |
1-30 |
1.3% |
38% |
False |
False |
196,003 |
| 40 |
163-14 |
147-16 |
15-30 |
10.6% |
1-31 |
1.3% |
20% |
False |
False |
98,970 |
| 60 |
165-07 |
147-16 |
17-23 |
11.8% |
1-22 |
1.1% |
18% |
False |
False |
65,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-23 |
|
2.618 |
156-02 |
|
1.618 |
154-14 |
|
1.000 |
153-14 |
|
0.618 |
152-26 |
|
HIGH |
151-26 |
|
0.618 |
151-06 |
|
0.500 |
151-00 |
|
0.382 |
150-26 |
|
LOW |
150-06 |
|
0.618 |
149-06 |
|
1.000 |
148-18 |
|
1.618 |
147-18 |
|
2.618 |
145-30 |
|
4.250 |
143-09 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
151-00 |
150-10 |
| PP |
150-28 |
150-00 |
| S1 |
150-25 |
149-22 |
|