ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
150-21 |
150-02 |
-0-19 |
-0.4% |
150-20 |
| High |
151-29 |
152-06 |
0-09 |
0.2% |
152-06 |
| Low |
149-06 |
150-00 |
0-26 |
0.5% |
149-06 |
| Close |
149-23 |
151-29 |
2-06 |
1.5% |
151-29 |
| Range |
2-23 |
2-06 |
-0-17 |
-19.5% |
3-00 |
| ATR |
2-01 |
2-02 |
0-01 |
1.5% |
0-00 |
| Volume |
332,126 |
221,490 |
-110,636 |
-33.3% |
1,200,912 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-30 |
157-03 |
153-04 |
|
| R3 |
155-24 |
154-29 |
152-16 |
|
| R2 |
153-18 |
153-18 |
152-10 |
|
| R1 |
152-23 |
152-23 |
152-03 |
153-04 |
| PP |
151-12 |
151-12 |
151-12 |
151-18 |
| S1 |
150-17 |
150-17 |
151-23 |
150-30 |
| S2 |
149-06 |
149-06 |
151-16 |
|
| S3 |
147-00 |
148-11 |
151-10 |
|
| S4 |
144-26 |
146-05 |
150-22 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-03 |
159-00 |
153-18 |
|
| R3 |
157-03 |
156-00 |
152-23 |
|
| R2 |
154-03 |
154-03 |
152-15 |
|
| R1 |
153-00 |
153-00 |
152-06 |
153-18 |
| PP |
151-03 |
151-03 |
151-03 |
151-12 |
| S1 |
150-00 |
150-00 |
151-20 |
150-18 |
| S2 |
148-03 |
148-03 |
151-11 |
|
| S3 |
145-03 |
147-00 |
151-03 |
|
| S4 |
142-03 |
144-00 |
150-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-06 |
149-06 |
3-00 |
2.0% |
2-01 |
1.3% |
91% |
True |
False |
240,182 |
| 10 |
152-06 |
147-16 |
4-22 |
3.1% |
1-30 |
1.3% |
94% |
True |
False |
236,771 |
| 20 |
155-27 |
147-16 |
8-11 |
5.5% |
1-31 |
1.3% |
53% |
False |
False |
244,562 |
| 40 |
161-17 |
147-16 |
14-01 |
9.2% |
2-02 |
1.4% |
31% |
False |
False |
124,006 |
| 60 |
165-07 |
147-16 |
17-23 |
11.7% |
1-25 |
1.2% |
25% |
False |
False |
82,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-16 |
|
2.618 |
157-29 |
|
1.618 |
155-23 |
|
1.000 |
154-12 |
|
0.618 |
153-17 |
|
HIGH |
152-06 |
|
0.618 |
151-11 |
|
0.500 |
151-03 |
|
0.382 |
150-27 |
|
LOW |
150-00 |
|
0.618 |
148-21 |
|
1.000 |
147-26 |
|
1.618 |
146-15 |
|
2.618 |
144-09 |
|
4.250 |
140-22 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
151-20 |
151-16 |
| PP |
151-12 |
151-03 |
| S1 |
151-03 |
150-22 |
|