ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 22-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
150-02 |
151-24 |
1-22 |
1.1% |
150-20 |
| High |
152-06 |
151-25 |
-0-13 |
-0.3% |
152-06 |
| Low |
150-00 |
149-11 |
-0-21 |
-0.4% |
149-06 |
| Close |
151-29 |
149-23 |
-2-06 |
-1.4% |
151-29 |
| Range |
2-06 |
2-14 |
0-08 |
11.4% |
3-00 |
| ATR |
2-02 |
2-03 |
0-01 |
1.7% |
0-00 |
| Volume |
221,490 |
206,879 |
-14,611 |
-6.6% |
1,200,912 |
|
| Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-19 |
156-03 |
151-02 |
|
| R3 |
155-05 |
153-21 |
150-12 |
|
| R2 |
152-23 |
152-23 |
150-05 |
|
| R1 |
151-07 |
151-07 |
149-30 |
150-24 |
| PP |
150-09 |
150-09 |
150-09 |
150-02 |
| S1 |
148-25 |
148-25 |
149-16 |
148-10 |
| S2 |
147-27 |
147-27 |
149-09 |
|
| S3 |
145-13 |
146-11 |
149-02 |
|
| S4 |
142-31 |
143-29 |
148-12 |
|
|
| 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% |
2-06 |
1.5% |
18% |
False |
False |
241,721 |
| 10 |
152-06 |
147-16 |
4-22 |
3.1% |
2-02 |
1.4% |
47% |
False |
False |
241,999 |
| 20 |
155-27 |
147-16 |
8-11 |
5.6% |
2-01 |
1.4% |
27% |
False |
False |
252,946 |
| 40 |
161-17 |
147-16 |
14-01 |
9.4% |
2-03 |
1.4% |
16% |
False |
False |
129,177 |
| 60 |
165-07 |
147-16 |
17-23 |
11.8% |
1-25 |
1.2% |
13% |
False |
False |
86,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-04 |
|
2.618 |
158-05 |
|
1.618 |
155-23 |
|
1.000 |
154-07 |
|
0.618 |
153-09 |
|
HIGH |
151-25 |
|
0.618 |
150-27 |
|
0.500 |
150-18 |
|
0.382 |
150-09 |
|
LOW |
149-11 |
|
0.618 |
147-27 |
|
1.000 |
146-29 |
|
1.618 |
145-13 |
|
2.618 |
142-31 |
|
4.250 |
139-00 |
|
|
| Fisher Pivots for day following 22-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
150-18 |
150-22 |
| PP |
150-09 |
150-12 |
| S1 |
150-00 |
150-01 |
|