ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
148-27 |
149-29 |
1-02 |
0.7% |
150-20 |
| High |
149-31 |
150-02 |
0-03 |
0.1% |
152-06 |
| Low |
148-25 |
148-28 |
0-03 |
0.1% |
149-06 |
| Close |
149-27 |
149-18 |
-0-09 |
-0.2% |
151-29 |
| Range |
1-06 |
1-06 |
0-00 |
0.0% |
3-00 |
| ATR |
2-00 |
1-30 |
-0-02 |
-2.9% |
0-00 |
| Volume |
228,480 |
230,246 |
1,766 |
0.8% |
1,200,912 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-02 |
152-16 |
150-07 |
|
| R3 |
151-28 |
151-10 |
149-28 |
|
| R2 |
150-22 |
150-22 |
149-25 |
|
| R1 |
150-04 |
150-04 |
149-21 |
149-26 |
| PP |
149-16 |
149-16 |
149-16 |
149-11 |
| S1 |
148-30 |
148-30 |
149-15 |
148-20 |
| S2 |
148-10 |
148-10 |
149-11 |
|
| S3 |
147-04 |
147-24 |
149-08 |
|
| S4 |
145-30 |
146-18 |
148-29 |
|
|
| 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 |
148-05 |
4-01 |
2.7% |
1-23 |
1.1% |
35% |
False |
False |
233,322 |
| 10 |
152-06 |
148-05 |
4-01 |
2.7% |
1-26 |
1.2% |
35% |
False |
False |
238,688 |
| 20 |
155-27 |
147-16 |
8-11 |
5.6% |
2-00 |
1.3% |
25% |
False |
False |
250,520 |
| 40 |
158-15 |
147-16 |
10-31 |
7.3% |
2-02 |
1.4% |
19% |
False |
False |
147,612 |
| 60 |
165-07 |
147-16 |
17-23 |
11.8% |
1-26 |
1.2% |
12% |
False |
False |
98,433 |
| 80 |
165-07 |
147-16 |
17-23 |
11.8% |
1-15 |
1.0% |
12% |
False |
False |
73,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-04 |
|
2.618 |
153-05 |
|
1.618 |
151-31 |
|
1.000 |
151-08 |
|
0.618 |
150-25 |
|
HIGH |
150-02 |
|
0.618 |
149-19 |
|
0.500 |
149-15 |
|
0.382 |
149-11 |
|
LOW |
148-28 |
|
0.618 |
148-05 |
|
1.000 |
147-22 |
|
1.618 |
146-31 |
|
2.618 |
145-25 |
|
4.250 |
143-26 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
149-17 |
149-13 |
| PP |
149-16 |
149-08 |
| S1 |
149-15 |
149-04 |
|