ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 26-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
149-29 |
149-08 |
-0-21 |
-0.4% |
151-24 |
| High |
150-02 |
149-16 |
-0-18 |
-0.4% |
151-25 |
| Low |
148-28 |
147-11 |
-1-17 |
-1.0% |
147-11 |
| Close |
149-18 |
147-18 |
-2-00 |
-1.3% |
147-18 |
| Range |
1-06 |
2-05 |
0-31 |
81.6% |
4-14 |
| ATR |
1-30 |
1-31 |
0-01 |
1.0% |
0-00 |
| Volume |
230,246 |
237,259 |
7,013 |
3.0% |
1,182,381 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-19 |
153-08 |
148-24 |
|
| R3 |
152-14 |
151-03 |
148-05 |
|
| R2 |
150-09 |
150-09 |
147-31 |
|
| R1 |
148-30 |
148-30 |
147-24 |
148-17 |
| PP |
148-04 |
148-04 |
148-04 |
147-30 |
| S1 |
146-25 |
146-25 |
147-12 |
146-12 |
| S2 |
145-31 |
145-31 |
147-05 |
|
| S3 |
143-26 |
144-20 |
146-31 |
|
| S4 |
141-21 |
142-15 |
146-12 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-07 |
159-10 |
150-00 |
|
| R3 |
157-25 |
154-28 |
148-25 |
|
| R2 |
153-11 |
153-11 |
148-12 |
|
| R1 |
150-14 |
150-14 |
147-31 |
149-22 |
| PP |
148-29 |
148-29 |
148-29 |
148-16 |
| S1 |
146-00 |
146-00 |
147-05 |
145-08 |
| S2 |
144-15 |
144-15 |
146-24 |
|
| S3 |
140-01 |
141-18 |
146-11 |
|
| S4 |
135-19 |
137-04 |
145-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-25 |
147-11 |
4-14 |
3.0% |
1-23 |
1.2% |
5% |
False |
True |
236,476 |
| 10 |
152-06 |
147-11 |
4-27 |
3.3% |
1-28 |
1.3% |
5% |
False |
True |
238,329 |
| 20 |
155-14 |
147-11 |
8-03 |
5.5% |
2-01 |
1.4% |
3% |
False |
True |
249,194 |
| 40 |
158-01 |
147-11 |
10-22 |
7.2% |
2-02 |
1.4% |
2% |
False |
True |
153,536 |
| 60 |
165-07 |
147-11 |
17-28 |
12.1% |
1-26 |
1.2% |
1% |
False |
True |
102,386 |
| 80 |
165-07 |
147-11 |
17-28 |
12.1% |
1-16 |
1.0% |
1% |
False |
True |
76,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-21 |
|
2.618 |
155-05 |
|
1.618 |
153-00 |
|
1.000 |
151-21 |
|
0.618 |
150-27 |
|
HIGH |
149-16 |
|
0.618 |
148-22 |
|
0.500 |
148-14 |
|
0.382 |
148-05 |
|
LOW |
147-11 |
|
0.618 |
146-00 |
|
1.000 |
145-06 |
|
1.618 |
143-27 |
|
2.618 |
141-22 |
|
4.250 |
138-06 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
148-14 |
148-22 |
| PP |
148-04 |
148-10 |
| S1 |
147-27 |
147-30 |
|