ECBOT 30 Year Treasury Bond Future September 2015
Trading Metrics calculated at close of trading on 29-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
149-08 |
149-24 |
0-16 |
0.3% |
151-24 |
High |
149-16 |
151-22 |
2-06 |
1.5% |
151-25 |
Low |
147-11 |
149-07 |
1-28 |
1.3% |
147-11 |
Close |
147-18 |
150-29 |
3-11 |
2.3% |
147-18 |
Range |
2-05 |
2-15 |
0-10 |
14.5% |
4-14 |
ATR |
1-31 |
2-04 |
0-05 |
7.8% |
0-00 |
Volume |
237,259 |
330,270 |
93,011 |
39.2% |
1,182,381 |
|
Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158-00 |
156-30 |
152-08 |
|
R3 |
155-17 |
154-15 |
151-19 |
|
R2 |
153-02 |
153-02 |
151-11 |
|
R1 |
152-00 |
152-00 |
151-04 |
152-17 |
PP |
150-19 |
150-19 |
150-19 |
150-28 |
S1 |
149-17 |
149-17 |
150-22 |
150-02 |
S2 |
148-04 |
148-04 |
150-15 |
|
S3 |
145-21 |
147-02 |
150-07 |
|
S4 |
143-06 |
144-19 |
149-18 |
|
|
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 |
151-22 |
147-11 |
4-11 |
2.9% |
1-23 |
1.1% |
82% |
True |
False |
261,154 |
10 |
152-06 |
147-11 |
4-27 |
3.2% |
1-30 |
1.3% |
74% |
False |
False |
251,437 |
20 |
153-28 |
147-11 |
6-17 |
4.3% |
2-01 |
1.4% |
55% |
False |
False |
252,976 |
40 |
156-19 |
147-11 |
9-08 |
6.1% |
2-02 |
1.4% |
39% |
False |
False |
161,758 |
60 |
164-04 |
147-11 |
16-25 |
11.1% |
1-27 |
1.2% |
21% |
False |
False |
107,890 |
80 |
165-07 |
147-11 |
17-28 |
11.8% |
1-17 |
1.0% |
20% |
False |
False |
80,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162-06 |
2.618 |
158-05 |
1.618 |
155-22 |
1.000 |
154-05 |
0.618 |
153-07 |
HIGH |
151-22 |
0.618 |
150-24 |
0.500 |
150-14 |
0.382 |
150-05 |
LOW |
149-07 |
0.618 |
147-22 |
1.000 |
146-24 |
1.618 |
145-07 |
2.618 |
142-24 |
4.250 |
138-23 |
|
|
Fisher Pivots for day following 29-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
150-24 |
150-14 |
PP |
150-19 |
149-31 |
S1 |
150-14 |
149-16 |
|