ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
149-24 |
150-30 |
1-06 |
0.8% |
151-24 |
| High |
151-22 |
151-16 |
-0-06 |
-0.1% |
151-25 |
| Low |
149-07 |
150-01 |
0-26 |
0.5% |
147-11 |
| Close |
150-29 |
150-27 |
-0-02 |
0.0% |
147-18 |
| Range |
2-15 |
1-15 |
-1-00 |
-40.5% |
4-14 |
| ATR |
2-04 |
2-02 |
-0-01 |
-2.2% |
0-00 |
| Volume |
330,270 |
302,306 |
-27,964 |
-8.5% |
1,182,381 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-06 |
154-16 |
151-21 |
|
| R3 |
153-23 |
153-01 |
151-08 |
|
| R2 |
152-08 |
152-08 |
151-04 |
|
| R1 |
151-18 |
151-18 |
150-31 |
151-06 |
| PP |
150-25 |
150-25 |
150-25 |
150-19 |
| S1 |
150-03 |
150-03 |
150-23 |
149-22 |
| S2 |
149-10 |
149-10 |
150-18 |
|
| S3 |
147-27 |
148-20 |
150-14 |
|
| S4 |
146-12 |
147-05 |
150-01 |
|
|
| 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% |
1-22 |
1.1% |
81% |
False |
False |
265,712 |
| 10 |
152-06 |
147-11 |
4-27 |
3.2% |
1-31 |
1.3% |
72% |
False |
False |
262,953 |
| 20 |
152-06 |
147-11 |
4-27 |
3.2% |
2-00 |
1.3% |
72% |
False |
False |
255,304 |
| 40 |
155-27 |
147-11 |
8-16 |
5.6% |
2-02 |
1.4% |
41% |
False |
False |
169,307 |
| 60 |
164-04 |
147-11 |
16-25 |
11.1% |
1-27 |
1.2% |
21% |
False |
False |
112,928 |
| 80 |
165-07 |
147-11 |
17-28 |
11.9% |
1-18 |
1.0% |
20% |
False |
False |
84,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-24 |
|
2.618 |
155-11 |
|
1.618 |
153-28 |
|
1.000 |
152-31 |
|
0.618 |
152-13 |
|
HIGH |
151-16 |
|
0.618 |
150-30 |
|
0.500 |
150-24 |
|
0.382 |
150-19 |
|
LOW |
150-01 |
|
0.618 |
149-04 |
|
1.000 |
148-18 |
|
1.618 |
147-21 |
|
2.618 |
146-06 |
|
4.250 |
143-25 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
150-26 |
150-13 |
| PP |
150-25 |
149-31 |
| S1 |
150-24 |
149-16 |
|