ECBOT 30 Year Treasury Bond Future September 2015
Trading Metrics calculated at close of trading on 01-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
150-30 |
150-16 |
-0-14 |
-0.3% |
151-24 |
High |
151-16 |
150-21 |
-0-27 |
-0.6% |
151-25 |
Low |
150-01 |
148-13 |
-1-20 |
-1.1% |
147-11 |
Close |
150-27 |
148-27 |
-2-00 |
-1.3% |
147-18 |
Range |
1-15 |
2-08 |
0-25 |
53.2% |
4-14 |
ATR |
2-02 |
2-03 |
0-01 |
1.3% |
0-00 |
Volume |
302,306 |
248,277 |
-54,029 |
-17.9% |
1,182,381 |
|
Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-02 |
154-22 |
150-03 |
|
R3 |
153-26 |
152-14 |
149-15 |
|
R2 |
151-18 |
151-18 |
149-08 |
|
R1 |
150-06 |
150-06 |
149-02 |
149-24 |
PP |
149-10 |
149-10 |
149-10 |
149-02 |
S1 |
147-30 |
147-30 |
148-20 |
147-16 |
S2 |
147-02 |
147-02 |
148-14 |
|
S3 |
144-26 |
145-22 |
148-07 |
|
S4 |
142-18 |
143-14 |
147-19 |
|
|
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% |
1-29 |
1.3% |
35% |
False |
False |
269,671 |
10 |
152-06 |
147-11 |
4-27 |
3.3% |
1-31 |
1.3% |
31% |
False |
False |
261,685 |
20 |
152-06 |
147-11 |
4-27 |
3.3% |
1-31 |
1.3% |
31% |
False |
False |
252,296 |
40 |
155-27 |
147-11 |
8-16 |
5.7% |
2-03 |
1.4% |
18% |
False |
False |
175,506 |
60 |
164-04 |
147-11 |
16-25 |
11.3% |
1-28 |
1.3% |
9% |
False |
False |
117,066 |
80 |
165-07 |
147-11 |
17-28 |
12.0% |
1-19 |
1.1% |
8% |
False |
False |
87,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160-07 |
2.618 |
156-17 |
1.618 |
154-09 |
1.000 |
152-29 |
0.618 |
152-01 |
HIGH |
150-21 |
0.618 |
149-25 |
0.500 |
149-17 |
0.382 |
149-09 |
LOW |
148-13 |
0.618 |
147-01 |
1.000 |
146-05 |
1.618 |
144-25 |
2.618 |
142-17 |
4.250 |
138-27 |
|
|
Fisher Pivots for day following 01-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
149-17 |
150-02 |
PP |
149-10 |
149-21 |
S1 |
149-02 |
149-08 |
|