ECBOT 30 Year Treasury Bond Future December 2015
Trading Metrics calculated at close of trading on 11-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
146-20 |
148-01 |
1-13 |
1.0% |
153-00 |
High |
146-20 |
148-23 |
2-03 |
1.4% |
153-00 |
Low |
146-08 |
148-01 |
1-25 |
1.2% |
148-01 |
Close |
146-08 |
148-23 |
2-15 |
1.7% |
148-01 |
Range |
0-12 |
0-22 |
0-10 |
83.3% |
4-31 |
ATR |
|
|
|
|
|
Volume |
3 |
3 |
0 |
0.0% |
17 |
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150-18 |
150-10 |
149-03 |
|
R3 |
149-28 |
149-20 |
148-29 |
|
R2 |
149-06 |
149-06 |
148-27 |
|
R1 |
148-30 |
148-30 |
148-25 |
149-02 |
PP |
148-16 |
148-16 |
148-16 |
148-18 |
S1 |
148-08 |
148-08 |
148-21 |
148-12 |
S2 |
147-26 |
147-26 |
148-19 |
|
S3 |
147-04 |
147-18 |
148-17 |
|
S4 |
146-14 |
146-28 |
148-11 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164-19 |
161-09 |
150-24 |
|
R3 |
159-20 |
156-10 |
149-13 |
|
R2 |
154-21 |
154-21 |
148-30 |
|
R1 |
151-11 |
151-11 |
148-16 |
150-16 |
PP |
149-22 |
149-22 |
149-22 |
149-09 |
S1 |
146-12 |
146-12 |
147-18 |
145-18 |
S2 |
144-23 |
144-23 |
147-04 |
|
S3 |
139-24 |
141-13 |
146-21 |
|
S4 |
134-25 |
136-14 |
145-10 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
151-20 |
2.618 |
150-17 |
1.618 |
149-27 |
1.000 |
149-13 |
0.618 |
149-05 |
HIGH |
148-23 |
0.618 |
148-15 |
0.500 |
148-12 |
0.382 |
148-09 |
LOW |
148-01 |
0.618 |
147-19 |
1.000 |
147-11 |
1.618 |
146-29 |
2.618 |
146-07 |
4.250 |
145-04 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
148-19 |
148-10 |
PP |
148-16 |
147-29 |
S1 |
148-12 |
147-16 |
|