ECBOT 30 Year Treasury Bond Future December 2015
Trading Metrics calculated at close of trading on 12-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
148-01 |
149-10 |
1-09 |
0.9% |
148-11 |
High |
148-23 |
149-10 |
0-19 |
0.4% |
149-10 |
Low |
148-01 |
148-27 |
0-26 |
0.5% |
146-08 |
Close |
148-23 |
148-27 |
0-04 |
0.1% |
148-27 |
Range |
0-22 |
0-15 |
-0-07 |
-31.8% |
3-02 |
ATR |
|
|
|
|
|
Volume |
3 |
2 |
-1 |
-33.3% |
12 |
|
Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150-13 |
150-03 |
149-03 |
|
R3 |
149-30 |
149-20 |
148-31 |
|
R2 |
149-15 |
149-15 |
148-30 |
|
R1 |
149-05 |
149-05 |
148-28 |
149-02 |
PP |
149-00 |
149-00 |
149-00 |
148-31 |
S1 |
148-22 |
148-22 |
148-26 |
148-20 |
S2 |
148-17 |
148-17 |
148-24 |
|
S3 |
148-02 |
148-07 |
148-23 |
|
S4 |
147-19 |
147-24 |
148-19 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-10 |
156-05 |
150-17 |
|
R3 |
154-08 |
153-03 |
149-22 |
|
R2 |
151-06 |
151-06 |
149-13 |
|
R1 |
150-01 |
150-01 |
149-04 |
150-20 |
PP |
148-04 |
148-04 |
148-04 |
148-14 |
S1 |
146-31 |
146-31 |
148-18 |
147-18 |
S2 |
145-02 |
145-02 |
148-09 |
|
S3 |
142-00 |
143-29 |
148-00 |
|
S4 |
138-30 |
140-27 |
147-05 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
151-10 |
2.618 |
150-17 |
1.618 |
150-02 |
1.000 |
149-25 |
0.618 |
149-19 |
HIGH |
149-10 |
0.618 |
149-04 |
0.500 |
149-02 |
0.382 |
149-01 |
LOW |
148-27 |
0.618 |
148-18 |
1.000 |
148-12 |
1.618 |
148-03 |
2.618 |
147-20 |
4.250 |
146-27 |
|
|
Fisher Pivots for day following 12-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
149-02 |
148-16 |
PP |
149-00 |
148-04 |
S1 |
148-30 |
147-25 |
|