ECBOT 30 Year Treasury Bond Future December 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 |
146-19 |
147-09 |
0-22 |
0.5% |
148-03 |
High |
146-19 |
149-16 |
2-29 |
2.0% |
148-07 |
Low |
145-30 |
147-09 |
1-11 |
0.9% |
145-30 |
Close |
145-30 |
149-09 |
3-11 |
2.3% |
145-30 |
Range |
0-21 |
2-07 |
1-18 |
238.1% |
2-09 |
ATR |
1-09 |
1-14 |
0-05 |
12.6% |
0-00 |
Volume |
35 |
9 |
-26 |
-74.3% |
47 |
|
Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-11 |
154-17 |
150-16 |
|
R3 |
153-04 |
152-10 |
149-29 |
|
R2 |
150-29 |
150-29 |
149-22 |
|
R1 |
150-03 |
150-03 |
149-16 |
150-16 |
PP |
148-22 |
148-22 |
148-22 |
148-28 |
S1 |
147-28 |
147-28 |
149-02 |
148-09 |
S2 |
146-15 |
146-15 |
148-28 |
|
S3 |
144-08 |
145-21 |
148-21 |
|
S4 |
142-01 |
143-14 |
148-02 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153-17 |
152-01 |
147-06 |
|
R3 |
151-08 |
149-24 |
146-18 |
|
R2 |
148-31 |
148-31 |
146-11 |
|
R1 |
147-15 |
147-15 |
146-05 |
147-02 |
PP |
146-22 |
146-22 |
146-22 |
146-16 |
S1 |
145-06 |
145-06 |
145-23 |
144-26 |
S2 |
144-13 |
144-13 |
145-17 |
|
S3 |
142-04 |
142-29 |
145-10 |
|
S4 |
139-27 |
140-20 |
144-22 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
158-30 |
2.618 |
155-10 |
1.618 |
153-03 |
1.000 |
151-23 |
0.618 |
150-28 |
HIGH |
149-16 |
0.618 |
148-21 |
0.500 |
148-12 |
0.382 |
148-04 |
LOW |
147-09 |
0.618 |
145-29 |
1.000 |
145-02 |
1.618 |
143-22 |
2.618 |
141-15 |
4.250 |
137-27 |
|
|
Fisher Pivots for day following 29-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
149-00 |
148-24 |
PP |
148-22 |
148-08 |
S1 |
148-12 |
147-23 |
|