ECBOT 30 Year Treasury Bond Future December 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 |
147-09 |
149-17 |
2-08 |
1.5% |
148-03 |
High |
149-16 |
149-25 |
0-09 |
0.2% |
148-07 |
Low |
147-09 |
148-16 |
1-07 |
0.8% |
145-30 |
Close |
149-09 |
149-07 |
-0-02 |
0.0% |
145-30 |
Range |
2-07 |
1-09 |
-0-30 |
-42.3% |
2-09 |
ATR |
1-14 |
1-14 |
0-00 |
-0.8% |
0-00 |
Volume |
9 |
4 |
-5 |
-55.6% |
47 |
|
Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153-00 |
152-13 |
149-30 |
|
R3 |
151-23 |
151-04 |
149-18 |
|
R2 |
150-14 |
150-14 |
149-15 |
|
R1 |
149-27 |
149-27 |
149-11 |
149-16 |
PP |
149-05 |
149-05 |
149-05 |
149-00 |
S1 |
148-18 |
148-18 |
149-03 |
148-07 |
S2 |
147-28 |
147-28 |
148-31 |
|
S3 |
146-19 |
147-09 |
148-28 |
|
S4 |
145-10 |
146-00 |
148-16 |
|
|
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 |
155-07 |
2.618 |
153-04 |
1.618 |
151-27 |
1.000 |
151-02 |
0.618 |
150-18 |
HIGH |
149-25 |
0.618 |
149-09 |
0.500 |
149-04 |
0.382 |
149-00 |
LOW |
148-16 |
0.618 |
147-23 |
1.000 |
147-07 |
1.618 |
146-14 |
2.618 |
145-05 |
4.250 |
143-02 |
|
|
Fisher Pivots for day following 30-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
149-06 |
148-24 |
PP |
149-05 |
148-10 |
S1 |
149-04 |
147-28 |
|