ECBOT 30 Year Treasury Bond Future September 2015
Trading Metrics calculated at close of trading on 24-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
149-19 |
148-27 |
-0-24 |
-0.5% |
150-20 |
High |
149-23 |
149-31 |
0-08 |
0.2% |
152-06 |
Low |
148-05 |
148-25 |
0-20 |
0.4% |
149-06 |
Close |
148-26 |
149-27 |
1-01 |
0.7% |
151-29 |
Range |
1-18 |
1-06 |
-0-12 |
-24.0% |
3-00 |
ATR |
2-02 |
2-00 |
-0-02 |
-3.0% |
0-00 |
Volume |
279,517 |
228,480 |
-51,037 |
-18.3% |
1,200,912 |
|
Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153-03 |
152-21 |
150-16 |
|
R3 |
151-29 |
151-15 |
150-05 |
|
R2 |
150-23 |
150-23 |
150-02 |
|
R1 |
150-09 |
150-09 |
149-30 |
150-16 |
PP |
149-17 |
149-17 |
149-17 |
149-20 |
S1 |
149-03 |
149-03 |
149-24 |
149-10 |
S2 |
148-11 |
148-11 |
149-20 |
|
S3 |
147-05 |
147-29 |
149-17 |
|
S4 |
145-31 |
146-23 |
149-06 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160-03 |
159-00 |
153-18 |
|
R3 |
157-03 |
156-00 |
152-23 |
|
R2 |
154-03 |
154-03 |
152-15 |
|
R1 |
153-00 |
153-00 |
152-06 |
153-18 |
PP |
151-03 |
151-03 |
151-03 |
151-12 |
S1 |
150-00 |
150-00 |
151-20 |
150-18 |
S2 |
148-03 |
148-03 |
151-11 |
|
S3 |
145-03 |
147-00 |
151-03 |
|
S4 |
142-03 |
144-00 |
150-08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152-06 |
148-05 |
4-01 |
2.7% |
2-01 |
1.3% |
42% |
False |
False |
253,698 |
10 |
152-06 |
147-17 |
4-21 |
3.1% |
2-00 |
1.3% |
50% |
False |
False |
247,081 |
20 |
155-27 |
147-16 |
8-11 |
5.6% |
1-31 |
1.3% |
28% |
False |
False |
250,333 |
40 |
159-17 |
147-16 |
12-01 |
8.0% |
2-03 |
1.4% |
19% |
False |
False |
141,866 |
60 |
165-07 |
147-16 |
17-23 |
11.8% |
1-26 |
1.2% |
13% |
False |
False |
94,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155-00 |
2.618 |
153-02 |
1.618 |
151-28 |
1.000 |
151-05 |
0.618 |
150-22 |
HIGH |
149-31 |
0.618 |
149-16 |
0.500 |
149-12 |
0.382 |
149-08 |
LOW |
148-25 |
0.618 |
148-02 |
1.000 |
147-19 |
1.618 |
146-28 |
2.618 |
145-22 |
4.250 |
143-24 |
|
|
Fisher Pivots for day following 24-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
149-22 |
149-31 |
PP |
149-17 |
149-30 |
S1 |
149-12 |
149-28 |
|