ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
169-03 |
166-29 |
-2-06 |
-1.3% |
164-18 |
| High |
169-15 |
168-23 |
-0-24 |
-0.4% |
169-15 |
| Low |
166-22 |
166-29 |
0-07 |
0.1% |
163-29 |
| Close |
167-01 |
167-24 |
0-23 |
0.4% |
167-01 |
| Range |
2-25 |
1-26 |
-0-31 |
-34.8% |
5-18 |
| ATR |
2-00 |
1-31 |
0-00 |
-0.7% |
0-00 |
| Volume |
341 |
402 |
61 |
17.9% |
1,194 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-07 |
172-10 |
168-24 |
|
| R3 |
171-13 |
170-16 |
168-08 |
|
| R2 |
169-19 |
169-19 |
168-03 |
|
| R1 |
168-22 |
168-22 |
167-29 |
169-04 |
| PP |
167-25 |
167-25 |
167-25 |
168-01 |
| S1 |
166-28 |
166-28 |
167-19 |
167-10 |
| S2 |
165-31 |
165-31 |
167-13 |
|
| S3 |
164-05 |
165-02 |
167-08 |
|
| S4 |
162-11 |
163-08 |
166-24 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
183-16 |
180-26 |
170-03 |
|
| R3 |
177-30 |
175-08 |
168-18 |
|
| R2 |
172-12 |
172-12 |
168-02 |
|
| R1 |
169-22 |
169-22 |
167-17 |
171-01 |
| PP |
166-26 |
166-26 |
166-26 |
167-15 |
| S1 |
164-04 |
164-04 |
166-17 |
165-15 |
| S2 |
161-08 |
161-08 |
166-00 |
|
| S3 |
155-22 |
158-18 |
165-16 |
|
| S4 |
150-04 |
153-00 |
163-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
169-15 |
164-03 |
5-12 |
3.2% |
2-20 |
1.6% |
68% |
False |
False |
246 |
| 10 |
169-15 |
162-17 |
6-30 |
4.1% |
2-09 |
1.4% |
75% |
False |
False |
304 |
| 20 |
169-15 |
156-08 |
13-07 |
7.9% |
1-30 |
1.1% |
87% |
False |
False |
215 |
| 40 |
169-15 |
150-16 |
18-31 |
11.3% |
1-18 |
0.9% |
91% |
False |
False |
151 |
| 60 |
169-15 |
149-05 |
20-10 |
12.1% |
1-09 |
0.8% |
92% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-14 |
|
2.618 |
173-15 |
|
1.618 |
171-21 |
|
1.000 |
170-17 |
|
0.618 |
169-27 |
|
HIGH |
168-23 |
|
0.618 |
168-01 |
|
0.500 |
167-26 |
|
0.382 |
167-19 |
|
LOW |
166-29 |
|
0.618 |
165-25 |
|
1.000 |
165-03 |
|
1.618 |
163-31 |
|
2.618 |
162-05 |
|
4.250 |
159-06 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
167-26 |
167-20 |
| PP |
167-25 |
167-17 |
| S1 |
167-25 |
167-14 |
|