ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
166-29 |
168-13 |
1-16 |
0.9% |
164-18 |
| High |
168-23 |
168-31 |
0-08 |
0.1% |
169-15 |
| Low |
166-29 |
166-16 |
-0-13 |
-0.2% |
163-29 |
| Close |
167-24 |
167-00 |
-0-24 |
-0.4% |
167-01 |
| Range |
1-26 |
2-15 |
0-21 |
36.2% |
5-18 |
| ATR |
1-31 |
2-01 |
0-01 |
1.8% |
0-00 |
| Volume |
402 |
136 |
-266 |
-66.2% |
1,194 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-29 |
173-13 |
168-11 |
|
| R3 |
172-14 |
170-30 |
167-22 |
|
| R2 |
169-31 |
169-31 |
167-14 |
|
| R1 |
168-15 |
168-15 |
167-07 |
168-00 |
| PP |
167-16 |
167-16 |
167-16 |
167-08 |
| S1 |
166-00 |
166-00 |
166-25 |
165-16 |
| S2 |
165-01 |
165-01 |
166-18 |
|
| S3 |
162-18 |
163-17 |
166-10 |
|
| S4 |
160-03 |
161-02 |
165-21 |
|
|
| 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 |
164-22 |
4-25 |
2.9% |
2-25 |
1.7% |
48% |
False |
False |
254 |
| 10 |
169-15 |
162-17 |
6-30 |
4.2% |
2-07 |
1.3% |
64% |
False |
False |
273 |
| 20 |
169-15 |
156-08 |
13-07 |
7.9% |
1-31 |
1.2% |
81% |
False |
False |
211 |
| 40 |
169-15 |
150-23 |
18-24 |
11.2% |
1-19 |
1.0% |
87% |
False |
False |
152 |
| 60 |
169-15 |
149-05 |
20-10 |
12.2% |
1-09 |
0.8% |
88% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179-15 |
|
2.618 |
175-14 |
|
1.618 |
172-31 |
|
1.000 |
171-14 |
|
0.618 |
170-16 |
|
HIGH |
168-31 |
|
0.618 |
168-01 |
|
0.500 |
167-24 |
|
0.382 |
167-14 |
|
LOW |
166-16 |
|
0.618 |
164-31 |
|
1.000 |
164-01 |
|
1.618 |
162-16 |
|
2.618 |
160-01 |
|
4.250 |
156-00 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
167-24 |
168-00 |
| PP |
167-16 |
167-21 |
| S1 |
167-08 |
167-10 |
|