ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
168-10 |
170-21 |
2-11 |
1.4% |
166-29 |
| High |
170-27 |
170-21 |
-0-06 |
-0.1% |
169-02 |
| Low |
168-02 |
168-14 |
0-12 |
0.2% |
164-11 |
| Close |
170-15 |
169-07 |
-1-08 |
-0.7% |
168-10 |
| Range |
2-25 |
2-07 |
-0-18 |
-20.2% |
4-23 |
| ATR |
2-06 |
2-06 |
0-00 |
0.1% |
0-00 |
| Volume |
493 |
907 |
414 |
84.0% |
1,652 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176-03 |
174-28 |
170-14 |
|
| R3 |
173-28 |
172-21 |
169-27 |
|
| R2 |
171-21 |
171-21 |
169-20 |
|
| R1 |
170-14 |
170-14 |
169-14 |
169-30 |
| PP |
169-14 |
169-14 |
169-14 |
169-06 |
| S1 |
168-07 |
168-07 |
169-00 |
167-23 |
| S2 |
167-07 |
167-07 |
168-26 |
|
| S3 |
165-00 |
166-00 |
168-19 |
|
| S4 |
162-25 |
163-25 |
168-00 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181-13 |
179-18 |
170-29 |
|
| R3 |
176-22 |
174-27 |
169-20 |
|
| R2 |
171-31 |
171-31 |
169-06 |
|
| R1 |
170-04 |
170-04 |
168-24 |
171-02 |
| PP |
167-08 |
167-08 |
167-08 |
167-22 |
| S1 |
165-13 |
165-13 |
167-28 |
166-10 |
| S2 |
162-17 |
162-17 |
167-14 |
|
| S3 |
157-26 |
160-22 |
167-00 |
|
| S4 |
153-03 |
155-31 |
165-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
170-27 |
167-19 |
3-08 |
1.9% |
2-02 |
1.2% |
50% |
False |
False |
621 |
| 10 |
170-27 |
164-11 |
6-16 |
3.8% |
2-16 |
1.5% |
75% |
False |
False |
474 |
| 20 |
170-27 |
158-28 |
11-31 |
7.1% |
2-08 |
1.3% |
86% |
False |
False |
368 |
| 40 |
170-27 |
152-02 |
18-25 |
11.1% |
1-26 |
1.1% |
91% |
False |
False |
228 |
| 60 |
170-27 |
149-05 |
21-22 |
12.8% |
1-15 |
0.9% |
93% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
180-03 |
|
2.618 |
176-15 |
|
1.618 |
174-08 |
|
1.000 |
172-28 |
|
0.618 |
172-01 |
|
HIGH |
170-21 |
|
0.618 |
169-26 |
|
0.500 |
169-18 |
|
0.382 |
169-09 |
|
LOW |
168-14 |
|
0.618 |
167-02 |
|
1.000 |
166-07 |
|
1.618 |
164-27 |
|
2.618 |
162-20 |
|
4.250 |
159-00 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
169-18 |
169-14 |
| PP |
169-14 |
169-12 |
| S1 |
169-10 |
169-10 |
|