ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
162-26 |
162-24 |
-0-02 |
0.0% |
171-01 |
| High |
163-17 |
163-28 |
0-11 |
0.2% |
171-04 |
| Low |
162-07 |
161-20 |
-0-19 |
-0.4% |
163-01 |
| Close |
163-12 |
163-07 |
-0-05 |
-0.1% |
164-10 |
| Range |
1-10 |
2-08 |
0-30 |
71.4% |
8-03 |
| ATR |
2-05 |
2-05 |
0-00 |
0.3% |
0-00 |
| Volume |
1,169 |
4,000 |
2,831 |
242.2% |
4,970 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-21 |
168-22 |
164-15 |
|
| R3 |
167-13 |
166-14 |
163-27 |
|
| R2 |
165-05 |
165-05 |
163-20 |
|
| R1 |
164-06 |
164-06 |
163-14 |
164-22 |
| PP |
162-29 |
162-29 |
162-29 |
163-05 |
| S1 |
161-30 |
161-30 |
163-00 |
162-14 |
| S2 |
160-21 |
160-21 |
162-26 |
|
| S3 |
158-13 |
159-22 |
162-19 |
|
| S4 |
156-05 |
157-14 |
161-31 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
190-14 |
185-15 |
168-24 |
|
| R3 |
182-11 |
177-12 |
166-17 |
|
| R2 |
174-08 |
174-08 |
165-25 |
|
| R1 |
169-09 |
169-09 |
165-02 |
167-23 |
| PP |
166-05 |
166-05 |
166-05 |
165-12 |
| S1 |
161-06 |
161-06 |
163-18 |
159-20 |
| S2 |
158-02 |
158-02 |
162-27 |
|
| S3 |
149-31 |
153-03 |
162-03 |
|
| S4 |
141-28 |
145-00 |
159-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166-16 |
161-20 |
4-28 |
3.0% |
1-30 |
1.2% |
33% |
False |
True |
1,627 |
| 10 |
171-09 |
161-20 |
9-21 |
5.9% |
2-03 |
1.3% |
17% |
False |
True |
1,343 |
| 20 |
171-09 |
161-20 |
9-21 |
5.9% |
2-09 |
1.4% |
17% |
False |
True |
909 |
| 40 |
171-09 |
156-08 |
15-01 |
9.2% |
2-01 |
1.2% |
46% |
False |
False |
540 |
| 60 |
171-09 |
150-00 |
21-09 |
13.0% |
1-23 |
1.0% |
62% |
False |
False |
388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-14 |
|
2.618 |
169-24 |
|
1.618 |
167-16 |
|
1.000 |
166-04 |
|
0.618 |
165-08 |
|
HIGH |
163-28 |
|
0.618 |
163-00 |
|
0.500 |
162-24 |
|
0.382 |
162-16 |
|
LOW |
161-20 |
|
0.618 |
160-08 |
|
1.000 |
159-12 |
|
1.618 |
158-00 |
|
2.618 |
155-24 |
|
4.250 |
152-02 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
163-02 |
163-02 |
| PP |
162-29 |
162-29 |
| S1 |
162-24 |
162-24 |
|