ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
162-07 |
161-15 |
-0-24 |
-0.5% |
159-08 |
| High |
163-04 |
162-01 |
-1-03 |
-0.7% |
163-04 |
| Low |
161-09 |
161-00 |
-0-09 |
-0.2% |
159-03 |
| Close |
161-29 |
161-27 |
-0-02 |
0.0% |
161-27 |
| Range |
1-27 |
1-01 |
-0-26 |
-44.1% |
4-01 |
| ATR |
2-04 |
2-01 |
-0-02 |
-3.7% |
0-00 |
| Volume |
271,283 |
343,481 |
72,198 |
26.6% |
1,080,887 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-23 |
164-10 |
162-13 |
|
| R3 |
163-22 |
163-09 |
162-04 |
|
| R2 |
162-21 |
162-21 |
162-01 |
|
| R1 |
162-08 |
162-08 |
161-30 |
162-14 |
| PP |
161-20 |
161-20 |
161-20 |
161-23 |
| S1 |
161-07 |
161-07 |
161-24 |
161-14 |
| S2 |
160-19 |
160-19 |
161-21 |
|
| S3 |
159-18 |
160-06 |
161-18 |
|
| S4 |
158-17 |
159-05 |
161-09 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-14 |
171-22 |
164-02 |
|
| R3 |
169-13 |
167-21 |
162-30 |
|
| R2 |
165-12 |
165-12 |
162-19 |
|
| R1 |
163-20 |
163-20 |
162-07 |
164-16 |
| PP |
161-11 |
161-11 |
161-11 |
161-26 |
| S1 |
159-19 |
159-19 |
161-15 |
160-15 |
| S2 |
157-10 |
157-10 |
161-03 |
|
| S3 |
153-09 |
155-18 |
160-24 |
|
| S4 |
149-08 |
151-17 |
159-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-04 |
159-03 |
4-01 |
2.5% |
1-27 |
1.1% |
68% |
False |
False |
216,177 |
| 10 |
163-14 |
158-26 |
4-20 |
2.9% |
2-00 |
1.2% |
66% |
False |
False |
110,921 |
| 20 |
171-09 |
158-26 |
12-15 |
7.7% |
2-01 |
1.3% |
24% |
False |
False |
56,132 |
| 40 |
171-09 |
158-26 |
12-15 |
7.7% |
2-05 |
1.3% |
24% |
False |
False |
28,250 |
| 60 |
171-09 |
152-02 |
19-07 |
11.9% |
1-28 |
1.2% |
51% |
False |
False |
18,862 |
| 80 |
171-09 |
149-05 |
22-04 |
13.7% |
1-19 |
1.0% |
57% |
False |
False |
14,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-13 |
|
2.618 |
164-23 |
|
1.618 |
163-22 |
|
1.000 |
163-02 |
|
0.618 |
162-21 |
|
HIGH |
162-01 |
|
0.618 |
161-20 |
|
0.500 |
161-16 |
|
0.382 |
161-13 |
|
LOW |
161-00 |
|
0.618 |
160-12 |
|
1.000 |
159-31 |
|
1.618 |
159-11 |
|
2.618 |
158-10 |
|
4.250 |
156-20 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
161-24 |
162-02 |
| PP |
161-20 |
162-00 |
| S1 |
161-16 |
161-29 |
|