ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
164-11 |
162-27 |
-1-16 |
-0.9% |
164-07 |
| High |
165-07 |
164-15 |
-0-24 |
-0.5% |
165-27 |
| Low |
162-08 |
162-17 |
0-09 |
0.2% |
162-08 |
| Close |
162-13 |
164-13 |
2-00 |
1.2% |
164-13 |
| Range |
2-31 |
1-30 |
-1-01 |
-34.7% |
3-19 |
| ATR |
1-28 |
1-28 |
0-00 |
0.7% |
0-00 |
| Volume |
268,036 |
205,303 |
-62,733 |
-23.4% |
1,008,741 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-20 |
168-30 |
165-15 |
|
| R3 |
167-22 |
167-00 |
164-30 |
|
| R2 |
165-24 |
165-24 |
164-24 |
|
| R1 |
165-02 |
165-02 |
164-19 |
165-13 |
| PP |
163-26 |
163-26 |
163-26 |
163-31 |
| S1 |
163-04 |
163-04 |
164-07 |
163-15 |
| S2 |
161-28 |
161-28 |
164-02 |
|
| S3 |
159-30 |
161-06 |
163-28 |
|
| S4 |
158-00 |
159-08 |
163-11 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-30 |
173-09 |
166-12 |
|
| R3 |
171-11 |
169-22 |
165-13 |
|
| R2 |
167-24 |
167-24 |
165-02 |
|
| R1 |
166-03 |
166-03 |
164-24 |
166-30 |
| PP |
164-05 |
164-05 |
164-05 |
164-19 |
| S1 |
162-16 |
162-16 |
164-02 |
163-10 |
| S2 |
160-18 |
160-18 |
163-24 |
|
| S3 |
156-31 |
158-29 |
163-13 |
|
| S4 |
153-12 |
155-10 |
162-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-27 |
162-08 |
3-19 |
2.2% |
1-26 |
1.1% |
60% |
False |
False |
201,748 |
| 10 |
165-27 |
159-14 |
6-13 |
3.9% |
1-22 |
1.0% |
78% |
False |
False |
201,643 |
| 20 |
165-27 |
154-27 |
11-00 |
6.7% |
1-26 |
1.1% |
87% |
False |
False |
231,707 |
| 40 |
171-09 |
154-27 |
16-14 |
10.0% |
1-29 |
1.2% |
58% |
False |
False |
143,919 |
| 60 |
171-09 |
154-27 |
16-14 |
10.0% |
2-01 |
1.2% |
58% |
False |
False |
96,069 |
| 80 |
171-09 |
152-02 |
19-07 |
11.7% |
1-28 |
1.1% |
64% |
False |
False |
72,073 |
| 100 |
171-09 |
149-05 |
22-04 |
13.5% |
1-21 |
1.0% |
69% |
False |
False |
57,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-22 |
|
2.618 |
169-17 |
|
1.618 |
167-19 |
|
1.000 |
166-13 |
|
0.618 |
165-21 |
|
HIGH |
164-15 |
|
0.618 |
163-23 |
|
0.500 |
163-16 |
|
0.382 |
163-09 |
|
LOW |
162-17 |
|
0.618 |
161-11 |
|
1.000 |
160-19 |
|
1.618 |
159-13 |
|
2.618 |
157-15 |
|
4.250 |
154-10 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
164-03 |
164-09 |
| PP |
163-26 |
164-05 |
| S1 |
163-16 |
164-02 |
|