ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 01-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
163-23 |
164-01 |
0-10 |
0.2% |
164-07 |
| High |
164-05 |
166-11 |
2-06 |
1.3% |
165-27 |
| Low |
163-05 |
163-18 |
0-13 |
0.2% |
162-08 |
| Close |
163-28 |
165-26 |
1-30 |
1.2% |
164-13 |
| Range |
1-00 |
2-25 |
1-25 |
178.1% |
3-19 |
| ATR |
1-25 |
1-27 |
0-02 |
4.1% |
0-00 |
| Volume |
208,298 |
230,483 |
22,185 |
10.7% |
1,008,741 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-19 |
172-15 |
167-11 |
|
| R3 |
170-26 |
169-22 |
166-18 |
|
| R2 |
168-01 |
168-01 |
166-10 |
|
| R1 |
166-29 |
166-29 |
166-02 |
167-15 |
| PP |
165-08 |
165-08 |
165-08 |
165-16 |
| S1 |
164-04 |
164-04 |
165-18 |
164-22 |
| S2 |
162-15 |
162-15 |
165-10 |
|
| S3 |
159-22 |
161-11 |
165-02 |
|
| S4 |
156-29 |
158-18 |
164-09 |
|
|
| 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 |
166-11 |
162-08 |
4-03 |
2.5% |
1-31 |
1.2% |
87% |
True |
False |
211,859 |
| 10 |
166-11 |
162-08 |
4-03 |
2.5% |
1-21 |
1.0% |
87% |
True |
False |
198,316 |
| 20 |
166-11 |
154-27 |
11-16 |
6.9% |
1-26 |
1.1% |
95% |
True |
False |
222,927 |
| 40 |
168-11 |
154-27 |
13-16 |
8.1% |
1-28 |
1.1% |
81% |
False |
False |
158,480 |
| 60 |
171-09 |
154-27 |
16-14 |
9.9% |
2-00 |
1.2% |
67% |
False |
False |
105,825 |
| 80 |
171-09 |
152-23 |
18-18 |
11.2% |
1-29 |
1.1% |
71% |
False |
False |
79,395 |
| 100 |
171-09 |
149-05 |
22-04 |
13.3% |
1-22 |
1.0% |
75% |
False |
False |
63,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
178-05 |
|
2.618 |
173-20 |
|
1.618 |
170-27 |
|
1.000 |
169-04 |
|
0.618 |
168-02 |
|
HIGH |
166-11 |
|
0.618 |
165-09 |
|
0.500 |
164-30 |
|
0.382 |
164-20 |
|
LOW |
163-18 |
|
0.618 |
161-27 |
|
1.000 |
160-25 |
|
1.618 |
159-02 |
|
2.618 |
156-09 |
|
4.250 |
151-24 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
165-17 |
165-15 |
| PP |
165-08 |
165-03 |
| S1 |
164-30 |
164-24 |
|