ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 08-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
163-30 |
164-28 |
0-30 |
0.6% |
164-02 |
| High |
164-31 |
165-07 |
0-08 |
0.2% |
166-21 |
| Low |
163-19 |
163-21 |
0-02 |
0.0% |
163-05 |
| Close |
164-20 |
164-30 |
0-10 |
0.2% |
164-18 |
| Range |
1-12 |
1-18 |
0-06 |
13.6% |
3-16 |
| ATR |
1-28 |
1-27 |
-0-01 |
-1.2% |
0-00 |
| Volume |
165,011 |
197,039 |
32,028 |
19.4% |
754,586 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-09 |
168-22 |
165-26 |
|
| R3 |
167-23 |
167-04 |
165-12 |
|
| R2 |
166-05 |
166-05 |
165-07 |
|
| R1 |
165-18 |
165-18 |
165-03 |
165-28 |
| PP |
164-19 |
164-19 |
164-19 |
164-24 |
| S1 |
164-00 |
164-00 |
164-25 |
164-10 |
| S2 |
163-01 |
163-01 |
164-21 |
|
| S3 |
161-15 |
162-14 |
164-16 |
|
| S4 |
159-29 |
160-28 |
164-02 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-09 |
173-14 |
166-16 |
|
| R3 |
171-25 |
169-30 |
165-17 |
|
| R2 |
168-09 |
168-09 |
165-07 |
|
| R1 |
166-14 |
166-14 |
164-28 |
167-12 |
| PP |
164-25 |
164-25 |
164-25 |
165-08 |
| S1 |
162-30 |
162-30 |
164-08 |
163-28 |
| S2 |
161-09 |
161-09 |
163-29 |
|
| S3 |
157-25 |
159-14 |
163-19 |
|
| S4 |
154-09 |
155-30 |
162-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166-21 |
163-16 |
3-05 |
1.9% |
2-03 |
1.3% |
46% |
False |
False |
174,559 |
| 10 |
166-21 |
162-08 |
4-13 |
2.7% |
1-29 |
1.2% |
61% |
False |
False |
188,537 |
| 20 |
166-21 |
158-01 |
8-20 |
5.2% |
1-23 |
1.0% |
80% |
False |
False |
201,056 |
| 40 |
166-21 |
154-27 |
11-26 |
7.2% |
1-26 |
1.1% |
85% |
False |
False |
174,452 |
| 60 |
171-09 |
154-27 |
16-14 |
10.0% |
2-00 |
1.2% |
61% |
False |
False |
116,506 |
| 80 |
171-09 |
154-27 |
16-14 |
10.0% |
1-29 |
1.2% |
61% |
False |
False |
87,418 |
| 100 |
171-09 |
150-00 |
21-09 |
12.9% |
1-23 |
1.0% |
70% |
False |
False |
69,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-28 |
|
2.618 |
169-10 |
|
1.618 |
167-24 |
|
1.000 |
166-25 |
|
0.618 |
166-06 |
|
HIGH |
165-07 |
|
0.618 |
164-20 |
|
0.500 |
164-14 |
|
0.382 |
164-08 |
|
LOW |
163-21 |
|
0.618 |
162-22 |
|
1.000 |
162-03 |
|
1.618 |
161-04 |
|
2.618 |
159-18 |
|
4.250 |
157-00 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
164-25 |
164-27 |
| PP |
164-19 |
164-24 |
| S1 |
164-14 |
164-21 |
|