ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
163-06 |
163-15 |
0-09 |
0.2% |
165-24 |
| High |
164-12 |
163-30 |
-0-14 |
-0.3% |
165-26 |
| Low |
163-00 |
162-19 |
-0-13 |
-0.2% |
162-29 |
| Close |
163-16 |
163-15 |
-0-01 |
0.0% |
163-16 |
| Range |
1-12 |
1-11 |
-0-01 |
-2.3% |
2-29 |
| ATR |
1-27 |
1-26 |
-0-01 |
-2.0% |
0-00 |
| Volume |
171,299 |
164,217 |
-7,082 |
-4.1% |
878,241 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-12 |
166-24 |
164-07 |
|
| R3 |
166-01 |
165-13 |
163-27 |
|
| R2 |
164-22 |
164-22 |
163-23 |
|
| R1 |
164-02 |
164-02 |
163-19 |
164-04 |
| PP |
163-11 |
163-11 |
163-11 |
163-12 |
| S1 |
162-23 |
162-23 |
163-11 |
162-26 |
| S2 |
162-00 |
162-00 |
163-07 |
|
| S3 |
160-21 |
161-12 |
163-03 |
|
| S4 |
159-10 |
160-01 |
162-23 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-25 |
171-02 |
165-03 |
|
| R3 |
169-28 |
168-05 |
164-10 |
|
| R2 |
166-31 |
166-31 |
164-01 |
|
| R1 |
165-08 |
165-08 |
163-25 |
164-21 |
| PP |
164-02 |
164-02 |
164-02 |
163-25 |
| S1 |
162-11 |
162-11 |
163-07 |
161-24 |
| S2 |
161-05 |
161-05 |
162-31 |
|
| S3 |
158-08 |
159-14 |
162-22 |
|
| S4 |
155-11 |
156-17 |
161-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-11 |
162-19 |
2-24 |
1.7% |
1-20 |
1.0% |
32% |
False |
True |
186,163 |
| 10 |
166-21 |
162-19 |
4-02 |
2.5% |
1-24 |
1.1% |
22% |
False |
True |
179,704 |
| 20 |
166-21 |
159-14 |
7-07 |
4.4% |
1-23 |
1.1% |
56% |
False |
False |
190,673 |
| 40 |
166-21 |
154-27 |
11-26 |
7.2% |
1-27 |
1.1% |
73% |
False |
False |
188,510 |
| 60 |
171-09 |
154-27 |
16-14 |
10.1% |
2-00 |
1.2% |
52% |
False |
False |
125,976 |
| 80 |
171-09 |
154-27 |
16-14 |
10.1% |
1-30 |
1.2% |
52% |
False |
False |
94,525 |
| 100 |
171-09 |
150-00 |
21-09 |
13.0% |
1-24 |
1.1% |
63% |
False |
False |
75,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-21 |
|
2.618 |
167-15 |
|
1.618 |
166-04 |
|
1.000 |
165-09 |
|
0.618 |
164-25 |
|
HIGH |
163-30 |
|
0.618 |
163-14 |
|
0.500 |
163-08 |
|
0.382 |
163-03 |
|
LOW |
162-19 |
|
0.618 |
161-24 |
|
1.000 |
161-08 |
|
1.618 |
160-13 |
|
2.618 |
159-02 |
|
4.250 |
156-28 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
163-13 |
163-31 |
| PP |
163-11 |
163-26 |
| S1 |
163-08 |
163-20 |
|