ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 29-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
162-27 |
160-21 |
-2-06 |
-1.3% |
164-29 |
| High |
163-01 |
161-05 |
-1-28 |
-1.2% |
165-11 |
| Low |
160-19 |
158-22 |
-1-29 |
-1.2% |
160-31 |
| Close |
161-15 |
159-28 |
-1-19 |
-1.0% |
162-18 |
| Range |
2-14 |
2-15 |
0-01 |
1.3% |
4-12 |
| ATR |
1-28 |
1-30 |
0-02 |
3.5% |
0-00 |
| Volume |
229,252 |
348,595 |
119,343 |
52.1% |
1,132,561 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-10 |
166-02 |
161-07 |
|
| R3 |
164-27 |
163-19 |
160-18 |
|
| R2 |
162-12 |
162-12 |
160-10 |
|
| R1 |
161-04 |
161-04 |
160-03 |
160-16 |
| PP |
159-29 |
159-29 |
159-29 |
159-19 |
| S1 |
158-21 |
158-21 |
159-21 |
158-02 |
| S2 |
157-14 |
157-14 |
159-14 |
|
| S3 |
154-31 |
156-06 |
159-06 |
|
| S4 |
152-16 |
153-23 |
158-17 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176-03 |
173-22 |
164-31 |
|
| R3 |
171-23 |
169-10 |
163-24 |
|
| R2 |
167-11 |
167-11 |
163-12 |
|
| R1 |
164-30 |
164-30 |
162-31 |
163-30 |
| PP |
162-31 |
162-31 |
162-31 |
162-15 |
| S1 |
160-18 |
160-18 |
162-05 |
159-18 |
| S2 |
158-19 |
158-19 |
161-24 |
|
| S3 |
154-07 |
156-06 |
161-12 |
|
| S4 |
149-27 |
151-26 |
160-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-09 |
158-22 |
4-19 |
2.9% |
1-28 |
1.2% |
26% |
False |
True |
237,573 |
| 10 |
165-19 |
158-22 |
6-29 |
4.3% |
1-31 |
1.2% |
17% |
False |
True |
241,665 |
| 20 |
166-21 |
158-22 |
7-31 |
5.0% |
1-30 |
1.2% |
15% |
False |
True |
216,035 |
| 40 |
166-21 |
154-27 |
11-26 |
7.4% |
1-26 |
1.1% |
43% |
False |
False |
219,287 |
| 60 |
169-18 |
154-27 |
14-23 |
9.2% |
1-29 |
1.2% |
34% |
False |
False |
173,838 |
| 80 |
171-09 |
154-27 |
16-14 |
10.3% |
2-00 |
1.2% |
31% |
False |
False |
130,499 |
| 100 |
171-09 |
152-23 |
18-18 |
11.6% |
1-28 |
1.2% |
39% |
False |
False |
104,419 |
| 120 |
171-09 |
149-05 |
22-04 |
13.8% |
1-23 |
1.1% |
48% |
False |
False |
87,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-21 |
|
2.618 |
167-20 |
|
1.618 |
165-05 |
|
1.000 |
163-20 |
|
0.618 |
162-22 |
|
HIGH |
161-05 |
|
0.618 |
160-07 |
|
0.500 |
159-30 |
|
0.382 |
159-20 |
|
LOW |
158-22 |
|
0.618 |
157-05 |
|
1.000 |
156-07 |
|
1.618 |
154-22 |
|
2.618 |
152-07 |
|
4.250 |
148-06 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
159-30 |
161-00 |
| PP |
159-29 |
160-20 |
| S1 |
159-28 |
160-08 |
|