ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
151-08 |
151-17 |
0-09 |
0.2% |
156-17 |
| High |
151-30 |
152-00 |
0-02 |
0.0% |
157-00 |
| Low |
151-03 |
149-28 |
-1-07 |
-0.8% |
150-07 |
| Close |
151-18 |
150-21 |
-0-29 |
-0.6% |
151-08 |
| Range |
0-27 |
2-04 |
1-09 |
151.9% |
6-25 |
| ATR |
2-03 |
2-03 |
0-00 |
0.2% |
0-00 |
| Volume |
895 |
2,246 |
1,351 |
150.9% |
75,135 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-07 |
156-02 |
151-26 |
|
| R3 |
155-03 |
153-30 |
151-08 |
|
| R2 |
152-31 |
152-31 |
151-01 |
|
| R1 |
151-26 |
151-26 |
150-27 |
151-10 |
| PP |
150-27 |
150-27 |
150-27 |
150-19 |
| S1 |
149-22 |
149-22 |
150-15 |
149-06 |
| S2 |
148-23 |
148-23 |
150-09 |
|
| S3 |
146-19 |
147-18 |
150-02 |
|
| S4 |
144-15 |
145-14 |
149-16 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-05 |
169-00 |
154-31 |
|
| R3 |
166-12 |
162-07 |
153-04 |
|
| R2 |
159-19 |
159-19 |
152-16 |
|
| R1 |
155-14 |
155-14 |
151-28 |
154-04 |
| PP |
152-26 |
152-26 |
152-26 |
152-06 |
| S1 |
148-21 |
148-21 |
150-20 |
147-11 |
| S2 |
146-01 |
146-01 |
150-00 |
|
| S3 |
139-08 |
141-28 |
149-12 |
|
| S4 |
132-15 |
135-03 |
147-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-17 |
149-28 |
3-21 |
2.4% |
2-05 |
1.4% |
21% |
False |
True |
6,685 |
| 10 |
157-12 |
149-28 |
7-16 |
5.0% |
1-29 |
1.3% |
10% |
False |
True |
79,753 |
| 20 |
157-12 |
149-28 |
7-16 |
5.0% |
2-02 |
1.4% |
10% |
False |
True |
193,217 |
| 40 |
165-26 |
149-28 |
15-30 |
10.6% |
2-03 |
1.4% |
5% |
False |
True |
223,685 |
| 60 |
166-21 |
149-28 |
16-25 |
11.1% |
1-31 |
1.3% |
5% |
False |
True |
212,681 |
| 80 |
166-21 |
149-28 |
16-25 |
11.1% |
1-31 |
1.3% |
5% |
False |
True |
206,097 |
| 100 |
171-09 |
149-28 |
21-13 |
14.2% |
2-01 |
1.4% |
4% |
False |
True |
165,059 |
| 120 |
171-09 |
149-28 |
21-13 |
14.2% |
2-00 |
1.3% |
4% |
False |
True |
137,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-01 |
|
2.618 |
157-18 |
|
1.618 |
155-14 |
|
1.000 |
154-04 |
|
0.618 |
153-10 |
|
HIGH |
152-00 |
|
0.618 |
151-06 |
|
0.500 |
150-30 |
|
0.382 |
150-22 |
|
LOW |
149-28 |
|
0.618 |
148-18 |
|
1.000 |
147-24 |
|
1.618 |
146-14 |
|
2.618 |
144-10 |
|
4.250 |
140-27 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
150-30 |
151-10 |
| PP |
150-27 |
151-03 |
| S1 |
150-24 |
150-28 |
|