ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
150-04 |
149-17 |
-0-19 |
-0.4% |
156-17 |
| High |
150-04 |
152-00 |
1-28 |
1.2% |
157-00 |
| Low |
149-02 |
149-04 |
0-02 |
0.0% |
150-07 |
| Close |
149-15 |
151-28 |
2-13 |
1.6% |
151-08 |
| Range |
1-02 |
2-28 |
1-26 |
170.6% |
6-25 |
| ATR |
2-01 |
2-03 |
0-02 |
2.9% |
0-00 |
| Volume |
1,511 |
2,512 |
1,001 |
66.2% |
75,135 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-20 |
158-20 |
153-15 |
|
| R3 |
156-24 |
155-24 |
152-21 |
|
| R2 |
153-28 |
153-28 |
152-13 |
|
| R1 |
152-28 |
152-28 |
152-04 |
153-12 |
| PP |
151-00 |
151-00 |
151-00 |
151-08 |
| S1 |
150-00 |
150-00 |
151-20 |
150-16 |
| S2 |
148-04 |
148-04 |
151-11 |
|
| S3 |
145-08 |
147-04 |
151-03 |
|
| S4 |
142-12 |
144-08 |
150-09 |
|
|
| 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 |
152-25 |
149-02 |
3-23 |
2.4% |
1-26 |
1.2% |
76% |
False |
False |
2,724 |
| 10 |
157-12 |
149-02 |
8-10 |
5.5% |
2-02 |
1.3% |
34% |
False |
False |
13,846 |
| 20 |
157-12 |
149-02 |
8-10 |
5.5% |
1-31 |
1.3% |
34% |
False |
False |
156,850 |
| 40 |
165-19 |
149-02 |
16-17 |
10.9% |
2-04 |
1.4% |
17% |
False |
False |
212,223 |
| 60 |
166-21 |
149-02 |
17-19 |
11.6% |
2-00 |
1.3% |
16% |
False |
False |
207,254 |
| 80 |
166-21 |
149-02 |
17-19 |
11.6% |
1-31 |
1.3% |
16% |
False |
False |
206,075 |
| 100 |
171-09 |
149-02 |
22-07 |
14.6% |
2-00 |
1.3% |
13% |
False |
False |
165,093 |
| 120 |
171-09 |
149-02 |
22-07 |
14.6% |
2-00 |
1.3% |
13% |
False |
False |
137,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-07 |
|
2.618 |
159-17 |
|
1.618 |
156-21 |
|
1.000 |
154-28 |
|
0.618 |
153-25 |
|
HIGH |
152-00 |
|
0.618 |
150-29 |
|
0.500 |
150-18 |
|
0.382 |
150-07 |
|
LOW |
149-04 |
|
0.618 |
147-11 |
|
1.000 |
146-08 |
|
1.618 |
144-15 |
|
2.618 |
141-19 |
|
4.250 |
136-29 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
151-14 |
151-14 |
| PP |
151-00 |
150-31 |
| S1 |
150-18 |
150-17 |
|