ECBOT 30 Year Treasury Bond Future September 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 |
148-24 |
147-26 |
-0-30 |
-0.6% |
155-00 |
| High |
148-29 |
150-16 |
1-19 |
1.1% |
155-14 |
| Low |
147-16 |
147-17 |
0-01 |
0.0% |
148-19 |
| Close |
147-30 |
150-11 |
2-13 |
1.6% |
149-23 |
| Range |
1-13 |
2-31 |
1-18 |
111.1% |
6-27 |
| ATR |
2-00 |
2-02 |
0-02 |
3.4% |
0-00 |
| Volume |
239,713 |
314,170 |
74,457 |
31.1% |
1,433,788 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-12 |
157-10 |
151-31 |
|
| R3 |
155-13 |
154-11 |
151-05 |
|
| R2 |
152-14 |
152-14 |
150-28 |
|
| R1 |
151-12 |
151-12 |
150-20 |
151-29 |
| PP |
149-15 |
149-15 |
149-15 |
149-23 |
| S1 |
148-13 |
148-13 |
150-02 |
148-30 |
| S2 |
146-16 |
146-16 |
149-26 |
|
| S3 |
143-17 |
145-14 |
149-17 |
|
| S4 |
140-18 |
142-15 |
148-23 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-25 |
167-19 |
153-15 |
|
| R3 |
164-30 |
160-24 |
151-19 |
|
| R2 |
158-03 |
158-03 |
150-31 |
|
| R1 |
153-29 |
153-29 |
150-11 |
152-18 |
| PP |
151-08 |
151-08 |
151-08 |
150-19 |
| S1 |
147-02 |
147-02 |
149-03 |
145-24 |
| S2 |
144-13 |
144-13 |
148-15 |
|
| S3 |
137-18 |
140-07 |
147-27 |
|
| S4 |
130-23 |
133-12 |
145-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-12 |
147-16 |
3-28 |
2.6% |
1-31 |
1.3% |
73% |
False |
False |
244,465 |
| 10 |
155-27 |
147-16 |
8-11 |
5.5% |
2-05 |
1.4% |
34% |
False |
False |
262,352 |
| 20 |
155-27 |
147-16 |
8-11 |
5.5% |
2-00 |
1.3% |
34% |
False |
False |
175,094 |
| 40 |
164-00 |
147-16 |
16-16 |
11.0% |
1-31 |
1.3% |
17% |
False |
False |
87,970 |
| 60 |
165-07 |
147-16 |
17-23 |
11.8% |
1-21 |
1.1% |
16% |
False |
False |
58,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-04 |
|
2.618 |
158-09 |
|
1.618 |
155-10 |
|
1.000 |
153-15 |
|
0.618 |
152-11 |
|
HIGH |
150-16 |
|
0.618 |
149-12 |
|
0.500 |
149-00 |
|
0.382 |
148-21 |
|
LOW |
147-17 |
|
0.618 |
145-22 |
|
1.000 |
144-18 |
|
1.618 |
142-23 |
|
2.618 |
139-24 |
|
4.250 |
134-29 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
149-29 |
149-29 |
| PP |
149-15 |
149-14 |
| S1 |
149-00 |
149-00 |
|