ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 16-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
150-20 |
150-23 |
0-03 |
0.1% |
149-21 |
| High |
151-26 |
151-23 |
-0-03 |
-0.1% |
151-22 |
| Low |
150-06 |
150-15 |
0-09 |
0.2% |
147-16 |
| Close |
150-21 |
151-16 |
0-27 |
0.6% |
150-15 |
| Range |
1-20 |
1-08 |
-0-12 |
-23.1% |
4-06 |
| ATR |
2-01 |
1-31 |
-0-02 |
-2.7% |
0-00 |
| Volume |
199,184 |
187,155 |
-12,029 |
-6.0% |
1,166,800 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-31 |
154-16 |
152-06 |
|
| R3 |
153-23 |
153-08 |
151-27 |
|
| R2 |
152-15 |
152-15 |
151-23 |
|
| R1 |
152-00 |
152-00 |
151-20 |
152-08 |
| PP |
151-07 |
151-07 |
151-07 |
151-11 |
| S1 |
150-24 |
150-24 |
151-12 |
151-00 |
| S2 |
149-31 |
149-31 |
151-09 |
|
| S3 |
148-23 |
149-16 |
151-05 |
|
| S4 |
147-15 |
148-08 |
150-26 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-14 |
160-21 |
152-25 |
|
| R3 |
158-08 |
156-15 |
151-20 |
|
| R2 |
154-02 |
154-02 |
151-08 |
|
| R1 |
152-09 |
152-09 |
150-27 |
153-06 |
| PP |
149-28 |
149-28 |
149-28 |
150-11 |
| S1 |
148-03 |
148-03 |
150-03 |
149-00 |
| S2 |
145-22 |
145-22 |
149-22 |
|
| S3 |
141-16 |
143-29 |
149-10 |
|
| S4 |
137-10 |
139-23 |
148-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-26 |
147-16 |
4-10 |
2.8% |
1-25 |
1.2% |
93% |
False |
False |
236,215 |
| 10 |
152-02 |
147-16 |
4-18 |
3.0% |
2-01 |
1.3% |
88% |
False |
False |
247,656 |
| 20 |
155-27 |
147-16 |
8-11 |
5.5% |
1-29 |
1.3% |
48% |
False |
False |
205,189 |
| 40 |
162-20 |
147-16 |
15-04 |
10.0% |
1-31 |
1.3% |
26% |
False |
False |
103,647 |
| 60 |
165-07 |
147-16 |
17-23 |
11.7% |
1-23 |
1.1% |
23% |
False |
False |
69,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-01 |
|
2.618 |
155-00 |
|
1.618 |
153-24 |
|
1.000 |
152-31 |
|
0.618 |
152-16 |
|
HIGH |
151-23 |
|
0.618 |
151-08 |
|
0.500 |
151-03 |
|
0.382 |
150-30 |
|
LOW |
150-15 |
|
0.618 |
149-22 |
|
1.000 |
149-07 |
|
1.618 |
148-14 |
|
2.618 |
147-06 |
|
4.250 |
145-05 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
151-12 |
151-10 |
| PP |
151-07 |
151-03 |
| S1 |
151-03 |
150-28 |
|