ECBOT 30 Year Treasury Bond Future September 2015
Trading Metrics calculated at close of trading on 18-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
151-22 |
150-21 |
-1-01 |
-0.7% |
149-21 |
High |
151-28 |
151-29 |
0-01 |
0.0% |
151-22 |
Low |
149-18 |
149-06 |
-0-12 |
-0.3% |
147-16 |
Close |
151-03 |
149-23 |
-1-12 |
-0.9% |
150-15 |
Range |
2-10 |
2-23 |
0-13 |
17.6% |
4-06 |
ATR |
2-00 |
2-01 |
0-02 |
2.6% |
0-00 |
Volume |
260,957 |
332,126 |
71,169 |
27.3% |
1,166,800 |
|
Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158-14 |
156-25 |
151-07 |
|
R3 |
155-23 |
154-02 |
150-15 |
|
R2 |
153-00 |
153-00 |
150-07 |
|
R1 |
151-11 |
151-11 |
149-31 |
150-26 |
PP |
150-09 |
150-09 |
150-09 |
150-00 |
S1 |
148-20 |
148-20 |
149-15 |
148-03 |
S2 |
147-18 |
147-18 |
149-07 |
|
S3 |
144-27 |
145-29 |
148-31 |
|
S4 |
142-04 |
143-06 |
148-07 |
|
|
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 |
151-29 |
149-06 |
2-23 |
1.8% |
1-30 |
1.3% |
20% |
True |
True |
244,055 |
10 |
151-29 |
147-16 |
4-13 |
2.9% |
1-30 |
1.3% |
50% |
True |
False |
244,260 |
20 |
155-27 |
147-16 |
8-11 |
5.6% |
1-31 |
1.3% |
27% |
False |
False |
234,189 |
40 |
161-17 |
147-16 |
14-01 |
9.4% |
2-01 |
1.4% |
16% |
False |
False |
118,473 |
60 |
165-07 |
147-16 |
17-23 |
11.8% |
1-24 |
1.2% |
13% |
False |
False |
78,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163-15 |
2.618 |
159-01 |
1.618 |
156-10 |
1.000 |
154-20 |
0.618 |
153-19 |
HIGH |
151-29 |
0.618 |
150-28 |
0.500 |
150-18 |
0.382 |
150-07 |
LOW |
149-06 |
0.618 |
147-16 |
1.000 |
146-15 |
1.618 |
144-25 |
2.618 |
142-02 |
4.250 |
137-20 |
|
|
Fisher Pivots for day following 18-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
150-18 |
150-18 |
PP |
150-09 |
150-09 |
S1 |
150-00 |
150-00 |
|