ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
151-24 |
149-19 |
-2-05 |
-1.4% |
150-20 |
| High |
151-25 |
149-23 |
-2-02 |
-1.4% |
152-06 |
| Low |
149-11 |
148-05 |
-1-06 |
-0.8% |
149-06 |
| Close |
149-23 |
148-26 |
-0-29 |
-0.6% |
151-29 |
| Range |
2-14 |
1-18 |
-0-28 |
-35.9% |
3-00 |
| ATR |
2-03 |
2-02 |
-0-01 |
-1.8% |
0-00 |
| Volume |
206,879 |
279,517 |
72,638 |
35.1% |
1,200,912 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-19 |
152-24 |
149-22 |
|
| R3 |
152-01 |
151-06 |
149-08 |
|
| R2 |
150-15 |
150-15 |
149-03 |
|
| R1 |
149-20 |
149-20 |
148-31 |
149-08 |
| PP |
148-29 |
148-29 |
148-29 |
148-23 |
| S1 |
148-02 |
148-02 |
148-21 |
147-22 |
| S2 |
147-11 |
147-11 |
148-17 |
|
| S3 |
145-25 |
146-16 |
148-12 |
|
| S4 |
144-07 |
144-30 |
147-30 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-03 |
159-00 |
153-18 |
|
| R3 |
157-03 |
156-00 |
152-23 |
|
| R2 |
154-03 |
154-03 |
152-15 |
|
| R1 |
153-00 |
153-00 |
152-06 |
153-18 |
| PP |
151-03 |
151-03 |
151-03 |
151-12 |
| S1 |
150-00 |
150-00 |
151-20 |
150-18 |
| S2 |
148-03 |
148-03 |
151-11 |
|
| S3 |
145-03 |
147-00 |
151-03 |
|
| S4 |
142-03 |
144-00 |
150-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-06 |
148-05 |
4-01 |
2.7% |
2-08 |
1.5% |
16% |
False |
True |
260,193 |
| 10 |
152-06 |
147-16 |
4-22 |
3.1% |
2-01 |
1.4% |
28% |
False |
False |
248,204 |
| 20 |
155-27 |
147-16 |
8-11 |
5.6% |
2-00 |
1.3% |
16% |
False |
False |
254,066 |
| 40 |
160-31 |
147-16 |
13-15 |
9.1% |
2-03 |
1.4% |
10% |
False |
False |
136,157 |
| 60 |
165-07 |
147-16 |
17-23 |
11.9% |
1-26 |
1.2% |
7% |
False |
False |
90,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-12 |
|
2.618 |
153-26 |
|
1.618 |
152-08 |
|
1.000 |
151-09 |
|
0.618 |
150-22 |
|
HIGH |
149-23 |
|
0.618 |
149-04 |
|
0.500 |
148-30 |
|
0.382 |
148-24 |
|
LOW |
148-05 |
|
0.618 |
147-06 |
|
1.000 |
146-19 |
|
1.618 |
145-20 |
|
2.618 |
144-02 |
|
4.250 |
141-16 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
148-30 |
150-06 |
| PP |
148-29 |
149-23 |
| S1 |
148-27 |
149-08 |
|