ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 01-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
| Open |
159-19 |
159-22 |
0-03 |
0.1% |
162-25 |
| High |
160-01 |
159-26 |
-0-07 |
-0.1% |
163-09 |
| Low |
158-08 |
157-14 |
-0-26 |
-0.5% |
157-14 |
| Close |
159-19 |
157-20 |
-1-31 |
-1.2% |
157-20 |
| Range |
1-25 |
2-12 |
0-19 |
33.3% |
5-27 |
| ATR |
1-30 |
1-31 |
0-01 |
1.7% |
0-00 |
| Volume |
339,035 |
179,775 |
-159,260 |
-47.0% |
1,244,598 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-13 |
163-29 |
158-30 |
|
| R3 |
163-01 |
161-17 |
158-09 |
|
| R2 |
160-21 |
160-21 |
158-02 |
|
| R1 |
159-05 |
159-05 |
157-27 |
158-23 |
| PP |
158-09 |
158-09 |
158-09 |
158-02 |
| S1 |
156-25 |
156-25 |
157-13 |
156-11 |
| S2 |
155-29 |
155-29 |
157-06 |
|
| S3 |
153-17 |
154-13 |
156-31 |
|
| S4 |
151-05 |
152-01 |
156-10 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176-31 |
173-05 |
160-27 |
|
| R3 |
171-04 |
167-10 |
159-07 |
|
| R2 |
165-09 |
165-09 |
158-22 |
|
| R1 |
161-15 |
161-15 |
158-05 |
160-14 |
| PP |
159-14 |
159-14 |
159-14 |
158-30 |
| S1 |
155-20 |
155-20 |
157-03 |
154-20 |
| S2 |
153-19 |
153-19 |
156-18 |
|
| S3 |
147-24 |
149-25 |
156-01 |
|
| S4 |
141-29 |
143-30 |
154-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-09 |
157-14 |
5-27 |
3.7% |
2-03 |
1.3% |
3% |
False |
True |
248,919 |
| 10 |
165-11 |
157-14 |
7-29 |
5.0% |
1-31 |
1.3% |
2% |
False |
True |
237,715 |
| 20 |
165-26 |
157-14 |
8-12 |
5.3% |
1-28 |
1.2% |
2% |
False |
True |
222,020 |
| 40 |
166-21 |
154-27 |
11-26 |
7.5% |
1-28 |
1.2% |
24% |
False |
False |
220,704 |
| 60 |
168-11 |
154-27 |
13-16 |
8.6% |
1-28 |
1.2% |
21% |
False |
False |
182,449 |
| 80 |
171-09 |
154-27 |
16-14 |
10.4% |
1-31 |
1.3% |
17% |
False |
False |
136,976 |
| 100 |
171-09 |
153-20 |
17-21 |
11.2% |
1-29 |
1.2% |
23% |
False |
False |
109,605 |
| 120 |
171-09 |
149-05 |
22-04 |
14.0% |
1-23 |
1.1% |
38% |
False |
False |
91,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-29 |
|
2.618 |
166-01 |
|
1.618 |
163-21 |
|
1.000 |
162-06 |
|
0.618 |
161-09 |
|
HIGH |
159-26 |
|
0.618 |
158-29 |
|
0.500 |
158-20 |
|
0.382 |
158-11 |
|
LOW |
157-14 |
|
0.618 |
155-31 |
|
1.000 |
155-02 |
|
1.618 |
153-19 |
|
2.618 |
151-07 |
|
4.250 |
147-11 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158-20 |
159-10 |
| PP |
158-09 |
158-24 |
| S1 |
157-31 |
158-06 |
|