ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 04-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
| Open |
159-22 |
157-22 |
-2-00 |
-1.3% |
162-25 |
| High |
159-26 |
158-05 |
-1-21 |
-1.0% |
163-09 |
| Low |
157-14 |
156-14 |
-1-00 |
-0.6% |
157-14 |
| Close |
157-20 |
156-25 |
-0-27 |
-0.5% |
157-20 |
| Range |
2-12 |
1-23 |
-0-21 |
-27.6% |
5-27 |
| ATR |
1-31 |
1-30 |
-0-01 |
-0.9% |
0-00 |
| Volume |
179,775 |
213,114 |
33,339 |
18.5% |
1,244,598 |
|
| Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-09 |
161-08 |
157-23 |
|
| R3 |
160-18 |
159-17 |
157-08 |
|
| R2 |
158-27 |
158-27 |
157-03 |
|
| R1 |
157-26 |
157-26 |
156-30 |
157-15 |
| PP |
157-04 |
157-04 |
157-04 |
156-30 |
| S1 |
156-03 |
156-03 |
156-20 |
155-24 |
| S2 |
155-13 |
155-13 |
156-15 |
|
| S3 |
153-22 |
154-12 |
156-10 |
|
| S4 |
151-31 |
152-21 |
155-27 |
|
|
| 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 |
163-01 |
156-14 |
6-19 |
4.2% |
2-05 |
1.4% |
5% |
False |
True |
261,954 |
| 10 |
164-24 |
156-14 |
8-10 |
5.3% |
1-31 |
1.3% |
4% |
False |
True |
239,749 |
| 20 |
165-26 |
156-14 |
9-12 |
6.0% |
1-28 |
1.2% |
4% |
False |
True |
227,094 |
| 40 |
166-21 |
155-15 |
11-06 |
7.1% |
1-26 |
1.2% |
12% |
False |
False |
216,399 |
| 60 |
166-21 |
154-27 |
11-26 |
7.5% |
1-28 |
1.2% |
16% |
False |
False |
185,993 |
| 80 |
171-09 |
154-27 |
16-14 |
10.5% |
1-31 |
1.3% |
12% |
False |
False |
139,636 |
| 100 |
171-09 |
154-20 |
16-21 |
10.6% |
1-29 |
1.2% |
13% |
False |
False |
111,734 |
| 120 |
171-09 |
149-26 |
21-15 |
13.7% |
1-23 |
1.1% |
32% |
False |
False |
93,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-15 |
|
2.618 |
162-21 |
|
1.618 |
160-30 |
|
1.000 |
159-28 |
|
0.618 |
159-07 |
|
HIGH |
158-05 |
|
0.618 |
157-16 |
|
0.500 |
157-10 |
|
0.382 |
157-03 |
|
LOW |
156-14 |
|
0.618 |
155-12 |
|
1.000 |
154-23 |
|
1.618 |
153-21 |
|
2.618 |
151-30 |
|
4.250 |
149-04 |
|
|
| Fisher Pivots for day following 04-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-10 |
158-08 |
| PP |
157-04 |
157-24 |
| S1 |
156-30 |
157-08 |
|