ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 06-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
156-16 |
155-28 |
-0-20 |
-0.4% |
162-25 |
| High |
157-10 |
156-05 |
-1-05 |
-0.7% |
163-09 |
| Low |
155-12 |
153-27 |
-1-17 |
-1.0% |
157-14 |
| Close |
156-02 |
154-10 |
-1-24 |
-1.1% |
157-20 |
| Range |
1-30 |
2-10 |
0-12 |
19.4% |
5-27 |
| ATR |
1-30 |
1-31 |
0-01 |
1.4% |
0-00 |
| Volume |
293,094 |
298,445 |
5,351 |
1.8% |
1,244,598 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-23 |
160-10 |
155-19 |
|
| R3 |
159-13 |
158-00 |
154-30 |
|
| R2 |
157-03 |
157-03 |
154-24 |
|
| R1 |
155-22 |
155-22 |
154-17 |
155-08 |
| PP |
154-25 |
154-25 |
154-25 |
154-17 |
| S1 |
153-12 |
153-12 |
154-03 |
152-30 |
| S2 |
152-15 |
152-15 |
153-28 |
|
| S3 |
150-05 |
151-02 |
153-22 |
|
| S4 |
147-27 |
148-24 |
153-01 |
|
|
| 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 |
160-01 |
153-27 |
6-06 |
4.0% |
2-01 |
1.3% |
8% |
False |
True |
264,692 |
| 10 |
163-09 |
153-27 |
9-14 |
6.1% |
1-30 |
1.3% |
5% |
False |
True |
251,133 |
| 20 |
165-26 |
153-27 |
11-31 |
7.8% |
1-30 |
1.2% |
4% |
False |
True |
238,568 |
| 40 |
166-21 |
153-27 |
12-26 |
8.3% |
1-26 |
1.2% |
4% |
False |
True |
219,812 |
| 60 |
166-21 |
153-27 |
12-26 |
8.3% |
1-28 |
1.2% |
4% |
False |
True |
195,824 |
| 80 |
171-09 |
153-27 |
17-14 |
11.3% |
1-31 |
1.3% |
3% |
False |
True |
147,021 |
| 100 |
171-09 |
153-27 |
17-14 |
11.3% |
1-29 |
1.2% |
3% |
False |
True |
117,648 |
| 120 |
171-09 |
150-00 |
21-09 |
13.8% |
1-24 |
1.1% |
20% |
False |
False |
98,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-00 |
|
2.618 |
162-07 |
|
1.618 |
159-29 |
|
1.000 |
158-15 |
|
0.618 |
157-19 |
|
HIGH |
156-05 |
|
0.618 |
155-09 |
|
0.500 |
155-00 |
|
0.382 |
154-23 |
|
LOW |
153-27 |
|
0.618 |
152-13 |
|
1.000 |
151-17 |
|
1.618 |
150-03 |
|
2.618 |
147-25 |
|
4.250 |
144-00 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-00 |
156-00 |
| PP |
154-25 |
155-14 |
| S1 |
154-17 |
154-28 |
|