ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 07-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
| Open |
155-28 |
154-04 |
-1-24 |
-1.1% |
162-25 |
| High |
156-05 |
156-09 |
0-04 |
0.1% |
163-09 |
| Low |
153-27 |
153-00 |
-0-27 |
-0.5% |
157-14 |
| Close |
154-10 |
155-31 |
1-21 |
1.1% |
157-20 |
| Range |
2-10 |
3-09 |
0-31 |
41.9% |
5-27 |
| ATR |
1-31 |
2-02 |
0-03 |
4.8% |
0-00 |
| Volume |
298,445 |
324,017 |
25,572 |
8.6% |
1,244,598 |
|
| Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-30 |
163-23 |
157-25 |
|
| R3 |
161-21 |
160-14 |
156-28 |
|
| R2 |
158-12 |
158-12 |
156-18 |
|
| R1 |
157-05 |
157-05 |
156-09 |
157-24 |
| PP |
155-03 |
155-03 |
155-03 |
155-12 |
| S1 |
153-28 |
153-28 |
155-21 |
154-16 |
| S2 |
151-26 |
151-26 |
155-12 |
|
| S3 |
148-17 |
150-19 |
155-02 |
|
| S4 |
145-08 |
147-10 |
154-05 |
|
|
| 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 |
159-26 |
153-00 |
6-26 |
4.4% |
2-10 |
1.5% |
44% |
False |
True |
261,689 |
| 10 |
163-09 |
153-00 |
10-09 |
6.6% |
2-05 |
1.4% |
29% |
False |
True |
257,020 |
| 20 |
165-26 |
153-00 |
12-26 |
8.2% |
1-31 |
1.3% |
23% |
False |
True |
243,106 |
| 40 |
166-21 |
153-00 |
13-21 |
8.8% |
1-28 |
1.2% |
22% |
False |
True |
220,685 |
| 60 |
166-21 |
153-00 |
13-21 |
8.8% |
1-29 |
1.2% |
22% |
False |
True |
201,203 |
| 80 |
171-09 |
153-00 |
18-09 |
11.7% |
2-00 |
1.3% |
16% |
False |
True |
151,067 |
| 100 |
171-09 |
153-00 |
18-09 |
11.7% |
1-30 |
1.2% |
16% |
False |
True |
120,888 |
| 120 |
171-09 |
150-00 |
21-09 |
13.6% |
1-25 |
1.1% |
28% |
False |
False |
100,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-07 |
|
2.618 |
164-28 |
|
1.618 |
161-19 |
|
1.000 |
159-18 |
|
0.618 |
158-10 |
|
HIGH |
156-09 |
|
0.618 |
155-01 |
|
0.500 |
154-20 |
|
0.382 |
154-08 |
|
LOW |
153-00 |
|
0.618 |
150-31 |
|
1.000 |
149-23 |
|
1.618 |
147-22 |
|
2.618 |
144-13 |
|
4.250 |
139-02 |
|
|
| Fisher Pivots for day following 07-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-17 |
155-22 |
| PP |
155-03 |
155-14 |
| S1 |
154-20 |
155-05 |
|