ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
156-01 |
153-01 |
-3-00 |
-1.9% |
157-22 |
| High |
156-21 |
154-09 |
-2-12 |
-1.5% |
158-05 |
| Low |
152-26 |
151-04 |
-1-22 |
-1.1% |
153-00 |
| Close |
153-06 |
153-19 |
0-13 |
0.3% |
156-07 |
| Range |
3-27 |
3-05 |
-0-22 |
-17.9% |
5-05 |
| ATR |
2-06 |
2-08 |
0-02 |
3.2% |
0-00 |
| Volume |
246,862 |
353,074 |
106,212 |
43.0% |
1,438,261 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-15 |
161-06 |
155-11 |
|
| R3 |
159-10 |
158-01 |
154-15 |
|
| R2 |
156-05 |
156-05 |
154-06 |
|
| R1 |
154-28 |
154-28 |
153-28 |
155-16 |
| PP |
153-00 |
153-00 |
153-00 |
153-10 |
| S1 |
151-23 |
151-23 |
153-10 |
152-12 |
| S2 |
149-27 |
149-27 |
153-00 |
|
| S3 |
146-22 |
148-18 |
152-23 |
|
| S4 |
143-17 |
145-13 |
151-27 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-08 |
168-29 |
159-02 |
|
| R3 |
166-03 |
163-24 |
157-20 |
|
| R2 |
160-30 |
160-30 |
157-05 |
|
| R1 |
158-19 |
158-19 |
156-22 |
157-06 |
| PP |
155-25 |
155-25 |
155-25 |
155-03 |
| S1 |
153-14 |
153-14 |
155-24 |
152-01 |
| S2 |
150-20 |
150-20 |
155-09 |
|
| S3 |
145-15 |
148-09 |
154-26 |
|
| S4 |
140-10 |
143-04 |
153-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-12 |
151-04 |
6-08 |
4.1% |
2-30 |
1.9% |
40% |
False |
True |
306,397 |
| 10 |
161-05 |
151-04 |
10-01 |
6.5% |
2-16 |
1.6% |
25% |
False |
True |
290,560 |
| 20 |
165-19 |
151-04 |
14-15 |
9.4% |
2-06 |
1.4% |
17% |
False |
True |
259,295 |
| 40 |
166-21 |
151-04 |
15-17 |
10.1% |
1-31 |
1.3% |
16% |
False |
True |
227,437 |
| 60 |
166-21 |
151-04 |
15-17 |
10.1% |
1-31 |
1.3% |
16% |
False |
True |
216,223 |
| 80 |
171-09 |
151-04 |
20-05 |
13.1% |
2-00 |
1.3% |
12% |
False |
True |
162,430 |
| 100 |
171-09 |
151-04 |
20-05 |
13.1% |
2-00 |
1.3% |
12% |
False |
True |
129,981 |
| 120 |
171-09 |
150-00 |
21-09 |
13.9% |
1-27 |
1.2% |
17% |
False |
False |
108,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-22 |
|
2.618 |
162-17 |
|
1.618 |
159-12 |
|
1.000 |
157-14 |
|
0.618 |
156-07 |
|
HIGH |
154-09 |
|
0.618 |
153-02 |
|
0.500 |
152-22 |
|
0.382 |
152-11 |
|
LOW |
151-04 |
|
0.618 |
149-06 |
|
1.000 |
147-31 |
|
1.618 |
146-01 |
|
2.618 |
142-28 |
|
4.250 |
137-23 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-10 |
154-08 |
| PP |
153-00 |
154-01 |
| S1 |
152-22 |
153-26 |
|