ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 13-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
153-01 |
153-21 |
0-20 |
0.4% |
157-22 |
| High |
154-09 |
155-02 |
0-25 |
0.5% |
158-05 |
| Low |
151-04 |
152-03 |
0-31 |
0.6% |
153-00 |
| Close |
153-19 |
152-18 |
-1-01 |
-0.7% |
156-07 |
| Range |
3-05 |
2-31 |
-0-06 |
-5.9% |
5-05 |
| ATR |
2-08 |
2-10 |
0-02 |
2.3% |
0-00 |
| Volume |
353,074 |
378,280 |
25,206 |
7.1% |
1,438,261 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-05 |
160-10 |
154-06 |
|
| R3 |
159-06 |
157-11 |
153-12 |
|
| R2 |
156-07 |
156-07 |
153-03 |
|
| R1 |
154-12 |
154-12 |
152-27 |
153-26 |
| PP |
153-08 |
153-08 |
153-08 |
152-30 |
| S1 |
151-13 |
151-13 |
152-09 |
150-27 |
| S2 |
150-09 |
150-09 |
152-01 |
|
| S3 |
147-10 |
148-14 |
151-24 |
|
| S4 |
144-11 |
145-15 |
150-30 |
|
|
| 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% |
3-02 |
2.0% |
23% |
False |
False |
322,364 |
| 10 |
160-01 |
151-04 |
8-29 |
5.8% |
2-17 |
1.7% |
16% |
False |
False |
293,528 |
| 20 |
165-19 |
151-04 |
14-15 |
9.5% |
2-08 |
1.5% |
10% |
False |
False |
267,597 |
| 40 |
166-21 |
151-04 |
15-17 |
10.2% |
2-01 |
1.3% |
9% |
False |
False |
232,456 |
| 60 |
166-21 |
151-04 |
15-17 |
10.2% |
1-31 |
1.3% |
9% |
False |
False |
222,483 |
| 80 |
171-09 |
151-04 |
20-05 |
13.2% |
2-00 |
1.3% |
7% |
False |
False |
167,154 |
| 100 |
171-09 |
151-04 |
20-05 |
13.2% |
2-00 |
1.3% |
7% |
False |
False |
133,763 |
| 120 |
171-09 |
150-00 |
21-09 |
13.9% |
1-27 |
1.2% |
12% |
False |
False |
111,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-22 |
|
2.618 |
162-27 |
|
1.618 |
159-28 |
|
1.000 |
158-01 |
|
0.618 |
156-29 |
|
HIGH |
155-02 |
|
0.618 |
153-30 |
|
0.500 |
153-18 |
|
0.382 |
153-07 |
|
LOW |
152-03 |
|
0.618 |
150-08 |
|
1.000 |
149-04 |
|
1.618 |
147-09 |
|
2.618 |
144-10 |
|
4.250 |
139-15 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-18 |
153-28 |
| PP |
153-08 |
153-14 |
| S1 |
152-29 |
153-00 |
|