ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
152-06 |
153-08 |
1-02 |
0.7% |
156-01 |
| High |
153-18 |
155-27 |
2-09 |
1.5% |
156-21 |
| Low |
151-28 |
153-06 |
1-10 |
0.9% |
151-04 |
| Close |
153-00 |
155-19 |
2-19 |
1.7% |
155-19 |
| Range |
1-22 |
2-21 |
0-31 |
57.4% |
5-17 |
| ATR |
2-08 |
2-10 |
0-01 |
1.8% |
0-00 |
| Volume |
345,557 |
264,551 |
-81,006 |
-23.4% |
1,588,324 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-27 |
161-28 |
157-02 |
|
| R3 |
160-06 |
159-07 |
156-10 |
|
| R2 |
157-17 |
157-17 |
156-03 |
|
| R1 |
156-18 |
156-18 |
155-27 |
157-02 |
| PP |
154-28 |
154-28 |
154-28 |
155-04 |
| S1 |
153-29 |
153-29 |
155-11 |
154-12 |
| S2 |
152-07 |
152-07 |
155-03 |
|
| S3 |
149-18 |
151-08 |
154-28 |
|
| S4 |
146-29 |
148-19 |
154-04 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-02 |
168-27 |
158-20 |
|
| R3 |
165-17 |
163-10 |
157-04 |
|
| R2 |
160-00 |
160-00 |
156-19 |
|
| R1 |
157-25 |
157-25 |
156-03 |
156-04 |
| PP |
154-15 |
154-15 |
154-15 |
153-20 |
| S1 |
152-08 |
152-08 |
155-03 |
150-19 |
| S2 |
148-30 |
148-30 |
154-19 |
|
| S3 |
143-13 |
146-23 |
154-02 |
|
| S4 |
137-28 |
141-06 |
152-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-21 |
151-04 |
5-17 |
3.6% |
2-28 |
1.8% |
81% |
False |
False |
317,664 |
| 10 |
158-05 |
151-04 |
7-01 |
4.5% |
2-18 |
1.6% |
64% |
False |
False |
302,658 |
| 20 |
165-11 |
151-04 |
14-07 |
9.1% |
2-09 |
1.5% |
31% |
False |
False |
270,187 |
| 40 |
166-21 |
151-04 |
15-17 |
10.0% |
2-01 |
1.3% |
29% |
False |
False |
234,544 |
| 60 |
166-21 |
151-04 |
15-17 |
10.0% |
1-31 |
1.3% |
29% |
False |
False |
232,419 |
| 80 |
171-09 |
151-04 |
20-05 |
13.0% |
2-00 |
1.3% |
22% |
False |
False |
174,774 |
| 100 |
171-09 |
151-04 |
20-05 |
13.0% |
2-00 |
1.3% |
22% |
False |
False |
139,861 |
| 120 |
171-09 |
150-23 |
20-18 |
13.2% |
1-28 |
1.2% |
24% |
False |
False |
116,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-04 |
|
2.618 |
162-26 |
|
1.618 |
160-05 |
|
1.000 |
158-16 |
|
0.618 |
157-16 |
|
HIGH |
155-27 |
|
0.618 |
154-27 |
|
0.500 |
154-16 |
|
0.382 |
154-06 |
|
LOW |
153-06 |
|
0.618 |
151-17 |
|
1.000 |
150-17 |
|
1.618 |
148-28 |
|
2.618 |
146-07 |
|
4.250 |
141-29 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-08 |
155-00 |
| PP |
154-28 |
154-14 |
| S1 |
154-16 |
153-28 |
|