ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
155-17 |
153-08 |
-2-09 |
-1.5% |
156-01 |
| High |
155-17 |
154-13 |
-1-04 |
-0.7% |
156-21 |
| Low |
153-03 |
151-28 |
-1-07 |
-0.8% |
151-04 |
| Close |
153-15 |
153-00 |
-0-15 |
-0.3% |
155-19 |
| Range |
2-14 |
2-17 |
0-03 |
3.8% |
5-17 |
| ATR |
2-10 |
2-11 |
0-00 |
0.7% |
0-00 |
| Volume |
213,166 |
321,720 |
108,554 |
50.9% |
1,588,324 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-22 |
159-12 |
154-13 |
|
| R3 |
158-05 |
156-27 |
153-22 |
|
| R2 |
155-20 |
155-20 |
153-15 |
|
| R1 |
154-10 |
154-10 |
153-07 |
153-22 |
| PP |
153-03 |
153-03 |
153-03 |
152-25 |
| S1 |
151-25 |
151-25 |
152-25 |
151-06 |
| S2 |
150-18 |
150-18 |
152-17 |
|
| S3 |
148-01 |
149-08 |
152-10 |
|
| S4 |
145-16 |
146-23 |
151-19 |
|
|
| 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 |
155-27 |
151-28 |
3-31 |
2.6% |
2-15 |
1.6% |
28% |
False |
True |
304,654 |
| 10 |
157-12 |
151-04 |
6-08 |
4.1% |
2-22 |
1.8% |
30% |
False |
False |
305,526 |
| 20 |
163-30 |
151-04 |
12-26 |
8.4% |
2-11 |
1.5% |
15% |
False |
False |
278,700 |
| 40 |
166-21 |
151-04 |
15-17 |
10.2% |
2-03 |
1.4% |
12% |
False |
False |
240,241 |
| 60 |
166-21 |
151-04 |
15-17 |
10.2% |
1-31 |
1.3% |
12% |
False |
False |
240,681 |
| 80 |
171-09 |
151-04 |
20-05 |
13.2% |
2-01 |
1.3% |
9% |
False |
False |
181,446 |
| 100 |
171-09 |
151-04 |
20-05 |
13.2% |
2-01 |
1.3% |
9% |
False |
False |
145,210 |
| 120 |
171-09 |
151-04 |
20-05 |
13.2% |
1-29 |
1.2% |
9% |
False |
False |
121,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-05 |
|
2.618 |
161-01 |
|
1.618 |
158-16 |
|
1.000 |
156-30 |
|
0.618 |
155-31 |
|
HIGH |
154-13 |
|
0.618 |
153-14 |
|
0.500 |
153-04 |
|
0.382 |
152-27 |
|
LOW |
151-28 |
|
0.618 |
150-10 |
|
1.000 |
149-11 |
|
1.618 |
147-25 |
|
2.618 |
145-08 |
|
4.250 |
141-04 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-04 |
153-28 |
| PP |
153-03 |
153-18 |
| S1 |
153-02 |
153-09 |
|