ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
152-25 |
154-04 |
1-11 |
0.9% |
155-17 |
| High |
154-15 |
154-29 |
0-14 |
0.3% |
155-17 |
| Low |
152-19 |
153-15 |
0-28 |
0.6% |
151-28 |
| Close |
154-13 |
153-25 |
-0-20 |
-0.4% |
153-25 |
| Range |
1-28 |
1-14 |
-0-14 |
-23.3% |
3-21 |
| ATR |
2-08 |
2-06 |
-0-02 |
-2.6% |
0-00 |
| Volume |
243,297 |
240,711 |
-2,586 |
-1.1% |
1,258,135 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-12 |
157-16 |
154-18 |
|
| R3 |
156-30 |
156-02 |
154-06 |
|
| R2 |
155-16 |
155-16 |
154-01 |
|
| R1 |
154-20 |
154-20 |
153-29 |
154-11 |
| PP |
154-02 |
154-02 |
154-02 |
153-29 |
| S1 |
153-06 |
153-06 |
153-21 |
152-29 |
| S2 |
152-20 |
152-20 |
153-17 |
|
| S3 |
151-06 |
151-24 |
153-12 |
|
| S4 |
149-24 |
150-10 |
153-00 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-22 |
162-29 |
155-25 |
|
| R3 |
161-01 |
159-08 |
154-25 |
|
| R2 |
157-12 |
157-12 |
154-14 |
|
| R1 |
155-19 |
155-19 |
154-04 |
154-21 |
| PP |
153-23 |
153-23 |
153-23 |
153-08 |
| S1 |
151-30 |
151-30 |
153-14 |
151-00 |
| S2 |
150-02 |
150-02 |
153-04 |
|
| S3 |
146-13 |
148-09 |
152-25 |
|
| S4 |
142-24 |
144-20 |
151-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-17 |
151-28 |
3-21 |
2.4% |
1-30 |
1.3% |
52% |
False |
False |
251,627 |
| 10 |
156-21 |
151-04 |
5-17 |
3.6% |
2-13 |
1.6% |
48% |
False |
False |
284,645 |
| 20 |
163-09 |
151-04 |
12-05 |
7.9% |
2-09 |
1.5% |
22% |
False |
False |
276,465 |
| 40 |
166-21 |
151-04 |
15-17 |
10.1% |
2-02 |
1.3% |
17% |
False |
False |
242,125 |
| 60 |
166-21 |
151-04 |
15-17 |
10.1% |
1-31 |
1.3% |
17% |
False |
False |
240,955 |
| 80 |
171-09 |
151-04 |
20-05 |
13.1% |
2-00 |
1.3% |
13% |
False |
False |
190,467 |
| 100 |
171-09 |
151-04 |
20-05 |
13.1% |
2-01 |
1.3% |
13% |
False |
False |
152,439 |
| 120 |
171-09 |
151-04 |
20-05 |
13.1% |
1-30 |
1.3% |
13% |
False |
False |
127,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-00 |
|
2.618 |
158-21 |
|
1.618 |
157-07 |
|
1.000 |
156-11 |
|
0.618 |
155-25 |
|
HIGH |
154-29 |
|
0.618 |
154-11 |
|
0.500 |
154-06 |
|
0.382 |
154-01 |
|
LOW |
153-15 |
|
0.618 |
152-19 |
|
1.000 |
152-01 |
|
1.618 |
151-05 |
|
2.618 |
149-23 |
|
4.250 |
147-12 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-06 |
153-21 |
| PP |
154-02 |
153-17 |
| S1 |
153-29 |
153-13 |
|