ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 26-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
| Open |
154-04 |
154-04 |
0-00 |
0.0% |
155-17 |
| High |
154-29 |
156-11 |
1-14 |
0.9% |
155-17 |
| Low |
153-15 |
153-29 |
0-14 |
0.3% |
151-28 |
| Close |
153-25 |
156-07 |
2-14 |
1.6% |
153-25 |
| Range |
1-14 |
2-14 |
1-00 |
69.6% |
3-21 |
| ATR |
2-06 |
2-07 |
0-01 |
1.2% |
0-00 |
| Volume |
240,711 |
467,210 |
226,499 |
94.1% |
1,258,135 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-26 |
161-30 |
157-18 |
|
| R3 |
160-12 |
159-16 |
156-28 |
|
| R2 |
157-30 |
157-30 |
156-21 |
|
| R1 |
157-02 |
157-02 |
156-14 |
157-16 |
| PP |
155-16 |
155-16 |
155-16 |
155-22 |
| S1 |
154-20 |
154-20 |
156-00 |
155-02 |
| S2 |
153-02 |
153-02 |
155-25 |
|
| S3 |
150-20 |
152-06 |
155-18 |
|
| S4 |
148-06 |
149-24 |
154-28 |
|
|
| 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 |
156-11 |
151-28 |
4-15 |
2.9% |
1-30 |
1.2% |
97% |
True |
False |
302,435 |
| 10 |
156-11 |
151-04 |
5-07 |
3.3% |
2-08 |
1.4% |
98% |
True |
False |
306,680 |
| 20 |
163-01 |
151-04 |
11-29 |
7.6% |
2-11 |
1.5% |
43% |
False |
False |
292,429 |
| 40 |
166-21 |
151-04 |
15-17 |
9.9% |
2-02 |
1.3% |
33% |
False |
False |
248,673 |
| 60 |
166-21 |
151-04 |
15-17 |
9.9% |
1-31 |
1.3% |
33% |
False |
False |
243,017 |
| 80 |
171-09 |
151-04 |
20-05 |
12.9% |
2-00 |
1.3% |
25% |
False |
False |
196,296 |
| 100 |
171-09 |
151-04 |
20-05 |
12.9% |
2-01 |
1.3% |
25% |
False |
False |
157,110 |
| 120 |
171-09 |
151-04 |
20-05 |
12.9% |
1-30 |
1.2% |
25% |
False |
False |
130,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-22 |
|
2.618 |
162-23 |
|
1.618 |
160-09 |
|
1.000 |
158-25 |
|
0.618 |
157-27 |
|
HIGH |
156-11 |
|
0.618 |
155-13 |
|
0.500 |
155-04 |
|
0.382 |
154-27 |
|
LOW |
153-29 |
|
0.618 |
152-13 |
|
1.000 |
151-15 |
|
1.618 |
149-31 |
|
2.618 |
147-17 |
|
4.250 |
143-18 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-27 |
155-20 |
| PP |
155-16 |
155-02 |
| S1 |
155-04 |
154-15 |
|