ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
156-20 |
156-08 |
-0-12 |
-0.2% |
154-04 |
| High |
156-31 |
157-12 |
0-13 |
0.3% |
157-12 |
| Low |
156-00 |
156-07 |
0-07 |
0.1% |
153-29 |
| Close |
156-11 |
157-06 |
0-27 |
0.5% |
157-06 |
| Range |
0-31 |
1-05 |
0-06 |
19.4% |
3-15 |
| ATR |
2-02 |
2-00 |
-0-02 |
-3.1% |
0-00 |
| Volume |
258,832 |
56,163 |
-202,669 |
-78.3% |
1,186,470 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-13 |
159-30 |
157-26 |
|
| R3 |
159-08 |
158-25 |
157-16 |
|
| R2 |
158-03 |
158-03 |
157-13 |
|
| R1 |
157-20 |
157-20 |
157-09 |
157-28 |
| PP |
156-30 |
156-30 |
156-30 |
157-01 |
| S1 |
156-15 |
156-15 |
157-03 |
156-22 |
| S2 |
155-25 |
155-25 |
156-31 |
|
| S3 |
154-20 |
155-10 |
156-28 |
|
| S4 |
153-15 |
154-05 |
156-18 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-18 |
165-11 |
159-03 |
|
| R3 |
163-03 |
161-28 |
158-05 |
|
| R2 |
159-20 |
159-20 |
157-26 |
|
| R1 |
158-13 |
158-13 |
157-16 |
159-00 |
| PP |
156-05 |
156-05 |
156-05 |
156-15 |
| S1 |
154-30 |
154-30 |
156-28 |
155-18 |
| S2 |
152-22 |
152-22 |
156-18 |
|
| S3 |
149-07 |
151-15 |
156-07 |
|
| S4 |
145-24 |
148-00 |
155-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-12 |
153-15 |
3-29 |
2.5% |
1-15 |
0.9% |
95% |
True |
False |
285,436 |
| 10 |
157-12 |
151-28 |
5-16 |
3.5% |
1-27 |
1.2% |
97% |
True |
False |
270,915 |
| 20 |
159-26 |
151-04 |
8-22 |
5.5% |
2-06 |
1.4% |
70% |
False |
False |
282,548 |
| 40 |
166-21 |
151-04 |
15-17 |
9.9% |
2-01 |
1.3% |
39% |
False |
False |
252,005 |
| 60 |
166-21 |
151-04 |
15-17 |
9.9% |
1-31 |
1.2% |
39% |
False |
False |
242,312 |
| 80 |
168-11 |
151-04 |
17-07 |
11.0% |
1-31 |
1.2% |
35% |
False |
False |
205,243 |
| 100 |
171-09 |
151-04 |
20-05 |
12.8% |
2-01 |
1.3% |
30% |
False |
False |
164,297 |
| 120 |
171-09 |
151-04 |
20-05 |
12.8% |
1-30 |
1.2% |
30% |
False |
False |
136,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-09 |
|
2.618 |
160-13 |
|
1.618 |
159-08 |
|
1.000 |
158-17 |
|
0.618 |
158-03 |
|
HIGH |
157-12 |
|
0.618 |
156-30 |
|
0.500 |
156-26 |
|
0.382 |
156-21 |
|
LOW |
156-07 |
|
0.618 |
155-16 |
|
1.000 |
155-02 |
|
1.618 |
154-11 |
|
2.618 |
153-06 |
|
4.250 |
151-10 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-02 |
156-29 |
| PP |
156-30 |
156-20 |
| S1 |
156-26 |
156-12 |
|