ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 01-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
156-08 |
156-17 |
0-09 |
0.2% |
154-04 |
| High |
157-12 |
157-00 |
-0-12 |
-0.2% |
157-12 |
| Low |
156-07 |
154-23 |
-1-16 |
-1.0% |
153-29 |
| Close |
157-06 |
154-31 |
-2-07 |
-1.4% |
157-06 |
| Range |
1-05 |
2-09 |
1-04 |
97.3% |
3-15 |
| ATR |
2-00 |
2-01 |
0-01 |
1.7% |
0-00 |
| Volume |
56,163 |
28,941 |
-27,222 |
-48.5% |
1,186,470 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-13 |
160-31 |
156-07 |
|
| R3 |
160-04 |
158-22 |
155-19 |
|
| R2 |
157-27 |
157-27 |
155-12 |
|
| R1 |
156-13 |
156-13 |
155-06 |
156-00 |
| PP |
155-18 |
155-18 |
155-18 |
155-11 |
| S1 |
154-04 |
154-04 |
154-24 |
153-22 |
| S2 |
153-09 |
153-09 |
154-18 |
|
| S3 |
151-00 |
151-27 |
154-11 |
|
| S4 |
148-23 |
149-18 |
153-23 |
|
|
| 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 |
153-29 |
3-15 |
2.2% |
1-21 |
1.1% |
31% |
False |
False |
243,082 |
| 10 |
157-12 |
151-28 |
5-16 |
3.5% |
1-25 |
1.2% |
56% |
False |
False |
247,354 |
| 20 |
158-05 |
151-04 |
7-01 |
4.5% |
2-06 |
1.4% |
55% |
False |
False |
275,006 |
| 40 |
165-26 |
151-04 |
14-22 |
9.5% |
2-01 |
1.3% |
26% |
False |
False |
248,513 |
| 60 |
166-21 |
151-04 |
15-17 |
10.0% |
1-31 |
1.3% |
25% |
False |
False |
238,804 |
| 80 |
168-11 |
151-04 |
17-07 |
11.1% |
1-31 |
1.3% |
22% |
False |
False |
205,588 |
| 100 |
171-09 |
151-04 |
20-05 |
13.0% |
2-00 |
1.3% |
19% |
False |
False |
164,582 |
| 120 |
171-09 |
151-04 |
20-05 |
13.0% |
1-30 |
1.3% |
19% |
False |
False |
137,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-22 |
|
2.618 |
162-31 |
|
1.618 |
160-22 |
|
1.000 |
159-09 |
|
0.618 |
158-13 |
|
HIGH |
157-00 |
|
0.618 |
156-04 |
|
0.500 |
155-28 |
|
0.382 |
155-19 |
|
LOW |
154-23 |
|
0.618 |
153-10 |
|
1.000 |
152-14 |
|
1.618 |
151-01 |
|
2.618 |
148-24 |
|
4.250 |
145-01 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-28 |
156-02 |
| PP |
155-18 |
155-22 |
| S1 |
155-08 |
155-10 |
|