ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 02-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
156-17 |
155-05 |
-1-12 |
-0.9% |
154-04 |
| High |
157-00 |
155-13 |
-1-19 |
-1.0% |
157-12 |
| Low |
154-23 |
153-01 |
-1-22 |
-1.1% |
153-29 |
| Close |
154-31 |
153-10 |
-1-21 |
-1.1% |
157-06 |
| Range |
2-09 |
2-12 |
0-03 |
4.1% |
3-15 |
| ATR |
2-01 |
2-02 |
0-01 |
1.2% |
0-00 |
| Volume |
28,941 |
15,907 |
-13,034 |
-45.0% |
1,186,470 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-01 |
159-18 |
154-20 |
|
| R3 |
158-21 |
157-06 |
153-31 |
|
| R2 |
156-09 |
156-09 |
153-24 |
|
| R1 |
154-26 |
154-26 |
153-17 |
154-12 |
| PP |
153-29 |
153-29 |
153-29 |
153-22 |
| S1 |
152-14 |
152-14 |
153-03 |
152-00 |
| S2 |
151-17 |
151-17 |
152-28 |
|
| S3 |
149-05 |
150-02 |
152-21 |
|
| S4 |
146-25 |
147-22 |
152-00 |
|
|
| 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 |
153-01 |
4-11 |
2.8% |
1-20 |
1.1% |
6% |
False |
True |
152,821 |
| 10 |
157-12 |
151-28 |
5-16 |
3.6% |
1-25 |
1.2% |
26% |
False |
False |
227,628 |
| 20 |
157-12 |
151-04 |
6-08 |
4.1% |
2-07 |
1.4% |
35% |
False |
False |
265,146 |
| 40 |
165-26 |
151-04 |
14-22 |
9.6% |
2-01 |
1.3% |
15% |
False |
False |
246,120 |
| 60 |
166-21 |
151-04 |
15-17 |
10.1% |
1-30 |
1.3% |
14% |
False |
False |
232,648 |
| 80 |
166-21 |
151-04 |
15-17 |
10.1% |
1-31 |
1.3% |
14% |
False |
False |
205,781 |
| 100 |
171-09 |
151-04 |
20-05 |
13.1% |
2-01 |
1.3% |
11% |
False |
False |
164,738 |
| 120 |
171-09 |
151-04 |
20-05 |
13.1% |
1-31 |
1.3% |
11% |
False |
False |
137,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-16 |
|
2.618 |
161-20 |
|
1.618 |
159-08 |
|
1.000 |
157-25 |
|
0.618 |
156-28 |
|
HIGH |
155-13 |
|
0.618 |
154-16 |
|
0.500 |
154-07 |
|
0.382 |
153-30 |
|
LOW |
153-01 |
|
0.618 |
151-18 |
|
1.000 |
150-21 |
|
1.618 |
149-06 |
|
2.618 |
146-26 |
|
4.250 |
142-30 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-07 |
155-06 |
| PP |
153-29 |
154-18 |
| S1 |
153-20 |
153-30 |
|