ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
153-16 |
151-15 |
-2-01 |
-1.3% |
154-04 |
| High |
153-17 |
153-05 |
-0-12 |
-0.2% |
157-12 |
| Low |
150-28 |
150-07 |
-0-21 |
-0.4% |
153-29 |
| Close |
151-08 |
152-29 |
1-21 |
1.1% |
157-06 |
| Range |
2-21 |
2-30 |
0-09 |
10.6% |
3-15 |
| ATR |
2-03 |
2-05 |
0-02 |
2.8% |
0-00 |
| Volume |
12,421 |
11,410 |
-1,011 |
-8.1% |
1,186,470 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-29 |
159-27 |
154-17 |
|
| R3 |
157-31 |
156-29 |
153-23 |
|
| R2 |
155-01 |
155-01 |
153-14 |
|
| R1 |
153-31 |
153-31 |
153-06 |
154-16 |
| PP |
152-03 |
152-03 |
152-03 |
152-12 |
| S1 |
151-01 |
151-01 |
152-20 |
151-18 |
| S2 |
149-05 |
149-05 |
152-12 |
|
| S3 |
146-07 |
148-03 |
152-03 |
|
| S4 |
143-09 |
145-05 |
151-09 |
|
|
| 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 |
150-07 |
7-05 |
4.7% |
2-09 |
1.5% |
38% |
False |
True |
24,968 |
| 10 |
157-12 |
150-07 |
7-05 |
4.7% |
1-30 |
1.3% |
38% |
False |
True |
173,915 |
| 20 |
157-12 |
150-07 |
7-05 |
4.7% |
2-09 |
1.5% |
38% |
False |
True |
236,760 |
| 40 |
165-26 |
150-07 |
15-19 |
10.2% |
2-03 |
1.4% |
17% |
False |
True |
237,664 |
| 60 |
166-21 |
150-07 |
16-14 |
10.8% |
1-31 |
1.3% |
16% |
False |
True |
225,462 |
| 80 |
166-21 |
150-07 |
16-14 |
10.8% |
1-31 |
1.3% |
16% |
False |
True |
206,058 |
| 100 |
171-09 |
150-07 |
21-02 |
13.8% |
2-01 |
1.3% |
13% |
False |
True |
164,969 |
| 120 |
171-09 |
150-07 |
21-02 |
13.8% |
1-31 |
1.3% |
13% |
False |
True |
137,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-20 |
|
2.618 |
160-27 |
|
1.618 |
157-29 |
|
1.000 |
156-03 |
|
0.618 |
154-31 |
|
HIGH |
153-05 |
|
0.618 |
152-01 |
|
0.500 |
151-22 |
|
0.382 |
151-11 |
|
LOW |
150-07 |
|
0.618 |
148-13 |
|
1.000 |
147-09 |
|
1.618 |
145-15 |
|
2.618 |
142-17 |
|
4.250 |
137-24 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
152-16 |
152-28 |
| PP |
152-03 |
152-27 |
| S1 |
151-22 |
152-26 |
|