ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
152-24 |
151-08 |
-1-16 |
-1.0% |
156-17 |
| High |
152-25 |
151-30 |
-0-27 |
-0.6% |
157-00 |
| Low |
150-19 |
151-03 |
0-16 |
0.3% |
150-07 |
| Close |
151-08 |
151-18 |
0-10 |
0.2% |
151-08 |
| Range |
2-06 |
0-27 |
-1-11 |
-61.4% |
6-25 |
| ATR |
2-06 |
2-03 |
-0-03 |
-4.4% |
0-00 |
| Volume |
6,456 |
895 |
-5,561 |
-86.1% |
75,135 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-02 |
153-21 |
152-01 |
|
| R3 |
153-07 |
152-26 |
151-25 |
|
| R2 |
152-12 |
152-12 |
151-23 |
|
| R1 |
151-31 |
151-31 |
151-20 |
152-06 |
| PP |
151-17 |
151-17 |
151-17 |
151-20 |
| S1 |
151-04 |
151-04 |
151-16 |
151-10 |
| S2 |
150-22 |
150-22 |
151-13 |
|
| S3 |
149-27 |
150-09 |
151-11 |
|
| S4 |
149-00 |
149-14 |
151-03 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-05 |
169-00 |
154-31 |
|
| R3 |
166-12 |
162-07 |
153-04 |
|
| R2 |
159-19 |
159-19 |
152-16 |
|
| R1 |
155-14 |
155-14 |
151-28 |
154-04 |
| PP |
152-26 |
152-26 |
152-26 |
152-06 |
| S1 |
148-21 |
148-21 |
150-20 |
147-11 |
| S2 |
146-01 |
146-01 |
150-00 |
|
| S3 |
139-08 |
141-28 |
149-12 |
|
| S4 |
132-15 |
135-03 |
147-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-13 |
150-07 |
5-06 |
3.4% |
2-06 |
1.5% |
26% |
False |
False |
9,417 |
| 10 |
157-12 |
150-07 |
7-05 |
4.7% |
1-30 |
1.3% |
19% |
False |
False |
126,250 |
| 20 |
157-12 |
150-07 |
7-05 |
4.7% |
2-05 |
1.4% |
19% |
False |
False |
205,447 |
| 40 |
165-26 |
150-07 |
15-19 |
10.3% |
2-03 |
1.4% |
9% |
False |
False |
227,734 |
| 60 |
166-21 |
150-07 |
16-14 |
10.8% |
1-31 |
1.3% |
8% |
False |
False |
215,897 |
| 80 |
166-21 |
150-07 |
16-14 |
10.8% |
1-31 |
1.3% |
8% |
False |
False |
206,119 |
| 100 |
171-09 |
150-07 |
21-02 |
13.9% |
2-01 |
1.3% |
6% |
False |
False |
165,038 |
| 120 |
171-09 |
150-07 |
21-02 |
13.9% |
1-31 |
1.3% |
6% |
False |
False |
137,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-17 |
|
2.618 |
154-05 |
|
1.618 |
153-10 |
|
1.000 |
152-25 |
|
0.618 |
152-15 |
|
HIGH |
151-30 |
|
0.618 |
151-20 |
|
0.500 |
151-16 |
|
0.382 |
151-13 |
|
LOW |
151-03 |
|
0.618 |
150-18 |
|
1.000 |
150-08 |
|
1.618 |
149-23 |
|
2.618 |
148-28 |
|
4.250 |
147-16 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
151-18 |
151-22 |
| PP |
151-17 |
151-21 |
| S1 |
151-16 |
151-19 |
|