ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
150-23 |
151-23 |
1-00 |
0.7% |
155-00 |
| High |
151-31 |
154-09 |
2-10 |
1.5% |
155-00 |
| Low |
150-12 |
151-23 |
1-11 |
0.9% |
149-17 |
| Close |
151-15 |
154-02 |
2-19 |
1.7% |
154-02 |
| Range |
1-19 |
2-18 |
0-31 |
60.8% |
5-15 |
| ATR |
2-00 |
2-02 |
0-02 |
2.8% |
0-00 |
| Volume |
7,152 |
14,706 |
7,554 |
105.6% |
30,533 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-01 |
160-04 |
155-15 |
|
| R3 |
158-15 |
157-18 |
154-25 |
|
| R2 |
155-29 |
155-29 |
154-17 |
|
| R1 |
155-00 |
155-00 |
154-10 |
155-14 |
| PP |
153-11 |
153-11 |
153-11 |
153-19 |
| S1 |
152-14 |
152-14 |
153-26 |
152-28 |
| S2 |
150-25 |
150-25 |
153-19 |
|
| S3 |
148-07 |
149-28 |
153-11 |
|
| S4 |
145-21 |
147-10 |
152-21 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-09 |
167-04 |
157-02 |
|
| R3 |
163-26 |
161-21 |
155-18 |
|
| R2 |
158-11 |
158-11 |
155-02 |
|
| R1 |
156-06 |
156-06 |
154-18 |
154-17 |
| PP |
152-28 |
152-28 |
152-28 |
152-01 |
| S1 |
150-23 |
150-23 |
153-18 |
149-02 |
| S2 |
147-13 |
147-13 |
153-02 |
|
| S3 |
141-30 |
145-08 |
152-18 |
|
| S4 |
136-15 |
139-25 |
151-02 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-06 |
|
2.618 |
161-00 |
|
1.618 |
158-14 |
|
1.000 |
156-27 |
|
0.618 |
155-28 |
|
HIGH |
154-09 |
|
0.618 |
153-10 |
|
0.500 |
153-00 |
|
0.382 |
152-22 |
|
LOW |
151-23 |
|
0.618 |
150-04 |
|
1.000 |
149-05 |
|
1.618 |
147-18 |
|
2.618 |
145-00 |
|
4.250 |
140-26 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-23 |
153-16 |
| PP |
153-11 |
152-29 |
| S1 |
153-00 |
152-10 |
|