ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
150-24 |
151-09 |
0-17 |
0.4% |
155-00 |
| High |
151-25 |
152-29 |
1-04 |
0.7% |
155-00 |
| Low |
150-12 |
151-03 |
0-23 |
0.5% |
149-17 |
| Close |
151-06 |
152-28 |
1-22 |
1.1% |
154-02 |
| Range |
1-13 |
1-26 |
0-13 |
28.9% |
5-15 |
| ATR |
2-02 |
2-02 |
-0-01 |
-0.9% |
0-00 |
| Volume |
6,904 |
14,029 |
7,125 |
103.2% |
30,533 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-23 |
157-04 |
153-28 |
|
| R3 |
155-29 |
155-10 |
153-12 |
|
| R2 |
154-03 |
154-03 |
153-07 |
|
| R1 |
153-16 |
153-16 |
153-01 |
153-26 |
| PP |
152-09 |
152-09 |
152-09 |
152-14 |
| S1 |
151-22 |
151-22 |
152-23 |
152-00 |
| S2 |
150-15 |
150-15 |
152-17 |
|
| S3 |
148-21 |
149-28 |
152-12 |
|
| S4 |
146-27 |
148-02 |
151-28 |
|
|
| 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 |
160-20 |
|
2.618 |
157-21 |
|
1.618 |
155-27 |
|
1.000 |
154-23 |
|
0.618 |
154-01 |
|
HIGH |
152-29 |
|
0.618 |
152-07 |
|
0.500 |
152-00 |
|
0.382 |
151-25 |
|
LOW |
151-03 |
|
0.618 |
149-31 |
|
1.000 |
149-09 |
|
1.618 |
148-05 |
|
2.618 |
146-11 |
|
4.250 |
143-12 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
152-19 |
152-15 |
| PP |
152-09 |
152-01 |
| S1 |
152-00 |
151-20 |
|