ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
154-18 |
155-03 |
0-17 |
0.3% |
153-23 |
| High |
155-08 |
155-14 |
0-06 |
0.1% |
153-27 |
| Low |
153-26 |
154-15 |
0-21 |
0.4% |
150-11 |
| Close |
155-01 |
154-26 |
-0-07 |
-0.1% |
152-08 |
| Range |
1-14 |
0-31 |
-0-15 |
-32.6% |
3-16 |
| ATR |
2-00 |
1-30 |
-0-02 |
-3.7% |
0-00 |
| Volume |
303,135 |
226,507 |
-76,628 |
-25.3% |
69,737 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-26 |
157-09 |
155-11 |
|
| R3 |
156-27 |
156-10 |
155-03 |
|
| R2 |
155-28 |
155-28 |
155-00 |
|
| R1 |
155-11 |
155-11 |
154-29 |
155-04 |
| PP |
154-29 |
154-29 |
154-29 |
154-26 |
| S1 |
154-12 |
154-12 |
154-23 |
154-05 |
| S2 |
153-30 |
153-30 |
154-20 |
|
| S3 |
152-31 |
153-13 |
154-17 |
|
| S4 |
152-00 |
152-14 |
154-09 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-21 |
160-30 |
154-06 |
|
| R3 |
159-05 |
157-14 |
153-07 |
|
| R2 |
155-21 |
155-21 |
152-29 |
|
| R1 |
153-30 |
153-30 |
152-18 |
153-02 |
| PP |
152-05 |
152-05 |
152-05 |
151-22 |
| S1 |
150-14 |
150-14 |
151-30 |
149-18 |
| S2 |
148-21 |
148-21 |
151-19 |
|
| S3 |
145-05 |
146-30 |
151-09 |
|
| S4 |
141-21 |
143-14 |
150-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-14 |
151-03 |
4-11 |
2.8% |
1-19 |
1.0% |
86% |
True |
False |
167,998 |
| 10 |
155-14 |
150-11 |
5-03 |
3.3% |
1-27 |
1.2% |
88% |
True |
False |
87,835 |
| 20 |
158-15 |
149-17 |
8-30 |
5.8% |
2-04 |
1.4% |
59% |
False |
False |
44,704 |
| 40 |
165-07 |
149-17 |
15-22 |
10.1% |
1-24 |
1.1% |
34% |
False |
False |
22,390 |
| 60 |
165-07 |
149-17 |
15-22 |
10.1% |
1-10 |
0.8% |
34% |
False |
False |
14,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-18 |
|
2.618 |
157-31 |
|
1.618 |
157-00 |
|
1.000 |
156-13 |
|
0.618 |
156-01 |
|
HIGH |
155-14 |
|
0.618 |
155-02 |
|
0.500 |
154-30 |
|
0.382 |
154-27 |
|
LOW |
154-15 |
|
0.618 |
153-28 |
|
1.000 |
153-16 |
|
1.618 |
152-29 |
|
2.618 |
151-30 |
|
4.250 |
150-11 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-30 |
154-16 |
| PP |
154-29 |
154-07 |
| S1 |
154-28 |
153-30 |
|