ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 01-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
154-24 |
155-00 |
0-08 |
0.2% |
152-17 |
| High |
155-27 |
155-14 |
-0-13 |
-0.3% |
155-27 |
| Low |
154-21 |
153-05 |
-1-16 |
-1.0% |
152-13 |
| Close |
155-20 |
153-13 |
-2-07 |
-1.4% |
155-20 |
| Range |
1-06 |
2-09 |
1-03 |
92.1% |
3-14 |
| ATR |
1-28 |
1-29 |
0-01 |
2.3% |
0-00 |
| Volume |
263,791 |
254,631 |
-9,160 |
-3.5% |
1,050,552 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-27 |
159-13 |
154-21 |
|
| R3 |
158-18 |
157-04 |
154-01 |
|
| R2 |
156-09 |
156-09 |
153-26 |
|
| R1 |
154-27 |
154-27 |
153-20 |
154-14 |
| PP |
154-00 |
154-00 |
154-00 |
153-25 |
| S1 |
152-18 |
152-18 |
153-06 |
152-04 |
| S2 |
151-23 |
151-23 |
153-00 |
|
| S3 |
149-14 |
150-09 |
152-25 |
|
| S4 |
147-05 |
148-00 |
152-05 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-30 |
163-23 |
157-16 |
|
| R3 |
161-16 |
160-09 |
156-18 |
|
| R2 |
158-02 |
158-02 |
156-08 |
|
| R1 |
156-27 |
156-27 |
155-30 |
157-14 |
| PP |
154-20 |
154-20 |
154-20 |
154-30 |
| S1 |
153-13 |
153-13 |
155-10 |
154-00 |
| S2 |
151-06 |
151-06 |
155-00 |
|
| S3 |
147-24 |
149-31 |
154-22 |
|
| S4 |
144-10 |
146-17 |
153-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-27 |
152-13 |
3-14 |
2.2% |
1-21 |
1.1% |
29% |
False |
False |
261,036 |
| 10 |
155-27 |
150-11 |
5-16 |
3.6% |
1-24 |
1.1% |
56% |
False |
False |
137,492 |
| 20 |
156-19 |
149-17 |
7-02 |
4.6% |
2-04 |
1.4% |
55% |
False |
False |
70,541 |
| 40 |
164-04 |
149-17 |
14-19 |
9.5% |
1-24 |
1.1% |
27% |
False |
False |
35,347 |
| 60 |
165-07 |
149-17 |
15-22 |
10.2% |
1-12 |
0.9% |
25% |
False |
False |
23,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-04 |
|
2.618 |
161-13 |
|
1.618 |
159-04 |
|
1.000 |
157-23 |
|
0.618 |
156-27 |
|
HIGH |
155-14 |
|
0.618 |
154-18 |
|
0.500 |
154-10 |
|
0.382 |
154-01 |
|
LOW |
153-05 |
|
0.618 |
151-24 |
|
1.000 |
150-28 |
|
1.618 |
149-15 |
|
2.618 |
147-06 |
|
4.250 |
143-15 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-10 |
154-16 |
| PP |
154-00 |
154-04 |
| S1 |
153-22 |
153-25 |
|