ECBOT 30 Year Treasury Bond Future September 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 |
151-11 |
149-21 |
-1-22 |
-1.1% |
155-00 |
| High |
151-12 |
150-16 |
-0-28 |
-0.6% |
155-14 |
| Low |
149-00 |
149-17 |
0-17 |
0.4% |
148-19 |
| Close |
149-23 |
150-01 |
0-10 |
0.2% |
149-23 |
| Range |
2-12 |
0-31 |
-1-13 |
-59.2% |
6-27 |
| ATR |
2-03 |
2-01 |
-0-03 |
-3.9% |
0-00 |
| Volume |
296,380 |
154,600 |
-141,780 |
-47.8% |
1,433,788 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-30 |
152-14 |
150-18 |
|
| R3 |
151-31 |
151-15 |
150-10 |
|
| R2 |
151-00 |
151-00 |
150-07 |
|
| R1 |
150-16 |
150-16 |
150-04 |
150-24 |
| PP |
150-01 |
150-01 |
150-01 |
150-04 |
| S1 |
149-17 |
149-17 |
149-30 |
149-25 |
| S2 |
149-02 |
149-02 |
149-27 |
|
| S3 |
148-03 |
148-18 |
149-24 |
|
| S4 |
147-04 |
147-19 |
149-16 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-25 |
167-19 |
153-15 |
|
| R3 |
164-30 |
160-24 |
151-19 |
|
| R2 |
158-03 |
158-03 |
150-31 |
|
| R1 |
153-29 |
153-29 |
150-11 |
152-18 |
| PP |
151-08 |
151-08 |
151-08 |
150-19 |
| S1 |
147-02 |
147-02 |
149-03 |
145-24 |
| S2 |
144-13 |
144-13 |
148-15 |
|
| S3 |
137-18 |
140-07 |
147-27 |
|
| S4 |
130-23 |
133-12 |
145-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-28 |
148-19 |
5-09 |
3.5% |
2-10 |
1.5% |
27% |
False |
False |
266,751 |
| 10 |
155-27 |
148-19 |
7-08 |
4.8% |
2-00 |
1.3% |
20% |
False |
False |
263,894 |
| 20 |
155-27 |
148-19 |
7-08 |
4.8% |
2-05 |
1.4% |
20% |
False |
False |
136,960 |
| 40 |
164-04 |
148-19 |
15-17 |
10.4% |
1-29 |
1.3% |
9% |
False |
False |
68,690 |
| 60 |
165-07 |
148-19 |
16-20 |
11.1% |
1-18 |
1.0% |
9% |
False |
False |
45,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-20 |
|
2.618 |
153-01 |
|
1.618 |
152-02 |
|
1.000 |
151-15 |
|
0.618 |
151-03 |
|
HIGH |
150-16 |
|
0.618 |
150-04 |
|
0.500 |
150-00 |
|
0.382 |
149-29 |
|
LOW |
149-17 |
|
0.618 |
148-30 |
|
1.000 |
148-18 |
|
1.618 |
147-31 |
|
2.618 |
147-00 |
|
4.250 |
145-13 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
150-01 |
150-04 |
| PP |
150-01 |
150-03 |
| S1 |
150-00 |
150-02 |
|