ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 05-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
| Open |
157-22 |
156-16 |
-1-06 |
-0.8% |
162-25 |
| High |
158-05 |
157-10 |
-0-27 |
-0.5% |
163-09 |
| Low |
156-14 |
155-12 |
-1-02 |
-0.7% |
157-14 |
| Close |
156-25 |
156-02 |
-0-23 |
-0.5% |
157-20 |
| Range |
1-23 |
1-30 |
0-07 |
12.7% |
5-27 |
| ATR |
1-30 |
1-30 |
0-00 |
0.0% |
0-00 |
| Volume |
213,114 |
293,094 |
79,980 |
37.5% |
1,244,598 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-02 |
161-00 |
157-04 |
|
| R3 |
160-04 |
159-02 |
156-19 |
|
| R2 |
158-06 |
158-06 |
156-13 |
|
| R1 |
157-04 |
157-04 |
156-08 |
156-22 |
| PP |
156-08 |
156-08 |
156-08 |
156-01 |
| S1 |
155-06 |
155-06 |
155-28 |
154-24 |
| S2 |
154-10 |
154-10 |
155-23 |
|
| S3 |
152-12 |
153-08 |
155-17 |
|
| S4 |
150-14 |
151-10 |
155-00 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176-31 |
173-05 |
160-27 |
|
| R3 |
171-04 |
167-10 |
159-07 |
|
| R2 |
165-09 |
165-09 |
158-22 |
|
| R1 |
161-15 |
161-15 |
158-05 |
160-14 |
| PP |
159-14 |
159-14 |
159-14 |
158-30 |
| S1 |
155-20 |
155-20 |
157-03 |
154-20 |
| S2 |
153-19 |
153-19 |
156-18 |
|
| S3 |
147-24 |
149-25 |
156-01 |
|
| S4 |
141-29 |
143-30 |
154-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
161-05 |
155-12 |
5-25 |
3.7% |
2-02 |
1.3% |
12% |
False |
True |
274,722 |
| 10 |
163-30 |
155-12 |
8-18 |
5.5% |
2-01 |
1.3% |
8% |
False |
True |
251,875 |
| 20 |
165-26 |
155-12 |
10-14 |
6.7% |
1-28 |
1.2% |
7% |
False |
True |
233,498 |
| 40 |
166-21 |
155-12 |
11-09 |
7.2% |
1-26 |
1.2% |
6% |
False |
True |
218,508 |
| 60 |
166-21 |
154-27 |
11-26 |
7.6% |
1-27 |
1.2% |
10% |
False |
False |
190,870 |
| 80 |
171-09 |
154-27 |
16-14 |
10.5% |
1-31 |
1.3% |
7% |
False |
False |
143,294 |
| 100 |
171-09 |
154-27 |
16-14 |
10.5% |
1-29 |
1.2% |
7% |
False |
False |
114,664 |
| 120 |
171-09 |
149-26 |
21-15 |
13.8% |
1-24 |
1.1% |
29% |
False |
False |
95,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-18 |
|
2.618 |
162-12 |
|
1.618 |
160-14 |
|
1.000 |
159-08 |
|
0.618 |
158-16 |
|
HIGH |
157-10 |
|
0.618 |
156-18 |
|
0.500 |
156-11 |
|
0.382 |
156-04 |
|
LOW |
155-12 |
|
0.618 |
154-06 |
|
1.000 |
153-14 |
|
1.618 |
152-08 |
|
2.618 |
150-10 |
|
4.250 |
147-04 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-11 |
157-19 |
| PP |
156-08 |
157-03 |
| S1 |
156-05 |
156-18 |
|