ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 08-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
| Open |
154-04 |
155-24 |
1-20 |
1.1% |
157-22 |
| High |
156-09 |
157-12 |
1-03 |
0.7% |
158-05 |
| Low |
153-00 |
155-10 |
2-10 |
1.5% |
153-00 |
| Close |
155-31 |
156-07 |
0-08 |
0.2% |
156-07 |
| Range |
3-09 |
2-02 |
-1-07 |
-37.1% |
5-05 |
| ATR |
2-02 |
2-02 |
0-00 |
0.0% |
0-00 |
| Volume |
324,017 |
309,591 |
-14,426 |
-4.5% |
1,438,261 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-16 |
161-13 |
157-11 |
|
| R3 |
160-14 |
159-11 |
156-25 |
|
| R2 |
158-12 |
158-12 |
156-19 |
|
| R1 |
157-09 |
157-09 |
156-13 |
157-26 |
| PP |
156-10 |
156-10 |
156-10 |
156-18 |
| S1 |
155-07 |
155-07 |
156-01 |
155-24 |
| S2 |
154-08 |
154-08 |
155-27 |
|
| S3 |
152-06 |
153-05 |
155-21 |
|
| S4 |
150-04 |
151-03 |
155-03 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-08 |
168-29 |
159-02 |
|
| R3 |
166-03 |
163-24 |
157-20 |
|
| R2 |
160-30 |
160-30 |
157-05 |
|
| R1 |
158-19 |
158-19 |
156-22 |
157-06 |
| PP |
155-25 |
155-25 |
155-25 |
155-03 |
| S1 |
153-14 |
153-14 |
155-24 |
152-01 |
| S2 |
150-20 |
150-20 |
155-09 |
|
| S3 |
145-15 |
148-09 |
154-26 |
|
| S4 |
140-10 |
143-04 |
153-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-05 |
153-00 |
5-05 |
3.3% |
2-08 |
1.4% |
62% |
False |
False |
287,652 |
| 10 |
163-09 |
153-00 |
10-09 |
6.6% |
2-06 |
1.4% |
31% |
False |
False |
268,285 |
| 20 |
165-26 |
153-00 |
12-26 |
8.2% |
2-00 |
1.3% |
25% |
False |
False |
250,021 |
| 40 |
166-21 |
153-00 |
13-21 |
8.7% |
1-28 |
1.2% |
24% |
False |
False |
221,122 |
| 60 |
166-21 |
153-00 |
13-21 |
8.7% |
1-29 |
1.2% |
24% |
False |
False |
206,343 |
| 80 |
171-09 |
153-00 |
18-09 |
11.7% |
2-00 |
1.3% |
18% |
False |
False |
154,936 |
| 100 |
171-09 |
153-00 |
18-09 |
11.7% |
1-30 |
1.2% |
18% |
False |
False |
123,983 |
| 120 |
171-09 |
150-00 |
21-09 |
13.6% |
1-25 |
1.1% |
29% |
False |
False |
103,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-04 |
|
2.618 |
162-25 |
|
1.618 |
160-23 |
|
1.000 |
159-14 |
|
0.618 |
158-21 |
|
HIGH |
157-12 |
|
0.618 |
156-19 |
|
0.500 |
156-11 |
|
0.382 |
156-03 |
|
LOW |
155-10 |
|
0.618 |
154-01 |
|
1.000 |
153-08 |
|
1.618 |
151-31 |
|
2.618 |
149-29 |
|
4.250 |
146-18 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-11 |
155-28 |
| PP |
156-10 |
155-17 |
| S1 |
156-08 |
155-06 |
|