ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 11-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
| Open |
155-24 |
156-01 |
0-09 |
0.2% |
157-22 |
| High |
157-12 |
156-21 |
-0-23 |
-0.5% |
158-05 |
| Low |
155-10 |
152-26 |
-2-16 |
-1.6% |
153-00 |
| Close |
156-07 |
153-06 |
-3-01 |
-1.9% |
156-07 |
| Range |
2-02 |
3-27 |
1-25 |
86.4% |
5-05 |
| ATR |
2-02 |
2-06 |
0-04 |
6.2% |
0-00 |
| Volume |
309,591 |
246,862 |
-62,729 |
-20.3% |
1,438,261 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-24 |
163-10 |
155-10 |
|
| R3 |
161-29 |
159-15 |
154-08 |
|
| R2 |
158-02 |
158-02 |
153-29 |
|
| R1 |
155-20 |
155-20 |
153-17 |
154-30 |
| PP |
154-07 |
154-07 |
154-07 |
153-28 |
| S1 |
151-25 |
151-25 |
152-27 |
151-02 |
| S2 |
150-12 |
150-12 |
152-15 |
|
| S3 |
146-17 |
147-30 |
152-04 |
|
| S4 |
142-22 |
144-03 |
151-02 |
|
|
| 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 |
157-12 |
152-26 |
4-18 |
3.0% |
2-22 |
1.8% |
8% |
False |
True |
294,401 |
| 10 |
163-01 |
152-26 |
10-07 |
6.7% |
2-14 |
1.6% |
4% |
False |
True |
278,178 |
| 20 |
165-26 |
152-26 |
13-00 |
8.5% |
2-04 |
1.4% |
3% |
False |
True |
254,153 |
| 40 |
166-21 |
152-26 |
13-27 |
9.0% |
1-30 |
1.3% |
3% |
False |
True |
222,413 |
| 60 |
166-21 |
152-26 |
13-27 |
9.0% |
1-30 |
1.3% |
3% |
False |
True |
210,391 |
| 80 |
171-09 |
152-26 |
18-15 |
12.1% |
2-01 |
1.3% |
2% |
False |
True |
158,020 |
| 100 |
171-09 |
152-26 |
18-15 |
12.1% |
1-31 |
1.3% |
2% |
False |
True |
126,451 |
| 120 |
171-09 |
150-00 |
21-09 |
13.9% |
1-26 |
1.2% |
15% |
False |
False |
105,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-00 |
|
2.618 |
166-23 |
|
1.618 |
162-28 |
|
1.000 |
160-16 |
|
0.618 |
159-01 |
|
HIGH |
156-21 |
|
0.618 |
155-06 |
|
0.500 |
154-24 |
|
0.382 |
154-09 |
|
LOW |
152-26 |
|
0.618 |
150-14 |
|
1.000 |
148-31 |
|
1.618 |
146-19 |
|
2.618 |
142-24 |
|
4.250 |
136-15 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-24 |
155-03 |
| PP |
154-07 |
154-15 |
| S1 |
153-22 |
153-26 |
|