ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
153-21 |
152-06 |
-1-15 |
-1.0% |
157-22 |
| High |
155-02 |
153-18 |
-1-16 |
-1.0% |
158-05 |
| Low |
152-03 |
151-28 |
-0-07 |
-0.1% |
153-00 |
| Close |
152-18 |
153-00 |
0-14 |
0.3% |
156-07 |
| Range |
2-31 |
1-22 |
-1-09 |
-43.2% |
5-05 |
| ATR |
2-10 |
2-08 |
-0-01 |
-1.9% |
0-00 |
| Volume |
378,280 |
345,557 |
-32,723 |
-8.7% |
1,438,261 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-28 |
157-04 |
153-30 |
|
| R3 |
156-06 |
155-14 |
153-15 |
|
| R2 |
154-16 |
154-16 |
153-10 |
|
| R1 |
153-24 |
153-24 |
153-05 |
154-04 |
| PP |
152-26 |
152-26 |
152-26 |
153-00 |
| S1 |
152-02 |
152-02 |
152-27 |
152-14 |
| S2 |
151-04 |
151-04 |
152-22 |
|
| S3 |
149-14 |
150-12 |
152-17 |
|
| S4 |
147-24 |
148-22 |
152-02 |
|
|
| 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 |
151-04 |
6-08 |
4.1% |
2-24 |
1.8% |
30% |
False |
False |
326,672 |
| 10 |
159-26 |
151-04 |
8-22 |
5.7% |
2-17 |
1.7% |
22% |
False |
False |
294,180 |
| 20 |
165-19 |
151-04 |
14-15 |
9.5% |
2-08 |
1.5% |
13% |
False |
False |
270,348 |
| 40 |
166-21 |
151-04 |
15-17 |
10.2% |
2-00 |
1.3% |
12% |
False |
False |
233,855 |
| 60 |
166-21 |
151-04 |
15-17 |
10.2% |
1-31 |
1.3% |
12% |
False |
False |
228,142 |
| 80 |
171-09 |
151-04 |
20-05 |
13.2% |
2-00 |
1.3% |
9% |
False |
False |
171,469 |
| 100 |
171-09 |
151-04 |
20-05 |
13.2% |
2-00 |
1.3% |
9% |
False |
False |
137,218 |
| 120 |
171-09 |
150-16 |
20-25 |
13.6% |
1-28 |
1.2% |
12% |
False |
False |
114,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-24 |
|
2.618 |
157-31 |
|
1.618 |
156-09 |
|
1.000 |
155-08 |
|
0.618 |
154-19 |
|
HIGH |
153-18 |
|
0.618 |
152-29 |
|
0.500 |
152-23 |
|
0.382 |
152-17 |
|
LOW |
151-28 |
|
0.618 |
150-27 |
|
1.000 |
150-06 |
|
1.618 |
149-05 |
|
2.618 |
147-15 |
|
4.250 |
144-22 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
152-29 |
153-03 |
| PP |
152-26 |
153-02 |
| S1 |
152-23 |
153-01 |
|