ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
153-08 |
155-17 |
2-09 |
1.5% |
156-01 |
| High |
155-27 |
155-17 |
-0-10 |
-0.2% |
156-21 |
| Low |
153-06 |
153-03 |
-0-03 |
-0.1% |
151-04 |
| Close |
155-19 |
153-15 |
-2-04 |
-1.4% |
155-19 |
| Range |
2-21 |
2-14 |
-0-07 |
-8.2% |
5-17 |
| ATR |
2-10 |
2-10 |
0-00 |
0.6% |
0-00 |
| Volume |
264,551 |
213,166 |
-51,385 |
-19.4% |
1,588,324 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-11 |
159-27 |
154-26 |
|
| R3 |
158-29 |
157-13 |
154-04 |
|
| R2 |
156-15 |
156-15 |
153-29 |
|
| R1 |
154-31 |
154-31 |
153-22 |
154-16 |
| PP |
154-01 |
154-01 |
154-01 |
153-26 |
| S1 |
152-17 |
152-17 |
153-08 |
152-02 |
| S2 |
151-19 |
151-19 |
153-01 |
|
| S3 |
149-05 |
150-03 |
152-26 |
|
| S4 |
146-23 |
147-21 |
152-04 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-02 |
168-27 |
158-20 |
|
| R3 |
165-17 |
163-10 |
157-04 |
|
| R2 |
160-00 |
160-00 |
156-19 |
|
| R1 |
157-25 |
157-25 |
156-03 |
156-04 |
| PP |
154-15 |
154-15 |
154-15 |
153-20 |
| S1 |
152-08 |
152-08 |
155-03 |
150-19 |
| S2 |
148-30 |
148-30 |
154-19 |
|
| S3 |
143-13 |
146-23 |
154-02 |
|
| S4 |
137-28 |
141-06 |
152-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-27 |
151-04 |
4-23 |
3.1% |
2-19 |
1.7% |
50% |
False |
False |
310,925 |
| 10 |
157-12 |
151-04 |
6-08 |
4.1% |
2-20 |
1.7% |
38% |
False |
False |
302,663 |
| 20 |
164-24 |
151-04 |
13-20 |
8.9% |
2-10 |
1.5% |
17% |
False |
False |
271,206 |
| 40 |
166-21 |
151-04 |
15-17 |
10.1% |
2-02 |
1.3% |
15% |
False |
False |
236,087 |
| 60 |
166-21 |
151-04 |
15-17 |
10.1% |
1-31 |
1.3% |
15% |
False |
False |
235,829 |
| 80 |
171-09 |
151-04 |
20-05 |
13.1% |
2-00 |
1.3% |
12% |
False |
False |
177,433 |
| 100 |
171-09 |
151-04 |
20-05 |
13.1% |
2-01 |
1.3% |
12% |
False |
False |
141,993 |
| 120 |
171-09 |
151-00 |
20-09 |
13.2% |
1-29 |
1.2% |
12% |
False |
False |
118,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-28 |
|
2.618 |
161-29 |
|
1.618 |
159-15 |
|
1.000 |
157-31 |
|
0.618 |
157-01 |
|
HIGH |
155-17 |
|
0.618 |
154-19 |
|
0.500 |
154-10 |
|
0.382 |
154-01 |
|
LOW |
153-03 |
|
0.618 |
151-19 |
|
1.000 |
150-21 |
|
1.618 |
149-05 |
|
2.618 |
146-23 |
|
4.250 |
142-24 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-10 |
153-28 |
| PP |
154-01 |
153-23 |
| S1 |
153-24 |
153-19 |
|