ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 21-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
Open |
152-08 |
152-25 |
0-17 |
0.3% |
156-01 |
High |
153-10 |
154-15 |
1-05 |
0.8% |
156-21 |
Low |
151-29 |
152-19 |
0-22 |
0.5% |
151-04 |
Close |
152-23 |
154-13 |
1-22 |
1.1% |
155-19 |
Range |
1-13 |
1-28 |
0-15 |
33.3% |
5-17 |
ATR |
2-09 |
2-08 |
-0-01 |
-1.2% |
0-00 |
Volume |
239,241 |
243,297 |
4,056 |
1.7% |
1,588,324 |
|
Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-14 |
158-26 |
155-14 |
|
R3 |
157-18 |
156-30 |
154-30 |
|
R2 |
155-22 |
155-22 |
154-24 |
|
R1 |
155-02 |
155-02 |
154-18 |
155-12 |
PP |
153-26 |
153-26 |
153-26 |
154-00 |
S1 |
153-06 |
153-06 |
154-08 |
153-16 |
S2 |
151-30 |
151-30 |
154-02 |
|
S3 |
150-02 |
151-10 |
153-28 |
|
S4 |
148-06 |
149-14 |
153-12 |
|
|
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 |
151-28 |
3-31 |
2.6% |
2-06 |
1.4% |
64% |
False |
False |
256,395 |
10 |
157-12 |
151-04 |
6-08 |
4.0% |
2-15 |
1.6% |
53% |
False |
False |
291,533 |
20 |
163-09 |
151-04 |
12-05 |
7.9% |
2-10 |
1.5% |
27% |
False |
False |
274,277 |
40 |
166-21 |
151-04 |
15-17 |
10.1% |
2-03 |
1.4% |
21% |
False |
False |
242,808 |
60 |
166-21 |
151-04 |
15-17 |
10.1% |
1-31 |
1.3% |
21% |
False |
False |
241,465 |
80 |
171-09 |
151-04 |
20-05 |
13.1% |
2-00 |
1.3% |
16% |
False |
False |
187,464 |
100 |
171-09 |
151-04 |
20-05 |
13.1% |
2-01 |
1.3% |
16% |
False |
False |
150,032 |
120 |
171-09 |
151-04 |
20-05 |
13.1% |
1-30 |
1.2% |
16% |
False |
False |
125,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162-14 |
2.618 |
159-12 |
1.618 |
157-16 |
1.000 |
156-11 |
0.618 |
155-20 |
HIGH |
154-15 |
0.618 |
153-24 |
0.500 |
153-17 |
0.382 |
153-10 |
LOW |
152-19 |
0.618 |
151-14 |
1.000 |
150-23 |
1.618 |
149-18 |
2.618 |
147-22 |
4.250 |
144-20 |
|
|
Fisher Pivots for day following 21-May-2015 |
Pivot |
1 day |
3 day |
R1 |
154-04 |
154-00 |
PP |
153-26 |
153-19 |
S1 |
153-17 |
153-06 |
|