ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
156-02 |
156-20 |
0-18 |
0.4% |
155-17 |
| High |
156-24 |
156-31 |
0-07 |
0.1% |
155-17 |
| Low |
155-11 |
156-00 |
0-21 |
0.4% |
151-28 |
| Close |
156-18 |
156-11 |
-0-07 |
-0.1% |
153-25 |
| Range |
1-13 |
0-31 |
-0-14 |
-31.1% |
3-21 |
| ATR |
2-05 |
2-02 |
-0-03 |
-3.9% |
0-00 |
| Volume |
404,265 |
258,832 |
-145,433 |
-36.0% |
1,258,135 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-11 |
158-26 |
156-28 |
|
| R3 |
158-12 |
157-27 |
156-20 |
|
| R2 |
157-13 |
157-13 |
156-17 |
|
| R1 |
156-28 |
156-28 |
156-14 |
156-21 |
| PP |
156-14 |
156-14 |
156-14 |
156-10 |
| S1 |
155-29 |
155-29 |
156-08 |
155-22 |
| S2 |
155-15 |
155-15 |
156-05 |
|
| S3 |
154-16 |
154-30 |
156-02 |
|
| S4 |
153-17 |
153-31 |
155-26 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-22 |
162-29 |
155-25 |
|
| R3 |
161-01 |
159-08 |
154-25 |
|
| R2 |
157-12 |
157-12 |
154-14 |
|
| R1 |
155-19 |
155-19 |
154-04 |
154-21 |
| PP |
153-23 |
153-23 |
153-23 |
153-08 |
| S1 |
151-30 |
151-30 |
153-14 |
151-00 |
| S2 |
150-02 |
150-02 |
153-04 |
|
| S3 |
146-13 |
148-09 |
152-25 |
|
| S4 |
142-24 |
144-20 |
151-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-31 |
152-19 |
4-12 |
2.8% |
1-20 |
1.0% |
86% |
True |
False |
322,863 |
| 10 |
156-31 |
151-28 |
5-03 |
3.3% |
1-28 |
1.2% |
88% |
True |
False |
299,855 |
| 20 |
160-01 |
151-04 |
8-29 |
5.7% |
2-07 |
1.4% |
59% |
False |
False |
296,691 |
| 40 |
166-21 |
151-04 |
15-17 |
9.9% |
2-02 |
1.3% |
34% |
False |
False |
256,363 |
| 60 |
166-21 |
151-04 |
15-17 |
9.9% |
1-31 |
1.3% |
34% |
False |
False |
245,088 |
| 80 |
169-18 |
151-04 |
18-14 |
11.8% |
1-31 |
1.3% |
28% |
False |
False |
204,551 |
| 100 |
171-09 |
151-04 |
20-05 |
12.9% |
2-01 |
1.3% |
26% |
False |
False |
163,737 |
| 120 |
171-09 |
151-04 |
20-05 |
12.9% |
1-30 |
1.2% |
26% |
False |
False |
136,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-03 |
|
2.618 |
159-16 |
|
1.618 |
158-17 |
|
1.000 |
157-30 |
|
0.618 |
157-18 |
|
HIGH |
156-31 |
|
0.618 |
156-19 |
|
0.500 |
156-16 |
|
0.382 |
156-12 |
|
LOW |
156-00 |
|
0.618 |
155-13 |
|
1.000 |
155-01 |
|
1.618 |
154-14 |
|
2.618 |
153-15 |
|
4.250 |
151-28 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-16 |
156-01 |
| PP |
156-14 |
155-24 |
| S1 |
156-12 |
155-14 |
|