ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
155-05 |
153-16 |
-1-21 |
-1.1% |
154-04 |
| High |
155-13 |
153-17 |
-1-28 |
-1.2% |
157-12 |
| Low |
153-01 |
150-28 |
-2-05 |
-1.4% |
153-29 |
| Close |
153-10 |
151-08 |
-2-02 |
-1.3% |
157-06 |
| Range |
2-12 |
2-21 |
0-09 |
11.8% |
3-15 |
| ATR |
2-02 |
2-03 |
0-01 |
2.1% |
0-00 |
| Volume |
15,907 |
12,421 |
-3,486 |
-21.9% |
1,186,470 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-27 |
158-07 |
152-23 |
|
| R3 |
157-06 |
155-18 |
151-31 |
|
| R2 |
154-17 |
154-17 |
151-24 |
|
| R1 |
152-29 |
152-29 |
151-16 |
152-12 |
| PP |
151-28 |
151-28 |
151-28 |
151-20 |
| S1 |
150-08 |
150-08 |
151-00 |
149-24 |
| S2 |
149-07 |
149-07 |
150-24 |
|
| S3 |
146-18 |
147-19 |
150-17 |
|
| S4 |
143-29 |
144-30 |
149-25 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-18 |
165-11 |
159-03 |
|
| R3 |
163-03 |
161-28 |
158-05 |
|
| R2 |
159-20 |
159-20 |
157-26 |
|
| R1 |
158-13 |
158-13 |
157-16 |
159-00 |
| PP |
156-05 |
156-05 |
156-05 |
156-15 |
| S1 |
154-30 |
154-30 |
156-28 |
155-18 |
| S2 |
152-22 |
152-22 |
156-18 |
|
| S3 |
149-07 |
151-15 |
156-07 |
|
| S4 |
145-24 |
148-00 |
155-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-12 |
150-28 |
6-16 |
4.3% |
1-28 |
1.2% |
6% |
False |
True |
74,452 |
| 10 |
157-12 |
150-28 |
6-16 |
4.3% |
1-26 |
1.2% |
6% |
False |
True |
196,698 |
| 20 |
157-12 |
150-28 |
6-16 |
4.3% |
2-08 |
1.5% |
6% |
False |
True |
251,112 |
| 40 |
165-26 |
150-28 |
14-30 |
9.9% |
2-02 |
1.4% |
3% |
False |
True |
242,305 |
| 60 |
166-21 |
150-28 |
15-25 |
10.4% |
1-31 |
1.3% |
2% |
False |
True |
229,376 |
| 80 |
166-21 |
150-28 |
15-25 |
10.4% |
1-30 |
1.3% |
2% |
False |
True |
205,930 |
| 100 |
171-09 |
150-28 |
20-13 |
13.5% |
2-01 |
1.3% |
2% |
False |
True |
164,858 |
| 120 |
171-09 |
150-28 |
20-13 |
13.5% |
1-31 |
1.3% |
2% |
False |
True |
137,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-26 |
|
2.618 |
160-16 |
|
1.618 |
157-27 |
|
1.000 |
156-06 |
|
0.618 |
155-06 |
|
HIGH |
153-17 |
|
0.618 |
152-17 |
|
0.500 |
152-06 |
|
0.382 |
151-28 |
|
LOW |
150-28 |
|
0.618 |
149-07 |
|
1.000 |
148-07 |
|
1.618 |
146-18 |
|
2.618 |
143-29 |
|
4.250 |
139-19 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
152-06 |
153-30 |
| PP |
151-28 |
153-01 |
| S1 |
151-18 |
152-05 |
|