ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 06-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
154-29 |
154-10 |
-0-19 |
-0.4% |
160-22 |
| High |
155-22 |
154-17 |
-1-05 |
-0.7% |
161-17 |
| Low |
153-27 |
152-10 |
-1-17 |
-1.0% |
155-31 |
| Close |
154-16 |
152-24 |
-1-24 |
-1.1% |
156-02 |
| Range |
1-27 |
2-07 |
0-12 |
20.3% |
5-18 |
| ATR |
1-19 |
1-20 |
0-01 |
2.8% |
0-00 |
| Volume |
296 |
629 |
333 |
112.5% |
2,500 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-27 |
158-17 |
153-31 |
|
| R3 |
157-20 |
156-10 |
153-12 |
|
| R2 |
155-13 |
155-13 |
153-05 |
|
| R1 |
154-03 |
154-03 |
152-31 |
153-20 |
| PP |
153-06 |
153-06 |
153-06 |
152-31 |
| S1 |
151-28 |
151-28 |
152-17 |
151-14 |
| S2 |
150-31 |
150-31 |
152-11 |
|
| S3 |
148-24 |
149-21 |
152-04 |
|
| S4 |
146-17 |
147-14 |
151-17 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-17 |
170-28 |
159-04 |
|
| R3 |
168-31 |
165-10 |
157-19 |
|
| R2 |
163-13 |
163-13 |
157-03 |
|
| R1 |
159-24 |
159-24 |
156-18 |
158-26 |
| PP |
157-27 |
157-27 |
157-27 |
157-12 |
| S1 |
154-06 |
154-06 |
155-18 |
153-08 |
| S2 |
152-09 |
152-09 |
155-01 |
|
| S3 |
146-23 |
148-20 |
154-17 |
|
| S4 |
141-05 |
143-02 |
153-00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-31 |
|
2.618 |
160-11 |
|
1.618 |
158-04 |
|
1.000 |
156-24 |
|
0.618 |
155-29 |
|
HIGH |
154-17 |
|
0.618 |
153-22 |
|
0.500 |
153-14 |
|
0.382 |
153-05 |
|
LOW |
152-10 |
|
0.618 |
150-30 |
|
1.000 |
150-03 |
|
1.618 |
148-23 |
|
2.618 |
146-16 |
|
4.250 |
142-28 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-14 |
154-14 |
| PP |
153-06 |
153-28 |
| S1 |
152-31 |
153-10 |
|