ECBOT 30 Year Treasury Bond Future September 2015
Trading Metrics calculated at close of trading on 11-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
Open |
154-08 |
155-00 |
0-24 |
0.5% |
156-00 |
High |
155-23 |
155-00 |
-0-23 |
-0.5% |
156-19 |
Low |
153-27 |
151-08 |
-2-19 |
-1.7% |
151-18 |
Close |
154-21 |
151-20 |
-3-01 |
-2.0% |
154-21 |
Range |
1-28 |
3-24 |
1-28 |
100.0% |
5-01 |
ATR |
1-24 |
1-28 |
0-05 |
8.2% |
0-00 |
Volume |
1,102 |
1,956 |
854 |
77.5% |
5,385 |
|
Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163-28 |
161-16 |
153-22 |
|
R3 |
160-04 |
157-24 |
152-21 |
|
R2 |
156-12 |
156-12 |
152-10 |
|
R1 |
154-00 |
154-00 |
151-31 |
153-10 |
PP |
152-20 |
152-20 |
152-20 |
152-09 |
S1 |
150-08 |
150-08 |
151-09 |
149-18 |
S2 |
148-28 |
148-28 |
150-30 |
|
S3 |
145-04 |
146-16 |
150-19 |
|
S4 |
141-12 |
142-24 |
149-18 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169-12 |
167-01 |
157-14 |
|
R3 |
164-11 |
162-00 |
156-01 |
|
R2 |
159-10 |
159-10 |
155-19 |
|
R1 |
156-31 |
156-31 |
155-04 |
155-20 |
PP |
154-09 |
154-09 |
154-09 |
153-19 |
S1 |
151-30 |
151-30 |
154-06 |
150-19 |
S2 |
149-08 |
149-08 |
153-23 |
|
S3 |
144-07 |
146-29 |
153-09 |
|
S4 |
139-06 |
141-28 |
151-28 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
170-30 |
2.618 |
164-26 |
1.618 |
161-02 |
1.000 |
158-24 |
0.618 |
157-10 |
HIGH |
155-00 |
0.618 |
153-18 |
0.500 |
153-04 |
0.382 |
152-22 |
LOW |
151-08 |
0.618 |
148-30 |
1.000 |
147-16 |
1.618 |
145-06 |
2.618 |
141-14 |
4.250 |
135-10 |
|
|
Fisher Pivots for day following 11-May-2015 |
Pivot |
1 day |
3 day |
R1 |
153-04 |
153-16 |
PP |
152-20 |
152-28 |
S1 |
152-04 |
152-08 |
|