ECBOT 30 Year Treasury Bond Future September 2015
Trading Metrics calculated at close of trading on 18-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
Open |
151-23 |
153-23 |
2-00 |
1.3% |
155-00 |
High |
154-09 |
153-27 |
-0-14 |
-0.3% |
155-00 |
Low |
151-23 |
151-18 |
-0-05 |
-0.1% |
149-17 |
Close |
154-02 |
151-30 |
-2-04 |
-1.4% |
154-02 |
Range |
2-18 |
2-09 |
-0-09 |
-11.0% |
5-15 |
ATR |
2-02 |
2-03 |
0-01 |
1.5% |
0-00 |
Volume |
14,706 |
3,417 |
-11,289 |
-76.8% |
30,533 |
|
Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-09 |
157-29 |
153-06 |
|
R3 |
157-00 |
155-20 |
152-18 |
|
R2 |
154-23 |
154-23 |
152-11 |
|
R1 |
153-11 |
153-11 |
152-05 |
152-28 |
PP |
152-14 |
152-14 |
152-14 |
152-07 |
S1 |
151-02 |
151-02 |
151-23 |
150-20 |
S2 |
150-05 |
150-05 |
151-17 |
|
S3 |
147-28 |
148-25 |
151-10 |
|
S4 |
145-19 |
146-16 |
150-22 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169-09 |
167-04 |
157-02 |
|
R3 |
163-26 |
161-21 |
155-18 |
|
R2 |
158-11 |
158-11 |
155-02 |
|
R1 |
156-06 |
156-06 |
154-18 |
154-17 |
PP |
152-28 |
152-28 |
152-28 |
152-01 |
S1 |
150-23 |
150-23 |
153-18 |
149-02 |
S2 |
147-13 |
147-13 |
153-02 |
|
S3 |
141-30 |
145-08 |
152-18 |
|
S4 |
136-15 |
139-25 |
151-02 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
163-17 |
2.618 |
159-26 |
1.618 |
157-17 |
1.000 |
156-04 |
0.618 |
155-08 |
HIGH |
153-27 |
0.618 |
152-31 |
0.500 |
152-22 |
0.382 |
152-14 |
LOW |
151-18 |
0.618 |
150-05 |
1.000 |
149-09 |
1.618 |
147-28 |
2.618 |
145-19 |
4.250 |
141-28 |
|
|
Fisher Pivots for day following 18-May-2015 |
Pivot |
1 day |
3 day |
R1 |
152-22 |
152-10 |
PP |
152-14 |
152-06 |
S1 |
152-06 |
152-02 |
|