ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
153-23 |
151-22 |
-2-01 |
-1.3% |
155-00 |
| High |
153-27 |
152-26 |
-1-01 |
-0.7% |
155-00 |
| Low |
151-18 |
150-11 |
-1-07 |
-0.8% |
149-17 |
| Close |
151-30 |
151-15 |
-0-15 |
-0.3% |
154-02 |
| Range |
2-09 |
2-15 |
0-06 |
8.2% |
5-15 |
| ATR |
2-03 |
2-04 |
0-01 |
1.3% |
0-00 |
| Volume |
3,417 |
6,183 |
2,766 |
80.9% |
30,533 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-30 |
157-22 |
152-26 |
|
| R3 |
156-15 |
155-07 |
152-05 |
|
| R2 |
154-00 |
154-00 |
151-29 |
|
| R1 |
152-24 |
152-24 |
151-22 |
152-04 |
| PP |
151-17 |
151-17 |
151-17 |
151-08 |
| S1 |
150-09 |
150-09 |
151-08 |
149-22 |
| S2 |
149-02 |
149-02 |
151-01 |
|
| S3 |
146-19 |
147-26 |
150-25 |
|
| S4 |
144-04 |
145-11 |
150-04 |
|
|
| 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 |
163-10 |
|
2.618 |
159-09 |
|
1.618 |
156-26 |
|
1.000 |
155-09 |
|
0.618 |
154-11 |
|
HIGH |
152-26 |
|
0.618 |
151-28 |
|
0.500 |
151-18 |
|
0.382 |
151-09 |
|
LOW |
150-11 |
|
0.618 |
148-26 |
|
1.000 |
147-28 |
|
1.618 |
146-11 |
|
2.618 |
143-28 |
|
4.250 |
139-27 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
151-18 |
152-10 |
| PP |
151-17 |
152-01 |
| S1 |
151-16 |
151-24 |
|