ECBOT 30 Year Treasury Bond Future September 2015
Trading Metrics calculated at close of trading on 22-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
Open |
151-09 |
152-19 |
1-10 |
0.9% |
153-23 |
High |
152-29 |
153-11 |
0-14 |
0.3% |
153-27 |
Low |
151-03 |
151-31 |
0-28 |
0.6% |
150-11 |
Close |
152-28 |
152-08 |
-0-20 |
-0.4% |
152-08 |
Range |
1-26 |
1-12 |
-0-14 |
-24.1% |
3-16 |
ATR |
2-02 |
2-00 |
-0-02 |
-2.4% |
0-00 |
Volume |
14,029 |
39,204 |
25,175 |
179.4% |
69,737 |
|
Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-21 |
155-26 |
153-00 |
|
R3 |
155-09 |
154-14 |
152-20 |
|
R2 |
153-29 |
153-29 |
152-16 |
|
R1 |
153-02 |
153-02 |
152-12 |
152-26 |
PP |
152-17 |
152-17 |
152-17 |
152-12 |
S1 |
151-22 |
151-22 |
152-04 |
151-14 |
S2 |
151-05 |
151-05 |
152-00 |
|
S3 |
149-25 |
150-10 |
151-28 |
|
S4 |
148-13 |
148-30 |
151-16 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162-21 |
160-30 |
154-06 |
|
R3 |
159-05 |
157-14 |
153-07 |
|
R2 |
155-21 |
155-21 |
152-29 |
|
R1 |
153-30 |
153-30 |
152-18 |
153-02 |
PP |
152-05 |
152-05 |
152-05 |
151-22 |
S1 |
150-14 |
150-14 |
151-30 |
149-18 |
S2 |
148-21 |
148-21 |
151-19 |
|
S3 |
145-05 |
146-30 |
151-09 |
|
S4 |
141-21 |
143-14 |
150-10 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
159-06 |
2.618 |
156-30 |
1.618 |
155-18 |
1.000 |
154-23 |
0.618 |
154-06 |
HIGH |
153-11 |
0.618 |
152-26 |
0.500 |
152-21 |
0.382 |
152-16 |
LOW |
151-31 |
0.618 |
151-04 |
1.000 |
150-19 |
1.618 |
149-24 |
2.618 |
148-12 |
4.250 |
146-04 |
|
|
Fisher Pivots for day following 22-May-2015 |
Pivot |
1 day |
3 day |
R1 |
152-21 |
152-04 |
PP |
152-17 |
152-00 |
S1 |
152-12 |
151-28 |
|