ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 26-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
| Open |
152-19 |
152-17 |
-0-02 |
0.0% |
153-23 |
| High |
153-11 |
154-26 |
1-15 |
1.0% |
153-27 |
| Low |
151-31 |
152-13 |
0-14 |
0.3% |
150-11 |
| Close |
152-08 |
154-22 |
2-14 |
1.6% |
152-08 |
| Range |
1-12 |
2-13 |
1-01 |
75.0% |
3-16 |
| ATR |
2-00 |
2-01 |
0-01 |
2.0% |
0-00 |
| Volume |
39,204 |
257,119 |
217,915 |
555.8% |
69,737 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-06 |
160-11 |
156-00 |
|
| R3 |
158-25 |
157-30 |
155-11 |
|
| R2 |
156-12 |
156-12 |
155-04 |
|
| R1 |
155-17 |
155-17 |
154-29 |
155-30 |
| PP |
153-31 |
153-31 |
153-31 |
154-06 |
| S1 |
153-04 |
153-04 |
154-15 |
153-18 |
| S2 |
151-18 |
151-18 |
154-08 |
|
| S3 |
149-05 |
150-23 |
154-01 |
|
| S4 |
146-24 |
148-10 |
153-12 |
|
|
| 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 |
165-01 |
|
2.618 |
161-04 |
|
1.618 |
158-23 |
|
1.000 |
157-07 |
|
0.618 |
156-10 |
|
HIGH |
154-26 |
|
0.618 |
153-29 |
|
0.500 |
153-20 |
|
0.382 |
153-10 |
|
LOW |
152-13 |
|
0.618 |
150-29 |
|
1.000 |
150-00 |
|
1.618 |
148-16 |
|
2.618 |
146-03 |
|
4.250 |
142-06 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-10 |
154-04 |
| PP |
153-31 |
153-17 |
| S1 |
153-20 |
152-30 |
|