ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
155-03 |
154-24 |
-0-11 |
-0.2% |
152-17 |
| High |
155-14 |
155-27 |
0-13 |
0.3% |
155-27 |
| Low |
154-15 |
154-21 |
0-06 |
0.1% |
152-13 |
| Close |
154-26 |
155-20 |
0-26 |
0.5% |
155-20 |
| Range |
0-31 |
1-06 |
0-07 |
22.6% |
3-14 |
| ATR |
1-30 |
1-28 |
-0-02 |
-2.7% |
0-00 |
| Volume |
226,507 |
263,791 |
37,284 |
16.5% |
1,050,552 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-30 |
158-15 |
156-09 |
|
| R3 |
157-24 |
157-09 |
155-30 |
|
| R2 |
156-18 |
156-18 |
155-27 |
|
| R1 |
156-03 |
156-03 |
155-23 |
156-10 |
| PP |
155-12 |
155-12 |
155-12 |
155-16 |
| S1 |
154-29 |
154-29 |
155-17 |
155-04 |
| S2 |
154-06 |
154-06 |
155-13 |
|
| S3 |
153-00 |
153-23 |
155-10 |
|
| S4 |
151-26 |
152-17 |
154-31 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-30 |
163-23 |
157-16 |
|
| R3 |
161-16 |
160-09 |
156-18 |
|
| R2 |
158-02 |
158-02 |
156-08 |
|
| R1 |
156-27 |
156-27 |
155-30 |
157-14 |
| PP |
154-20 |
154-20 |
154-20 |
154-30 |
| S1 |
153-13 |
153-13 |
155-10 |
154-00 |
| S2 |
151-06 |
151-06 |
155-00 |
|
| S3 |
147-24 |
149-31 |
154-22 |
|
| S4 |
144-10 |
146-17 |
153-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-27 |
151-31 |
3-28 |
2.5% |
1-15 |
0.9% |
94% |
True |
False |
217,951 |
| 10 |
155-27 |
150-11 |
5-16 |
3.5% |
1-25 |
1.2% |
96% |
True |
False |
113,499 |
| 20 |
158-01 |
149-17 |
8-16 |
5.5% |
2-03 |
1.3% |
72% |
False |
False |
57,878 |
| 40 |
165-07 |
149-17 |
15-22 |
10.1% |
1-23 |
1.1% |
39% |
False |
False |
28,983 |
| 60 |
165-07 |
149-17 |
15-22 |
10.1% |
1-10 |
0.9% |
39% |
False |
False |
19,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-28 |
|
2.618 |
158-30 |
|
1.618 |
157-24 |
|
1.000 |
157-01 |
|
0.618 |
156-18 |
|
HIGH |
155-27 |
|
0.618 |
155-12 |
|
0.500 |
155-08 |
|
0.382 |
155-04 |
|
LOW |
154-21 |
|
0.618 |
153-30 |
|
1.000 |
153-15 |
|
1.618 |
152-24 |
|
2.618 |
151-18 |
|
4.250 |
149-20 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-16 |
155-12 |
| PP |
155-12 |
155-03 |
| S1 |
155-08 |
154-26 |
|