ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 02-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
155-00 |
153-22 |
-1-10 |
-0.8% |
152-17 |
| High |
155-14 |
153-28 |
-1-18 |
-1.0% |
155-27 |
| Low |
153-05 |
151-15 |
-1-22 |
-1.1% |
152-13 |
| Close |
153-13 |
151-25 |
-1-20 |
-1.1% |
155-20 |
| Range |
2-09 |
2-13 |
0-04 |
5.5% |
3-14 |
| ATR |
1-29 |
1-31 |
0-01 |
1.8% |
0-00 |
| Volume |
254,631 |
255,728 |
1,097 |
0.4% |
1,050,552 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-19 |
158-03 |
153-03 |
|
| R3 |
157-06 |
155-22 |
152-14 |
|
| R2 |
154-25 |
154-25 |
152-07 |
|
| R1 |
153-09 |
153-09 |
152-00 |
152-26 |
| PP |
152-12 |
152-12 |
152-12 |
152-05 |
| S1 |
150-28 |
150-28 |
151-18 |
150-14 |
| S2 |
149-31 |
149-31 |
151-11 |
|
| S3 |
147-18 |
148-15 |
151-04 |
|
| S4 |
145-05 |
146-02 |
150-15 |
|
|
| 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 |
151-15 |
4-12 |
2.9% |
1-21 |
1.1% |
7% |
False |
True |
260,758 |
| 10 |
155-27 |
150-11 |
5-16 |
3.6% |
1-25 |
1.2% |
26% |
False |
False |
162,723 |
| 20 |
155-27 |
149-17 |
6-10 |
4.2% |
2-05 |
1.4% |
36% |
False |
False |
83,309 |
| 40 |
164-04 |
149-17 |
14-19 |
9.6% |
1-24 |
1.2% |
15% |
False |
False |
41,740 |
| 60 |
165-07 |
149-17 |
15-22 |
10.3% |
1-13 |
0.9% |
14% |
False |
False |
27,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-03 |
|
2.618 |
160-06 |
|
1.618 |
157-25 |
|
1.000 |
156-09 |
|
0.618 |
155-12 |
|
HIGH |
153-28 |
|
0.618 |
152-31 |
|
0.500 |
152-22 |
|
0.382 |
152-12 |
|
LOW |
151-15 |
|
0.618 |
149-31 |
|
1.000 |
149-02 |
|
1.618 |
147-18 |
|
2.618 |
145-05 |
|
4.250 |
141-08 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
152-22 |
153-21 |
| PP |
152-12 |
153-01 |
| S1 |
152-02 |
152-13 |
|