ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
153-22 |
151-31 |
-1-23 |
-1.1% |
152-17 |
| High |
153-28 |
152-02 |
-1-26 |
-1.2% |
155-27 |
| Low |
151-15 |
149-09 |
-2-06 |
-1.4% |
152-13 |
| Close |
151-25 |
149-23 |
-2-02 |
-1.4% |
155-20 |
| Range |
2-13 |
2-25 |
0-12 |
15.6% |
3-14 |
| ATR |
1-31 |
2-00 |
0-02 |
3.0% |
0-00 |
| Volume |
255,728 |
308,439 |
52,711 |
20.6% |
1,050,552 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-22 |
157-00 |
151-08 |
|
| R3 |
155-29 |
154-07 |
150-15 |
|
| R2 |
153-04 |
153-04 |
150-07 |
|
| R1 |
151-14 |
151-14 |
149-31 |
150-28 |
| PP |
150-11 |
150-11 |
150-11 |
150-03 |
| S1 |
148-21 |
148-21 |
149-15 |
148-04 |
| S2 |
147-18 |
147-18 |
149-07 |
|
| S3 |
144-25 |
145-28 |
148-31 |
|
| S4 |
142-00 |
143-03 |
148-06 |
|
|
| 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 |
149-09 |
6-18 |
4.4% |
1-30 |
1.3% |
7% |
False |
True |
261,819 |
| 10 |
155-27 |
149-09 |
6-18 |
4.4% |
1-26 |
1.2% |
7% |
False |
True |
192,948 |
| 20 |
155-27 |
149-09 |
6-18 |
4.4% |
2-06 |
1.5% |
7% |
False |
True |
98,716 |
| 40 |
164-04 |
149-09 |
14-27 |
9.9% |
1-26 |
1.2% |
3% |
False |
True |
49,450 |
| 60 |
165-07 |
149-09 |
15-30 |
10.6% |
1-14 |
1.0% |
3% |
False |
True |
32,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-28 |
|
2.618 |
159-11 |
|
1.618 |
156-18 |
|
1.000 |
154-27 |
|
0.618 |
153-25 |
|
HIGH |
152-02 |
|
0.618 |
151-00 |
|
0.500 |
150-22 |
|
0.382 |
150-11 |
|
LOW |
149-09 |
|
0.618 |
147-18 |
|
1.000 |
146-16 |
|
1.618 |
144-25 |
|
2.618 |
142-00 |
|
4.250 |
137-15 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
150-22 |
152-12 |
| PP |
150-11 |
151-15 |
| S1 |
150-01 |
150-19 |
|