ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
151-31 |
149-25 |
-2-06 |
-1.4% |
152-17 |
| High |
152-02 |
151-20 |
-0-14 |
-0.3% |
155-27 |
| Low |
149-09 |
148-19 |
-0-22 |
-0.5% |
152-13 |
| Close |
149-23 |
151-12 |
1-21 |
1.1% |
155-20 |
| Range |
2-25 |
3-01 |
0-08 |
9.0% |
3-14 |
| ATR |
2-00 |
2-03 |
0-02 |
3.6% |
0-00 |
| Volume |
308,439 |
318,610 |
10,171 |
3.3% |
1,050,552 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-20 |
158-17 |
153-01 |
|
| R3 |
156-19 |
155-16 |
152-07 |
|
| R2 |
153-18 |
153-18 |
151-30 |
|
| R1 |
152-15 |
152-15 |
151-21 |
153-00 |
| PP |
150-17 |
150-17 |
150-17 |
150-26 |
| S1 |
149-14 |
149-14 |
151-03 |
150-00 |
| S2 |
147-16 |
147-16 |
150-26 |
|
| S3 |
144-15 |
146-13 |
150-17 |
|
| S4 |
141-14 |
143-12 |
149-23 |
|
|
| 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 |
148-19 |
7-08 |
4.8% |
2-11 |
1.5% |
38% |
False |
True |
280,239 |
| 10 |
155-27 |
148-19 |
7-08 |
4.8% |
1-31 |
1.3% |
38% |
False |
True |
224,119 |
| 20 |
155-27 |
148-19 |
7-08 |
4.8% |
2-08 |
1.5% |
38% |
False |
True |
114,615 |
| 40 |
164-04 |
148-19 |
15-17 |
10.3% |
1-28 |
1.2% |
18% |
False |
True |
57,415 |
| 60 |
165-07 |
148-19 |
16-20 |
11.0% |
1-16 |
1.0% |
17% |
False |
True |
38,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-16 |
|
2.618 |
159-18 |
|
1.618 |
156-17 |
|
1.000 |
154-21 |
|
0.618 |
153-16 |
|
HIGH |
151-20 |
|
0.618 |
150-15 |
|
0.500 |
150-04 |
|
0.382 |
149-24 |
|
LOW |
148-19 |
|
0.618 |
146-23 |
|
1.000 |
145-18 |
|
1.618 |
143-22 |
|
2.618 |
140-21 |
|
4.250 |
135-23 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
150-30 |
151-10 |
| PP |
150-17 |
151-09 |
| S1 |
150-04 |
151-08 |
|