ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 05-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
149-25 |
151-11 |
1-18 |
1.0% |
155-00 |
| High |
151-20 |
151-12 |
-0-08 |
-0.2% |
155-14 |
| Low |
148-19 |
149-00 |
0-13 |
0.3% |
148-19 |
| Close |
151-12 |
149-23 |
-1-21 |
-1.1% |
149-23 |
| Range |
3-01 |
2-12 |
-0-21 |
-21.6% |
6-27 |
| ATR |
2-03 |
2-03 |
0-01 |
1.0% |
0-00 |
| Volume |
318,610 |
296,380 |
-22,230 |
-7.0% |
1,433,788 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-05 |
155-26 |
151-01 |
|
| R3 |
154-25 |
153-14 |
150-12 |
|
| R2 |
152-13 |
152-13 |
150-05 |
|
| R1 |
151-02 |
151-02 |
149-30 |
150-18 |
| PP |
150-01 |
150-01 |
150-01 |
149-25 |
| S1 |
148-22 |
148-22 |
149-16 |
148-06 |
| S2 |
147-21 |
147-21 |
149-09 |
|
| S3 |
145-09 |
146-10 |
149-02 |
|
| S4 |
142-29 |
143-30 |
148-13 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-25 |
167-19 |
153-15 |
|
| R3 |
164-30 |
160-24 |
151-19 |
|
| R2 |
158-03 |
158-03 |
150-31 |
|
| R1 |
153-29 |
153-29 |
150-11 |
152-18 |
| PP |
151-08 |
151-08 |
151-08 |
150-19 |
| S1 |
147-02 |
147-02 |
149-03 |
145-24 |
| S2 |
144-13 |
144-13 |
148-15 |
|
| S3 |
137-18 |
140-07 |
147-27 |
|
| S4 |
130-23 |
133-12 |
145-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-14 |
148-19 |
6-27 |
4.6% |
2-18 |
1.7% |
16% |
False |
False |
286,757 |
| 10 |
155-27 |
148-19 |
7-08 |
4.8% |
2-01 |
1.4% |
16% |
False |
False |
252,354 |
| 20 |
155-27 |
148-19 |
7-08 |
4.8% |
2-06 |
1.5% |
16% |
False |
False |
129,285 |
| 40 |
164-04 |
148-19 |
15-17 |
10.4% |
1-29 |
1.3% |
7% |
False |
False |
64,825 |
| 60 |
165-07 |
148-19 |
16-20 |
11.1% |
1-17 |
1.0% |
7% |
False |
False |
43,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-15 |
|
2.618 |
157-19 |
|
1.618 |
155-07 |
|
1.000 |
153-24 |
|
0.618 |
152-27 |
|
HIGH |
151-12 |
|
0.618 |
150-15 |
|
0.500 |
150-06 |
|
0.382 |
149-29 |
|
LOW |
149-00 |
|
0.618 |
147-17 |
|
1.000 |
146-20 |
|
1.618 |
145-05 |
|
2.618 |
142-25 |
|
4.250 |
138-29 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
150-06 |
150-10 |
| PP |
150-01 |
150-04 |
| S1 |
149-28 |
149-30 |
|