ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
147-27 |
146-27 |
-1-00 |
-0.7% |
145-18 |
| High |
147-31 |
148-02 |
0-03 |
0.1% |
149-08 |
| Low |
146-22 |
146-19 |
-0-03 |
-0.1% |
145-13 |
| Close |
146-29 |
147-17 |
0-20 |
0.4% |
147-17 |
| Range |
1-09 |
1-15 |
0-06 |
14.6% |
3-27 |
| ATR |
1-11 |
1-11 |
0-00 |
0.8% |
0-00 |
| Volume |
378,362 |
444,356 |
65,994 |
17.4% |
2,118,482 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-26 |
151-04 |
148-11 |
|
| R3 |
150-11 |
149-21 |
147-30 |
|
| R2 |
148-28 |
148-28 |
147-26 |
|
| R1 |
148-06 |
148-06 |
147-21 |
148-17 |
| PP |
147-13 |
147-13 |
147-13 |
147-18 |
| S1 |
146-23 |
146-23 |
147-13 |
147-02 |
| S2 |
145-30 |
145-30 |
147-08 |
|
| S3 |
144-15 |
145-08 |
147-04 |
|
| S4 |
143-00 |
143-25 |
146-23 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-30 |
157-02 |
149-21 |
|
| R3 |
155-03 |
153-07 |
148-19 |
|
| R2 |
151-08 |
151-08 |
148-08 |
|
| R1 |
149-12 |
149-12 |
147-28 |
150-10 |
| PP |
147-13 |
147-13 |
147-13 |
147-28 |
| S1 |
145-17 |
145-17 |
147-06 |
146-15 |
| S2 |
143-18 |
143-18 |
146-26 |
|
| S3 |
139-23 |
141-22 |
146-15 |
|
| S4 |
135-28 |
137-27 |
145-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-08 |
145-13 |
3-27 |
2.6% |
1-21 |
1.1% |
55% |
False |
False |
423,696 |
| 10 |
149-08 |
143-02 |
6-06 |
4.2% |
1-11 |
0.9% |
72% |
False |
False |
278,413 |
| 20 |
149-08 |
142-11 |
6-29 |
4.7% |
1-12 |
0.9% |
75% |
False |
False |
300,403 |
| 40 |
149-08 |
139-11 |
9-29 |
6.7% |
1-06 |
0.8% |
83% |
False |
False |
258,558 |
| 60 |
149-08 |
138-28 |
10-12 |
7.0% |
1-06 |
0.8% |
83% |
False |
False |
172,611 |
| 80 |
149-08 |
134-00 |
15-08 |
10.3% |
1-02 |
0.7% |
89% |
False |
False |
129,470 |
| 100 |
149-08 |
134-00 |
15-08 |
10.3% |
0-28 |
0.6% |
89% |
False |
False |
103,576 |
| 120 |
149-08 |
134-00 |
15-08 |
10.3% |
0-24 |
0.5% |
89% |
False |
False |
86,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-10 |
|
2.618 |
151-29 |
|
1.618 |
150-14 |
|
1.000 |
149-17 |
|
0.618 |
148-31 |
|
HIGH |
148-02 |
|
0.618 |
147-16 |
|
0.500 |
147-10 |
|
0.382 |
147-05 |
|
LOW |
146-19 |
|
0.618 |
145-22 |
|
1.000 |
145-04 |
|
1.618 |
144-07 |
|
2.618 |
142-24 |
|
4.250 |
140-11 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
147-15 |
147-22 |
| PP |
147-13 |
147-20 |
| S1 |
147-10 |
147-18 |
|