ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
148-11 |
148-14 |
0-03 |
0.1% |
145-18 |
| High |
149-04 |
150-09 |
1-05 |
0.8% |
149-08 |
| Low |
147-23 |
148-10 |
0-19 |
0.4% |
145-13 |
| Close |
148-20 |
149-13 |
0-25 |
0.5% |
147-17 |
| Range |
1-13 |
1-31 |
0-18 |
40.0% |
3-27 |
| ATR |
1-11 |
1-12 |
0-01 |
3.3% |
0-00 |
| Volume |
465,819 |
495,531 |
29,712 |
6.4% |
2,118,482 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-08 |
154-09 |
150-16 |
|
| R3 |
153-09 |
152-10 |
149-30 |
|
| R2 |
151-10 |
151-10 |
149-25 |
|
| R1 |
150-11 |
150-11 |
149-19 |
150-26 |
| PP |
149-11 |
149-11 |
149-11 |
149-18 |
| S1 |
148-12 |
148-12 |
149-07 |
148-28 |
| S2 |
147-12 |
147-12 |
149-01 |
|
| S3 |
145-13 |
146-13 |
148-28 |
|
| S4 |
143-14 |
144-14 |
148-10 |
|
|
| 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 |
150-09 |
146-19 |
3-22 |
2.5% |
1-16 |
1.0% |
76% |
True |
False |
409,880 |
| 10 |
150-09 |
143-31 |
6-10 |
4.2% |
1-18 |
1.0% |
86% |
True |
False |
370,833 |
| 20 |
150-09 |
142-11 |
7-30 |
5.3% |
1-14 |
1.0% |
89% |
True |
False |
293,874 |
| 40 |
150-09 |
139-19 |
10-22 |
7.2% |
1-08 |
0.8% |
92% |
True |
False |
289,188 |
| 60 |
150-09 |
138-28 |
11-13 |
7.6% |
1-04 |
0.7% |
92% |
True |
False |
193,025 |
| 80 |
150-09 |
135-10 |
14-31 |
10.0% |
1-04 |
0.7% |
94% |
True |
False |
144,804 |
| 100 |
150-09 |
134-00 |
16-09 |
10.9% |
0-30 |
0.6% |
95% |
True |
False |
115,843 |
| 120 |
150-09 |
134-00 |
16-09 |
10.9% |
0-25 |
0.5% |
95% |
True |
False |
96,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-21 |
|
2.618 |
155-14 |
|
1.618 |
153-15 |
|
1.000 |
152-08 |
|
0.618 |
151-16 |
|
HIGH |
150-09 |
|
0.618 |
149-17 |
|
0.500 |
149-10 |
|
0.382 |
149-02 |
|
LOW |
148-10 |
|
0.618 |
147-03 |
|
1.000 |
146-11 |
|
1.618 |
145-04 |
|
2.618 |
143-05 |
|
4.250 |
139-30 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
149-12 |
149-06 |
| PP |
149-11 |
149-00 |
| S1 |
149-10 |
148-26 |
|