ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
148-14 |
149-01 |
0-19 |
0.4% |
145-18 |
| High |
150-09 |
151-07 |
0-30 |
0.6% |
149-08 |
| Low |
148-10 |
148-11 |
0-01 |
0.0% |
145-13 |
| Close |
149-13 |
150-03 |
0-22 |
0.5% |
147-17 |
| Range |
1-31 |
2-28 |
0-29 |
46.0% |
3-27 |
| ATR |
1-12 |
1-16 |
0-03 |
7.7% |
0-00 |
| Volume |
495,531 |
500,285 |
4,754 |
1.0% |
2,118,482 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-16 |
157-06 |
151-22 |
|
| R3 |
155-20 |
154-10 |
150-28 |
|
| R2 |
152-24 |
152-24 |
150-20 |
|
| R1 |
151-14 |
151-14 |
150-11 |
152-03 |
| PP |
149-28 |
149-28 |
149-28 |
150-07 |
| S1 |
148-18 |
148-18 |
149-27 |
149-07 |
| S2 |
147-00 |
147-00 |
149-18 |
|
| S3 |
144-04 |
145-22 |
149-10 |
|
| S4 |
141-08 |
142-26 |
148-16 |
|
|
| 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 |
151-07 |
146-19 |
4-20 |
3.1% |
1-26 |
1.2% |
76% |
True |
False |
434,265 |
| 10 |
151-07 |
143-31 |
7-08 |
4.8% |
1-25 |
1.2% |
84% |
True |
False |
410,229 |
| 20 |
151-07 |
142-11 |
8-28 |
5.9% |
1-16 |
1.0% |
87% |
True |
False |
296,260 |
| 40 |
151-07 |
139-19 |
11-20 |
7.7% |
1-09 |
0.9% |
90% |
True |
False |
301,639 |
| 60 |
151-07 |
138-28 |
12-11 |
8.2% |
1-05 |
0.8% |
91% |
True |
False |
201,361 |
| 80 |
151-07 |
135-10 |
15-29 |
10.6% |
1-05 |
0.8% |
93% |
True |
False |
151,057 |
| 100 |
151-07 |
134-00 |
17-07 |
11.5% |
0-31 |
0.6% |
93% |
True |
False |
120,846 |
| 120 |
151-07 |
134-00 |
17-07 |
11.5% |
0-26 |
0.5% |
93% |
True |
False |
100,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-14 |
|
2.618 |
158-24 |
|
1.618 |
155-28 |
|
1.000 |
154-03 |
|
0.618 |
153-00 |
|
HIGH |
151-07 |
|
0.618 |
150-04 |
|
0.500 |
149-25 |
|
0.382 |
149-14 |
|
LOW |
148-11 |
|
0.618 |
146-18 |
|
1.000 |
145-15 |
|
1.618 |
143-22 |
|
2.618 |
140-26 |
|
4.250 |
136-04 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
150-00 |
149-28 |
| PP |
149-28 |
149-22 |
| S1 |
149-25 |
149-15 |
|