ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
150-27 |
149-12 |
-1-15 |
-1.0% |
147-31 |
| High |
151-10 |
150-21 |
-0-21 |
-0.4% |
151-10 |
| Low |
149-06 |
149-04 |
-0-02 |
0.0% |
147-10 |
| Close |
149-17 |
149-27 |
0-10 |
0.2% |
149-17 |
| Range |
2-04 |
1-17 |
-0-19 |
-27.9% |
4-00 |
| ATR |
1-17 |
1-17 |
0-00 |
0.0% |
0-00 |
| Volume |
424,922 |
334,706 |
-90,216 |
-21.2% |
2,151,891 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-15 |
153-22 |
150-22 |
|
| R3 |
152-30 |
152-05 |
150-08 |
|
| R2 |
151-13 |
151-13 |
150-04 |
|
| R1 |
150-20 |
150-20 |
149-31 |
151-00 |
| PP |
149-28 |
149-28 |
149-28 |
150-02 |
| S1 |
149-03 |
149-03 |
149-23 |
149-16 |
| S2 |
148-11 |
148-11 |
149-18 |
|
| S3 |
146-26 |
147-18 |
149-14 |
|
| S4 |
145-09 |
146-01 |
149-00 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-12 |
159-15 |
151-23 |
|
| R3 |
157-12 |
155-15 |
150-20 |
|
| R2 |
153-12 |
153-12 |
150-08 |
|
| R1 |
151-15 |
151-15 |
149-29 |
152-14 |
| PP |
149-12 |
149-12 |
149-12 |
149-28 |
| S1 |
147-15 |
147-15 |
149-05 |
148-14 |
| S2 |
145-12 |
145-12 |
148-26 |
|
| S3 |
141-12 |
143-15 |
148-14 |
|
| S4 |
137-12 |
139-15 |
147-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-10 |
147-23 |
3-19 |
2.4% |
1-31 |
1.3% |
59% |
False |
False |
444,252 |
| 10 |
151-10 |
146-19 |
4-23 |
3.1% |
1-25 |
1.2% |
69% |
False |
False |
430,097 |
| 20 |
151-10 |
142-11 |
8-31 |
6.0% |
1-16 |
1.0% |
84% |
False |
False |
296,141 |
| 40 |
151-10 |
139-20 |
11-22 |
7.8% |
1-11 |
0.9% |
87% |
False |
False |
320,405 |
| 60 |
151-10 |
138-28 |
12-14 |
8.3% |
1-06 |
0.8% |
88% |
False |
False |
214,011 |
| 80 |
151-10 |
135-16 |
15-26 |
10.6% |
1-06 |
0.8% |
91% |
False |
False |
160,552 |
| 100 |
151-10 |
134-00 |
17-10 |
11.6% |
1-00 |
0.7% |
92% |
False |
False |
128,442 |
| 120 |
151-10 |
134-00 |
17-10 |
11.6% |
0-27 |
0.6% |
92% |
False |
False |
107,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-05 |
|
2.618 |
154-21 |
|
1.618 |
153-04 |
|
1.000 |
152-06 |
|
0.618 |
151-19 |
|
HIGH |
150-21 |
|
0.618 |
150-02 |
|
0.500 |
149-28 |
|
0.382 |
149-23 |
|
LOW |
149-04 |
|
0.618 |
148-06 |
|
1.000 |
147-19 |
|
1.618 |
146-21 |
|
2.618 |
145-04 |
|
4.250 |
142-20 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
149-28 |
149-27 |
| PP |
149-28 |
149-27 |
| S1 |
149-28 |
149-26 |
|