ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
149-12 |
150-03 |
0-23 |
0.5% |
147-31 |
| High |
150-21 |
150-19 |
-0-02 |
0.0% |
151-10 |
| Low |
149-04 |
148-21 |
-0-15 |
-0.3% |
147-10 |
| Close |
149-27 |
149-03 |
-0-24 |
-0.5% |
149-17 |
| Range |
1-17 |
1-30 |
0-13 |
26.5% |
4-00 |
| ATR |
1-17 |
1-18 |
0-01 |
1.9% |
0-00 |
| Volume |
334,706 |
454,659 |
119,953 |
35.8% |
2,151,891 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-08 |
154-04 |
150-05 |
|
| R3 |
153-10 |
152-06 |
149-20 |
|
| R2 |
151-12 |
151-12 |
149-14 |
|
| R1 |
150-08 |
150-08 |
149-09 |
149-27 |
| PP |
149-14 |
149-14 |
149-14 |
149-08 |
| S1 |
148-10 |
148-10 |
148-29 |
147-29 |
| S2 |
147-16 |
147-16 |
148-24 |
|
| S3 |
145-18 |
146-12 |
148-18 |
|
| S4 |
143-20 |
144-14 |
148-01 |
|
|
| 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 |
148-10 |
3-00 |
2.0% |
2-03 |
1.4% |
26% |
False |
False |
442,020 |
| 10 |
151-10 |
146-19 |
4-23 |
3.2% |
1-24 |
1.2% |
53% |
False |
False |
417,920 |
| 20 |
151-10 |
142-11 |
8-31 |
6.0% |
1-16 |
1.0% |
75% |
False |
False |
306,531 |
| 40 |
151-10 |
139-30 |
11-12 |
7.6% |
1-12 |
0.9% |
80% |
False |
False |
331,547 |
| 60 |
151-10 |
138-28 |
12-14 |
8.3% |
1-06 |
0.8% |
82% |
False |
False |
221,564 |
| 80 |
151-10 |
135-24 |
15-18 |
10.4% |
1-06 |
0.8% |
86% |
False |
False |
166,235 |
| 100 |
151-10 |
134-00 |
17-10 |
11.6% |
1-00 |
0.7% |
87% |
False |
False |
132,989 |
| 120 |
151-10 |
134-00 |
17-10 |
11.6% |
0-28 |
0.6% |
87% |
False |
False |
110,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-26 |
|
2.618 |
155-21 |
|
1.618 |
153-23 |
|
1.000 |
152-17 |
|
0.618 |
151-25 |
|
HIGH |
150-19 |
|
0.618 |
149-27 |
|
0.500 |
149-20 |
|
0.382 |
149-13 |
|
LOW |
148-21 |
|
0.618 |
147-15 |
|
1.000 |
146-23 |
|
1.618 |
145-17 |
|
2.618 |
143-19 |
|
4.250 |
140-14 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
149-20 |
150-00 |
| PP |
149-14 |
149-22 |
| S1 |
149-09 |
149-12 |
|