ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 23-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
148-26 |
149-00 |
0-06 |
0.1% |
149-12 |
| High |
149-28 |
150-14 |
0-18 |
0.4% |
150-21 |
| Low |
147-12 |
148-27 |
1-15 |
1.0% |
147-12 |
| Close |
148-16 |
149-27 |
1-11 |
0.9% |
149-27 |
| Range |
2-16 |
1-19 |
-0-29 |
-36.3% |
3-09 |
| ATR |
1-20 |
1-21 |
0-01 |
1.3% |
0-00 |
| Volume |
537,983 |
336,280 |
-201,703 |
-37.5% |
1,663,628 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-16 |
153-24 |
150-23 |
|
| R3 |
152-29 |
152-05 |
150-09 |
|
| R2 |
151-10 |
151-10 |
150-04 |
|
| R1 |
150-18 |
150-18 |
150-00 |
150-30 |
| PP |
149-23 |
149-23 |
149-23 |
149-28 |
| S1 |
148-31 |
148-31 |
149-22 |
149-11 |
| S2 |
148-04 |
148-04 |
149-18 |
|
| S3 |
146-17 |
147-12 |
149-13 |
|
| S4 |
144-30 |
145-25 |
148-31 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-04 |
157-25 |
151-21 |
|
| R3 |
155-27 |
154-16 |
150-24 |
|
| R2 |
152-18 |
152-18 |
150-14 |
|
| R1 |
151-07 |
151-07 |
150-05 |
151-28 |
| PP |
149-09 |
149-09 |
149-09 |
149-20 |
| S1 |
147-30 |
147-30 |
149-17 |
148-20 |
| S2 |
146-00 |
146-00 |
149-08 |
|
| S3 |
142-23 |
144-21 |
148-30 |
|
| S4 |
139-14 |
141-12 |
148-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-10 |
147-12 |
3-30 |
2.6% |
1-30 |
1.3% |
63% |
False |
False |
417,710 |
| 10 |
151-10 |
146-19 |
4-23 |
3.1% |
1-28 |
1.3% |
69% |
False |
False |
425,987 |
| 20 |
151-10 |
142-11 |
8-31 |
6.0% |
1-18 |
1.1% |
84% |
False |
False |
334,189 |
| 40 |
151-10 |
140-18 |
10-24 |
7.2% |
1-14 |
1.0% |
86% |
False |
False |
349,901 |
| 60 |
151-10 |
138-28 |
12-14 |
8.3% |
1-07 |
0.8% |
88% |
False |
False |
236,126 |
| 80 |
151-10 |
136-12 |
14-30 |
10.0% |
1-07 |
0.8% |
90% |
False |
False |
177,163 |
| 100 |
151-10 |
134-00 |
17-10 |
11.6% |
1-02 |
0.7% |
92% |
False |
False |
141,731 |
| 120 |
151-10 |
134-00 |
17-10 |
11.6% |
0-29 |
0.6% |
92% |
False |
False |
118,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-07 |
|
2.618 |
154-20 |
|
1.618 |
153-01 |
|
1.000 |
152-01 |
|
0.618 |
151-14 |
|
HIGH |
150-14 |
|
0.618 |
149-27 |
|
0.500 |
149-20 |
|
0.382 |
149-14 |
|
LOW |
148-27 |
|
0.618 |
147-27 |
|
1.000 |
147-08 |
|
1.618 |
146-08 |
|
2.618 |
144-21 |
|
4.250 |
142-02 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
149-25 |
149-18 |
| PP |
149-23 |
149-09 |
| S1 |
149-20 |
149-00 |
|