ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
149-00 |
150-15 |
1-15 |
1.0% |
149-12 |
| High |
150-14 |
150-29 |
0-15 |
0.3% |
150-21 |
| Low |
148-27 |
149-12 |
0-17 |
0.4% |
147-12 |
| Close |
149-27 |
149-19 |
-0-08 |
-0.2% |
149-27 |
| Range |
1-19 |
1-17 |
-0-02 |
-3.9% |
3-09 |
| ATR |
1-21 |
1-21 |
0-00 |
-0.5% |
0-00 |
| Volume |
336,280 |
269,227 |
-67,053 |
-19.9% |
1,663,628 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-18 |
153-19 |
150-14 |
|
| R3 |
153-01 |
152-02 |
150-00 |
|
| R2 |
151-16 |
151-16 |
149-28 |
|
| R1 |
150-17 |
150-17 |
149-23 |
150-08 |
| PP |
149-31 |
149-31 |
149-31 |
149-26 |
| S1 |
149-00 |
149-00 |
149-15 |
148-23 |
| S2 |
148-14 |
148-14 |
149-10 |
|
| S3 |
146-29 |
147-15 |
149-06 |
|
| S4 |
145-12 |
145-30 |
148-24 |
|
|
| 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 |
150-29 |
147-12 |
3-17 |
2.4% |
1-26 |
1.2% |
63% |
True |
False |
386,571 |
| 10 |
151-10 |
147-10 |
4-00 |
2.7% |
1-28 |
1.3% |
57% |
False |
False |
408,474 |
| 20 |
151-10 |
143-02 |
8-08 |
5.5% |
1-19 |
1.1% |
79% |
False |
False |
343,444 |
| 40 |
151-10 |
140-26 |
10-16 |
7.0% |
1-14 |
1.0% |
84% |
False |
False |
339,512 |
| 60 |
151-10 |
138-28 |
12-14 |
8.3% |
1-08 |
0.8% |
86% |
False |
False |
240,605 |
| 80 |
151-10 |
137-00 |
14-10 |
9.6% |
1-07 |
0.8% |
88% |
False |
False |
180,528 |
| 100 |
151-10 |
134-00 |
17-10 |
11.6% |
1-02 |
0.7% |
90% |
False |
False |
144,424 |
| 120 |
151-10 |
134-00 |
17-10 |
11.6% |
0-29 |
0.6% |
90% |
False |
False |
120,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-13 |
|
2.618 |
154-29 |
|
1.618 |
153-12 |
|
1.000 |
152-14 |
|
0.618 |
151-27 |
|
HIGH |
150-29 |
|
0.618 |
150-10 |
|
0.500 |
150-04 |
|
0.382 |
149-31 |
|
LOW |
149-12 |
|
0.618 |
148-14 |
|
1.000 |
147-27 |
|
1.618 |
146-29 |
|
2.618 |
145-12 |
|
4.250 |
142-28 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
150-04 |
149-14 |
| PP |
149-31 |
149-09 |
| S1 |
149-25 |
149-04 |
|