ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
149-20 |
149-18 |
-0-02 |
0.0% |
149-12 |
| High |
150-27 |
151-18 |
0-23 |
0.5% |
150-21 |
| Low |
149-13 |
149-10 |
-0-03 |
-0.1% |
147-12 |
| Close |
149-17 |
151-06 |
1-21 |
1.1% |
149-27 |
| Range |
1-14 |
2-08 |
0-26 |
56.5% |
3-09 |
| ATR |
1-20 |
1-22 |
0-01 |
2.7% |
0-00 |
| Volume |
298,587 |
378,131 |
79,544 |
26.6% |
1,663,628 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-14 |
156-18 |
152-14 |
|
| R3 |
155-06 |
154-10 |
151-26 |
|
| R2 |
152-30 |
152-30 |
151-19 |
|
| R1 |
152-02 |
152-02 |
151-13 |
152-16 |
| PP |
150-22 |
150-22 |
150-22 |
150-29 |
| S1 |
149-26 |
149-26 |
150-31 |
150-08 |
| S2 |
148-14 |
148-14 |
150-25 |
|
| S3 |
146-06 |
147-18 |
150-18 |
|
| S4 |
143-30 |
145-10 |
149-30 |
|
|
| 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 |
151-18 |
147-12 |
4-06 |
2.8% |
1-28 |
1.2% |
91% |
True |
False |
364,041 |
| 10 |
151-18 |
147-12 |
4-06 |
2.8% |
1-31 |
1.3% |
91% |
True |
False |
403,031 |
| 20 |
151-18 |
143-29 |
7-21 |
5.1% |
1-23 |
1.1% |
95% |
True |
False |
368,200 |
| 40 |
151-18 |
140-26 |
10-24 |
7.1% |
1-16 |
1.0% |
97% |
True |
False |
341,951 |
| 60 |
151-18 |
138-28 |
12-22 |
8.4% |
1-09 |
0.8% |
97% |
True |
False |
251,876 |
| 80 |
151-18 |
137-00 |
14-18 |
9.6% |
1-08 |
0.8% |
97% |
True |
False |
188,986 |
| 100 |
151-18 |
134-00 |
17-18 |
11.6% |
1-03 |
0.7% |
98% |
True |
False |
151,191 |
| 120 |
151-18 |
134-00 |
17-18 |
11.6% |
0-30 |
0.6% |
98% |
True |
False |
125,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-04 |
|
2.618 |
157-14 |
|
1.618 |
155-06 |
|
1.000 |
153-26 |
|
0.618 |
152-30 |
|
HIGH |
151-18 |
|
0.618 |
150-22 |
|
0.500 |
150-14 |
|
0.382 |
150-06 |
|
LOW |
149-10 |
|
0.618 |
147-30 |
|
1.000 |
147-02 |
|
1.618 |
145-22 |
|
2.618 |
143-14 |
|
4.250 |
139-24 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
150-30 |
150-30 |
| PP |
150-22 |
150-22 |
| S1 |
150-14 |
150-14 |
|