ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
149-18 |
151-03 |
1-17 |
1.0% |
149-12 |
| High |
151-18 |
151-12 |
-0-06 |
-0.1% |
150-21 |
| Low |
149-10 |
149-29 |
0-19 |
0.4% |
147-12 |
| Close |
151-06 |
150-13 |
-0-25 |
-0.5% |
149-27 |
| Range |
2-08 |
1-15 |
-0-25 |
-34.7% |
3-09 |
| ATR |
1-22 |
1-21 |
0-00 |
-0.9% |
0-00 |
| Volume |
378,131 |
357,935 |
-20,196 |
-5.3% |
1,663,628 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-31 |
154-05 |
151-07 |
|
| R3 |
153-16 |
152-22 |
150-26 |
|
| R2 |
152-01 |
152-01 |
150-22 |
|
| R1 |
151-07 |
151-07 |
150-17 |
150-28 |
| PP |
150-18 |
150-18 |
150-18 |
150-13 |
| S1 |
149-24 |
149-24 |
150-09 |
149-14 |
| S2 |
149-03 |
149-03 |
150-04 |
|
| S3 |
147-20 |
148-09 |
150-00 |
|
| S4 |
146-05 |
146-26 |
149-19 |
|
|
| 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 |
148-27 |
2-23 |
1.8% |
1-21 |
1.1% |
57% |
False |
False |
328,032 |
| 10 |
151-18 |
147-12 |
4-06 |
2.8% |
1-30 |
1.3% |
72% |
False |
False |
389,271 |
| 20 |
151-18 |
143-31 |
7-19 |
5.0% |
1-24 |
1.2% |
85% |
False |
False |
380,052 |
| 40 |
151-18 |
140-26 |
10-24 |
7.1% |
1-16 |
1.0% |
89% |
False |
False |
340,440 |
| 60 |
151-18 |
138-28 |
12-22 |
8.4% |
1-09 |
0.9% |
91% |
False |
False |
257,819 |
| 80 |
151-18 |
137-28 |
13-22 |
9.1% |
1-08 |
0.8% |
92% |
False |
False |
193,460 |
| 100 |
151-18 |
134-00 |
17-18 |
11.7% |
1-03 |
0.7% |
93% |
False |
False |
154,770 |
| 120 |
151-18 |
134-00 |
17-18 |
11.7% |
0-30 |
0.6% |
93% |
False |
False |
128,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-20 |
|
2.618 |
155-07 |
|
1.618 |
153-24 |
|
1.000 |
152-27 |
|
0.618 |
152-09 |
|
HIGH |
151-12 |
|
0.618 |
150-26 |
|
0.500 |
150-20 |
|
0.382 |
150-15 |
|
LOW |
149-29 |
|
0.618 |
149-00 |
|
1.000 |
148-14 |
|
1.618 |
147-17 |
|
2.618 |
146-02 |
|
4.250 |
143-21 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
150-20 |
150-14 |
| PP |
150-18 |
150-14 |
| S1 |
150-16 |
150-13 |
|