ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
151-03 |
150-10 |
-0-25 |
-0.5% |
150-15 |
| High |
151-12 |
151-28 |
0-16 |
0.3% |
151-28 |
| Low |
149-29 |
150-06 |
0-09 |
0.2% |
149-10 |
| Close |
150-13 |
151-09 |
0-28 |
0.6% |
151-09 |
| Range |
1-15 |
1-22 |
0-07 |
14.9% |
2-18 |
| ATR |
1-21 |
1-21 |
0-00 |
0.1% |
0-00 |
| Volume |
357,935 |
451,839 |
93,904 |
26.2% |
1,755,719 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-06 |
155-13 |
152-07 |
|
| R3 |
154-16 |
153-23 |
151-24 |
|
| R2 |
152-26 |
152-26 |
151-19 |
|
| R1 |
152-01 |
152-01 |
151-14 |
152-14 |
| PP |
151-04 |
151-04 |
151-04 |
151-10 |
| S1 |
150-11 |
150-11 |
151-04 |
150-24 |
| S2 |
149-14 |
149-14 |
150-31 |
|
| S3 |
147-24 |
148-21 |
150-26 |
|
| S4 |
146-02 |
146-31 |
150-11 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-16 |
157-15 |
152-22 |
|
| R3 |
155-30 |
154-29 |
152-00 |
|
| R2 |
153-12 |
153-12 |
151-24 |
|
| R1 |
152-11 |
152-11 |
151-17 |
152-28 |
| PP |
150-26 |
150-26 |
150-26 |
151-03 |
| S1 |
149-25 |
149-25 |
151-01 |
150-10 |
| S2 |
148-08 |
148-08 |
150-26 |
|
| S3 |
145-22 |
147-07 |
150-18 |
|
| S4 |
143-04 |
144-21 |
149-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-28 |
149-10 |
2-18 |
1.7% |
1-22 |
1.1% |
77% |
True |
False |
351,143 |
| 10 |
151-28 |
147-12 |
4-16 |
3.0% |
1-26 |
1.2% |
87% |
True |
False |
384,426 |
| 20 |
151-28 |
143-31 |
7-29 |
5.2% |
1-26 |
1.2% |
92% |
True |
False |
397,328 |
| 40 |
151-28 |
140-26 |
11-02 |
7.3% |
1-16 |
1.0% |
95% |
True |
False |
342,712 |
| 60 |
151-28 |
138-28 |
13-00 |
8.6% |
1-10 |
0.9% |
95% |
True |
False |
265,326 |
| 80 |
151-28 |
137-28 |
14-00 |
9.3% |
1-09 |
0.8% |
96% |
True |
False |
199,108 |
| 100 |
151-28 |
134-00 |
17-28 |
11.8% |
1-04 |
0.7% |
97% |
True |
False |
159,289 |
| 120 |
151-28 |
134-00 |
17-28 |
11.8% |
0-31 |
0.6% |
97% |
True |
False |
132,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-02 |
|
2.618 |
156-09 |
|
1.618 |
154-19 |
|
1.000 |
153-18 |
|
0.618 |
152-29 |
|
HIGH |
151-28 |
|
0.618 |
151-07 |
|
0.500 |
151-01 |
|
0.382 |
150-27 |
|
LOW |
150-06 |
|
0.618 |
149-05 |
|
1.000 |
148-16 |
|
1.618 |
147-15 |
|
2.618 |
145-25 |
|
4.250 |
143-00 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
151-06 |
151-02 |
| PP |
151-04 |
150-26 |
| S1 |
151-01 |
150-19 |
|