ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 02-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
150-10 |
151-19 |
1-09 |
0.9% |
150-15 |
| High |
151-28 |
151-23 |
-0-05 |
-0.1% |
151-28 |
| Low |
150-06 |
150-16 |
0-10 |
0.2% |
149-10 |
| Close |
151-09 |
150-27 |
-0-14 |
-0.3% |
151-09 |
| Range |
1-22 |
1-07 |
-0-15 |
-27.8% |
2-18 |
| ATR |
1-21 |
1-20 |
-0-01 |
-1.9% |
0-00 |
| Volume |
451,839 |
341,090 |
-110,749 |
-24.5% |
1,755,719 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-22 |
153-31 |
151-16 |
|
| R3 |
153-15 |
152-24 |
151-06 |
|
| R2 |
152-08 |
152-08 |
151-02 |
|
| R1 |
151-17 |
151-17 |
150-31 |
151-09 |
| PP |
151-01 |
151-01 |
151-01 |
150-28 |
| S1 |
150-10 |
150-10 |
150-23 |
150-02 |
| S2 |
149-26 |
149-26 |
150-20 |
|
| S3 |
148-19 |
149-03 |
150-16 |
|
| S4 |
147-12 |
147-28 |
150-06 |
|
|
| 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% |
1-20 |
1.1% |
60% |
False |
False |
365,516 |
| 10 |
151-28 |
147-12 |
4-16 |
3.0% |
1-23 |
1.1% |
77% |
False |
False |
376,043 |
| 20 |
151-28 |
145-13 |
6-15 |
4.3% |
1-24 |
1.2% |
84% |
False |
False |
401,540 |
| 40 |
151-28 |
140-30 |
10-30 |
7.3% |
1-17 |
1.0% |
91% |
False |
False |
344,009 |
| 60 |
151-28 |
138-28 |
13-00 |
8.6% |
1-10 |
0.9% |
92% |
False |
False |
271,006 |
| 80 |
151-28 |
138-25 |
13-03 |
8.7% |
1-09 |
0.8% |
92% |
False |
False |
203,371 |
| 100 |
151-28 |
134-00 |
17-28 |
11.9% |
1-04 |
0.8% |
94% |
False |
False |
162,699 |
| 120 |
151-28 |
134-00 |
17-28 |
11.9% |
0-31 |
0.6% |
94% |
False |
False |
135,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-29 |
|
2.618 |
154-29 |
|
1.618 |
153-22 |
|
1.000 |
152-30 |
|
0.618 |
152-15 |
|
HIGH |
151-23 |
|
0.618 |
151-08 |
|
0.500 |
151-04 |
|
0.382 |
150-31 |
|
LOW |
150-16 |
|
0.618 |
149-24 |
|
1.000 |
149-09 |
|
1.618 |
148-17 |
|
2.618 |
147-10 |
|
4.250 |
145-10 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
151-04 |
150-28 |
| PP |
151-01 |
150-28 |
| S1 |
150-30 |
150-28 |
|