ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
151-19 |
150-24 |
-0-27 |
-0.6% |
150-15 |
| High |
151-23 |
150-27 |
-0-28 |
-0.6% |
151-28 |
| Low |
150-16 |
148-31 |
-1-17 |
-1.0% |
149-10 |
| Close |
150-27 |
149-09 |
-1-18 |
-1.0% |
151-09 |
| Range |
1-07 |
1-28 |
0-21 |
53.8% |
2-18 |
| ATR |
1-20 |
1-21 |
0-01 |
1.1% |
0-00 |
| Volume |
341,090 |
394,644 |
53,554 |
15.7% |
1,755,719 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-10 |
154-06 |
150-10 |
|
| R3 |
153-14 |
152-10 |
149-26 |
|
| R2 |
151-18 |
151-18 |
149-20 |
|
| R1 |
150-14 |
150-14 |
149-14 |
150-02 |
| PP |
149-22 |
149-22 |
149-22 |
149-16 |
| S1 |
148-18 |
148-18 |
149-04 |
148-06 |
| S2 |
147-26 |
147-26 |
148-30 |
|
| S3 |
145-30 |
146-22 |
148-24 |
|
| S4 |
144-02 |
144-26 |
148-08 |
|
|
| 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 |
148-31 |
2-29 |
1.9% |
1-22 |
1.1% |
11% |
False |
True |
384,727 |
| 10 |
151-28 |
147-12 |
4-16 |
3.0% |
1-24 |
1.2% |
42% |
False |
False |
382,037 |
| 20 |
151-28 |
146-19 |
5-09 |
3.5% |
1-24 |
1.2% |
51% |
False |
False |
406,067 |
| 40 |
151-28 |
140-30 |
10-30 |
7.3% |
1-17 |
1.0% |
76% |
False |
False |
345,999 |
| 60 |
151-28 |
138-28 |
13-00 |
8.7% |
1-11 |
0.9% |
80% |
False |
False |
277,566 |
| 80 |
151-28 |
138-28 |
13-00 |
8.7% |
1-09 |
0.9% |
80% |
False |
False |
208,303 |
| 100 |
151-28 |
134-00 |
17-28 |
12.0% |
1-05 |
0.8% |
85% |
False |
False |
166,646 |
| 120 |
151-28 |
134-00 |
17-28 |
12.0% |
1-00 |
0.7% |
85% |
False |
False |
138,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-26 |
|
2.618 |
155-24 |
|
1.618 |
153-28 |
|
1.000 |
152-23 |
|
0.618 |
152-00 |
|
HIGH |
150-27 |
|
0.618 |
150-04 |
|
0.500 |
149-29 |
|
0.382 |
149-22 |
|
LOW |
148-31 |
|
0.618 |
147-26 |
|
1.000 |
147-03 |
|
1.618 |
145-30 |
|
2.618 |
144-02 |
|
4.250 |
141-00 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
149-29 |
150-14 |
| PP |
149-22 |
150-01 |
| S1 |
149-16 |
149-21 |
|