ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
150-24 |
149-04 |
-1-20 |
-1.1% |
150-15 |
| High |
150-27 |
150-12 |
-0-15 |
-0.3% |
151-28 |
| Low |
148-31 |
148-18 |
-0-13 |
-0.3% |
149-10 |
| Close |
149-09 |
149-14 |
0-05 |
0.1% |
151-09 |
| Range |
1-28 |
1-26 |
-0-02 |
-3.3% |
2-18 |
| ATR |
1-21 |
1-21 |
0-00 |
0.7% |
0-00 |
| Volume |
394,644 |
380,034 |
-14,610 |
-3.7% |
1,755,719 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-29 |
153-31 |
150-14 |
|
| R3 |
153-03 |
152-05 |
149-30 |
|
| R2 |
151-09 |
151-09 |
149-25 |
|
| R1 |
150-11 |
150-11 |
149-19 |
150-26 |
| PP |
149-15 |
149-15 |
149-15 |
149-22 |
| S1 |
148-17 |
148-17 |
149-09 |
149-00 |
| S2 |
147-21 |
147-21 |
149-03 |
|
| S3 |
145-27 |
146-23 |
148-30 |
|
| S4 |
144-01 |
144-29 |
148-14 |
|
|
| 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 |
148-18 |
3-10 |
2.2% |
1-20 |
1.1% |
26% |
False |
True |
385,108 |
| 10 |
151-28 |
147-12 |
4-16 |
3.0% |
1-24 |
1.2% |
46% |
False |
False |
374,575 |
| 20 |
151-28 |
146-19 |
5-09 |
3.5% |
1-24 |
1.2% |
54% |
False |
False |
396,247 |
| 40 |
151-28 |
140-30 |
10-30 |
7.3% |
1-18 |
1.0% |
78% |
False |
False |
344,484 |
| 60 |
151-28 |
138-28 |
13-00 |
8.7% |
1-11 |
0.9% |
81% |
False |
False |
283,885 |
| 80 |
151-28 |
138-28 |
13-00 |
8.7% |
1-10 |
0.9% |
81% |
False |
False |
213,052 |
| 100 |
151-28 |
134-00 |
17-28 |
12.0% |
1-06 |
0.8% |
86% |
False |
False |
170,446 |
| 120 |
151-28 |
134-00 |
17-28 |
12.0% |
1-00 |
0.7% |
86% |
False |
False |
142,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-02 |
|
2.618 |
155-04 |
|
1.618 |
153-10 |
|
1.000 |
152-06 |
|
0.618 |
151-16 |
|
HIGH |
150-12 |
|
0.618 |
149-22 |
|
0.500 |
149-15 |
|
0.382 |
149-08 |
|
LOW |
148-18 |
|
0.618 |
147-14 |
|
1.000 |
146-24 |
|
1.618 |
145-20 |
|
2.618 |
143-26 |
|
4.250 |
140-28 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
149-15 |
150-04 |
| PP |
149-15 |
149-29 |
| S1 |
149-14 |
149-22 |
|