ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 06-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
150-04 |
148-24 |
-1-12 |
-0.9% |
151-19 |
| High |
150-19 |
149-22 |
-0-29 |
-0.6% |
151-23 |
| Low |
148-23 |
147-01 |
-1-22 |
-1.1% |
147-01 |
| Close |
148-28 |
147-21 |
-1-07 |
-0.8% |
147-21 |
| Range |
1-28 |
2-21 |
0-25 |
41.7% |
4-22 |
| ATR |
1-22 |
1-24 |
0-02 |
4.2% |
0-00 |
| Volume |
309,499 |
479,682 |
170,183 |
55.0% |
1,904,949 |
|
| Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-03 |
154-17 |
149-04 |
|
| R3 |
153-14 |
151-28 |
148-12 |
|
| R2 |
150-25 |
150-25 |
148-05 |
|
| R1 |
149-07 |
149-07 |
147-29 |
148-22 |
| PP |
148-04 |
148-04 |
148-04 |
147-27 |
| S1 |
146-18 |
146-18 |
147-13 |
146-00 |
| S2 |
145-15 |
145-15 |
147-05 |
|
| S3 |
142-26 |
143-29 |
146-30 |
|
| S4 |
140-05 |
141-08 |
146-06 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-28 |
159-30 |
150-08 |
|
| R3 |
158-06 |
155-08 |
148-30 |
|
| R2 |
153-16 |
153-16 |
148-16 |
|
| R1 |
150-18 |
150-18 |
148-03 |
149-22 |
| PP |
148-26 |
148-26 |
148-26 |
148-12 |
| S1 |
145-28 |
145-28 |
147-07 |
145-00 |
| S2 |
144-04 |
144-04 |
146-26 |
|
| S3 |
139-14 |
141-06 |
146-12 |
|
| S4 |
134-24 |
136-16 |
145-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-23 |
147-01 |
4-22 |
3.2% |
1-28 |
1.3% |
13% |
False |
True |
380,989 |
| 10 |
151-28 |
147-01 |
4-27 |
3.3% |
1-25 |
1.2% |
13% |
False |
True |
366,066 |
| 20 |
151-28 |
146-19 |
5-09 |
3.6% |
1-26 |
1.2% |
20% |
False |
False |
396,027 |
| 40 |
151-28 |
142-11 |
9-17 |
6.5% |
1-19 |
1.1% |
56% |
False |
False |
346,116 |
| 60 |
151-28 |
139-07 |
12-21 |
8.6% |
1-12 |
0.9% |
67% |
False |
False |
296,984 |
| 80 |
151-28 |
138-28 |
13-00 |
8.8% |
1-11 |
0.9% |
68% |
False |
False |
222,912 |
| 100 |
151-28 |
134-00 |
17-28 |
12.1% |
1-07 |
0.8% |
76% |
False |
False |
178,338 |
| 120 |
151-28 |
134-00 |
17-28 |
12.1% |
1-01 |
0.7% |
76% |
False |
False |
148,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-31 |
|
2.618 |
156-21 |
|
1.618 |
154-00 |
|
1.000 |
152-11 |
|
0.618 |
151-11 |
|
HIGH |
149-22 |
|
0.618 |
148-22 |
|
0.500 |
148-12 |
|
0.382 |
148-01 |
|
LOW |
147-01 |
|
0.618 |
145-12 |
|
1.000 |
144-12 |
|
1.618 |
142-23 |
|
2.618 |
140-02 |
|
4.250 |
135-24 |
|
|
| Fisher Pivots for day following 06-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
148-12 |
148-26 |
| PP |
148-04 |
148-14 |
| S1 |
147-28 |
148-01 |
|