ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
147-20 |
147-04 |
-0-16 |
-0.3% |
151-19 |
| High |
148-09 |
147-11 |
-0-30 |
-0.6% |
151-23 |
| Low |
146-31 |
146-19 |
-0-12 |
-0.3% |
147-01 |
| Close |
147-19 |
146-28 |
-0-23 |
-0.5% |
147-21 |
| Range |
1-10 |
0-24 |
-0-18 |
-42.9% |
4-22 |
| ATR |
1-23 |
1-21 |
-0-02 |
-3.0% |
0-00 |
| Volume |
254,044 |
281,888 |
27,844 |
11.0% |
1,904,949 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-06 |
148-25 |
147-09 |
|
| R3 |
148-14 |
148-01 |
147-03 |
|
| R2 |
147-22 |
147-22 |
147-00 |
|
| R1 |
147-09 |
147-09 |
146-30 |
147-04 |
| PP |
146-30 |
146-30 |
146-30 |
146-27 |
| S1 |
146-17 |
146-17 |
146-26 |
146-12 |
| S2 |
146-06 |
146-06 |
146-24 |
|
| S3 |
145-14 |
145-25 |
146-21 |
|
| S4 |
144-22 |
145-01 |
146-15 |
|
|
| 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 |
150-19 |
146-19 |
4-00 |
2.7% |
1-22 |
1.1% |
7% |
False |
True |
341,029 |
| 10 |
151-28 |
146-19 |
5-09 |
3.6% |
1-22 |
1.2% |
5% |
False |
True |
362,878 |
| 20 |
151-28 |
146-19 |
5-09 |
3.6% |
1-25 |
1.2% |
5% |
False |
True |
387,339 |
| 40 |
151-28 |
142-11 |
9-17 |
6.5% |
1-19 |
1.1% |
48% |
False |
False |
337,823 |
| 60 |
151-28 |
139-11 |
12-17 |
8.5% |
1-12 |
0.9% |
60% |
False |
False |
305,904 |
| 80 |
151-28 |
138-28 |
13-00 |
8.9% |
1-09 |
0.9% |
62% |
False |
False |
229,609 |
| 100 |
151-28 |
134-00 |
17-28 |
12.2% |
1-07 |
0.8% |
72% |
False |
False |
183,697 |
| 120 |
151-28 |
134-00 |
17-28 |
12.2% |
1-02 |
0.7% |
72% |
False |
False |
153,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-17 |
|
2.618 |
149-10 |
|
1.618 |
148-18 |
|
1.000 |
148-03 |
|
0.618 |
147-26 |
|
HIGH |
147-11 |
|
0.618 |
147-02 |
|
0.500 |
146-31 |
|
0.382 |
146-28 |
|
LOW |
146-19 |
|
0.618 |
146-04 |
|
1.000 |
145-27 |
|
1.618 |
145-12 |
|
2.618 |
144-20 |
|
4.250 |
143-13 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
146-31 |
148-04 |
| PP |
146-30 |
147-23 |
| S1 |
146-29 |
147-10 |
|