ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 13-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
146-16 |
146-25 |
0-09 |
0.2% |
147-20 |
| High |
147-10 |
147-00 |
-0-10 |
-0.2% |
148-09 |
| Low |
145-23 |
145-17 |
-0-06 |
-0.1% |
145-17 |
| Close |
146-26 |
145-29 |
-0-29 |
-0.6% |
145-29 |
| Range |
1-19 |
1-15 |
-0-04 |
-7.8% |
2-24 |
| ATR |
1-20 |
1-19 |
0-00 |
-0.6% |
0-00 |
| Volume |
363,464 |
267,855 |
-95,609 |
-26.3% |
1,470,031 |
|
| Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-18 |
149-22 |
146-23 |
|
| R3 |
149-03 |
148-07 |
146-10 |
|
| R2 |
147-20 |
147-20 |
146-06 |
|
| R1 |
146-24 |
146-24 |
146-01 |
146-14 |
| PP |
146-05 |
146-05 |
146-05 |
146-00 |
| S1 |
145-09 |
145-09 |
145-25 |
145-00 |
| S2 |
144-22 |
144-22 |
145-20 |
|
| S3 |
143-07 |
143-26 |
145-16 |
|
| S4 |
141-24 |
142-11 |
145-03 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-26 |
153-04 |
147-13 |
|
| R3 |
152-02 |
150-12 |
146-21 |
|
| R2 |
149-10 |
149-10 |
146-13 |
|
| R1 |
147-20 |
147-20 |
146-05 |
147-03 |
| PP |
146-18 |
146-18 |
146-18 |
146-10 |
| S1 |
144-28 |
144-28 |
145-21 |
144-11 |
| S2 |
143-26 |
143-26 |
145-13 |
|
| S3 |
141-02 |
142-04 |
145-05 |
|
| S4 |
138-10 |
139-12 |
144-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-09 |
145-17 |
2-24 |
1.9% |
1-07 |
0.8% |
14% |
False |
True |
294,006 |
| 10 |
151-23 |
145-17 |
6-06 |
4.2% |
1-18 |
1.1% |
6% |
False |
True |
337,498 |
| 20 |
151-28 |
145-17 |
6-11 |
4.3% |
1-22 |
1.2% |
6% |
False |
True |
360,962 |
| 40 |
151-28 |
142-11 |
9-17 |
6.5% |
1-19 |
1.1% |
37% |
False |
False |
328,611 |
| 60 |
151-28 |
139-19 |
12-09 |
8.4% |
1-13 |
1.0% |
51% |
False |
False |
321,413 |
| 80 |
151-28 |
138-28 |
13-00 |
8.9% |
1-09 |
0.9% |
54% |
False |
False |
241,261 |
| 100 |
151-28 |
135-10 |
16-18 |
11.4% |
1-08 |
0.9% |
64% |
False |
False |
193,038 |
| 120 |
151-28 |
134-00 |
17-28 |
12.3% |
1-03 |
0.7% |
67% |
False |
False |
160,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-08 |
|
2.618 |
150-27 |
|
1.618 |
149-12 |
|
1.000 |
148-15 |
|
0.618 |
147-29 |
|
HIGH |
147-00 |
|
0.618 |
146-14 |
|
0.500 |
146-08 |
|
0.382 |
146-03 |
|
LOW |
145-17 |
|
0.618 |
144-20 |
|
1.000 |
144-02 |
|
1.618 |
143-05 |
|
2.618 |
141-22 |
|
4.250 |
139-09 |
|
|
| Fisher Pivots for day following 13-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
146-08 |
146-14 |
| PP |
146-05 |
146-08 |
| S1 |
146-01 |
146-02 |
|