ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
145-18 |
144-06 |
-1-12 |
-0.9% |
147-20 |
| High |
146-04 |
145-07 |
-0-29 |
-0.6% |
148-09 |
| Low |
143-30 |
143-25 |
-0-05 |
-0.1% |
145-17 |
| Close |
144-03 |
144-26 |
0-23 |
0.5% |
145-29 |
| Range |
2-06 |
1-14 |
-0-24 |
-34.3% |
2-24 |
| ATR |
1-21 |
1-20 |
0-00 |
-0.9% |
0-00 |
| Volume |
418,137 |
404,453 |
-13,684 |
-3.3% |
1,470,031 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-29 |
148-10 |
145-19 |
|
| R3 |
147-15 |
146-28 |
145-07 |
|
| R2 |
146-01 |
146-01 |
145-02 |
|
| R1 |
145-14 |
145-14 |
144-30 |
145-24 |
| PP |
144-19 |
144-19 |
144-19 |
144-24 |
| S1 |
144-00 |
144-00 |
144-22 |
144-10 |
| S2 |
143-05 |
143-05 |
144-18 |
|
| S3 |
141-23 |
142-18 |
144-13 |
|
| S4 |
140-09 |
141-04 |
144-01 |
|
|
| 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 |
147-10 |
143-25 |
3-17 |
2.4% |
1-17 |
1.1% |
29% |
False |
True |
351,337 |
| 10 |
150-19 |
143-25 |
6-26 |
4.7% |
1-19 |
1.1% |
15% |
False |
True |
346,183 |
| 20 |
151-28 |
143-25 |
8-03 |
5.6% |
1-22 |
1.2% |
13% |
False |
True |
364,110 |
| 40 |
151-28 |
142-11 |
9-17 |
6.6% |
1-19 |
1.1% |
26% |
False |
False |
330,126 |
| 60 |
151-28 |
139-20 |
12-08 |
8.5% |
1-14 |
1.0% |
42% |
False |
False |
334,974 |
| 80 |
151-28 |
138-28 |
13-00 |
9.0% |
1-10 |
0.9% |
46% |
False |
False |
251,536 |
| 100 |
151-28 |
135-16 |
16-12 |
11.3% |
1-09 |
0.9% |
57% |
False |
False |
201,264 |
| 120 |
151-28 |
134-00 |
17-28 |
12.3% |
1-03 |
0.8% |
60% |
False |
False |
167,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-10 |
|
2.618 |
148-31 |
|
1.618 |
147-17 |
|
1.000 |
146-21 |
|
0.618 |
146-03 |
|
HIGH |
145-07 |
|
0.618 |
144-21 |
|
0.500 |
144-16 |
|
0.382 |
144-11 |
|
LOW |
143-25 |
|
0.618 |
142-29 |
|
1.000 |
142-11 |
|
1.618 |
141-15 |
|
2.618 |
140-01 |
|
4.250 |
137-22 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
144-23 |
145-12 |
| PP |
144-19 |
145-06 |
| S1 |
144-16 |
145-00 |
|