ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
144-06 |
144-19 |
0-13 |
0.3% |
147-20 |
| High |
145-07 |
145-07 |
0-00 |
0.0% |
148-09 |
| Low |
143-25 |
144-03 |
0-10 |
0.2% |
145-17 |
| Close |
144-26 |
144-10 |
-0-16 |
-0.3% |
145-29 |
| Range |
1-14 |
1-04 |
-0-10 |
-21.7% |
2-24 |
| ATR |
1-20 |
1-19 |
-0-01 |
-2.2% |
0-00 |
| Volume |
404,453 |
318,011 |
-86,442 |
-21.4% |
1,470,031 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-29 |
147-08 |
144-30 |
|
| R3 |
146-25 |
146-04 |
144-20 |
|
| R2 |
145-21 |
145-21 |
144-17 |
|
| R1 |
145-00 |
145-00 |
144-13 |
144-24 |
| PP |
144-17 |
144-17 |
144-17 |
144-14 |
| S1 |
143-28 |
143-28 |
144-07 |
143-20 |
| S2 |
143-13 |
143-13 |
144-03 |
|
| S3 |
142-09 |
142-24 |
144-00 |
|
| S4 |
141-05 |
141-20 |
143-22 |
|
|
| 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% |
1-18 |
1.1% |
15% |
False |
False |
354,384 |
| 10 |
150-19 |
143-25 |
6-26 |
4.7% |
1-17 |
1.1% |
8% |
False |
False |
339,981 |
| 20 |
151-28 |
143-25 |
8-03 |
5.6% |
1-20 |
1.1% |
7% |
False |
False |
357,278 |
| 40 |
151-28 |
142-11 |
9-17 |
6.6% |
1-18 |
1.1% |
21% |
False |
False |
331,904 |
| 60 |
151-28 |
139-30 |
11-30 |
8.3% |
1-15 |
1.0% |
37% |
False |
False |
340,124 |
| 80 |
151-28 |
138-28 |
13-00 |
9.0% |
1-10 |
0.9% |
42% |
False |
False |
255,492 |
| 100 |
151-28 |
135-24 |
16-04 |
11.2% |
1-09 |
0.9% |
53% |
False |
False |
204,444 |
| 120 |
151-28 |
134-00 |
17-28 |
12.4% |
1-04 |
0.8% |
58% |
False |
False |
170,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-00 |
|
2.618 |
148-05 |
|
1.618 |
147-01 |
|
1.000 |
146-11 |
|
0.618 |
145-29 |
|
HIGH |
145-07 |
|
0.618 |
144-25 |
|
0.500 |
144-21 |
|
0.382 |
144-17 |
|
LOW |
144-03 |
|
0.618 |
143-13 |
|
1.000 |
142-31 |
|
1.618 |
142-09 |
|
2.618 |
141-05 |
|
4.250 |
139-10 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
144-21 |
144-30 |
| PP |
144-17 |
144-24 |
| S1 |
144-14 |
144-17 |
|