ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
144-05 |
145-08 |
1-03 |
0.8% |
145-18 |
| High |
145-13 |
146-15 |
1-02 |
0.7% |
146-04 |
| Low |
144-03 |
144-18 |
0-15 |
0.3% |
143-25 |
| Close |
145-11 |
146-05 |
0-26 |
0.6% |
144-01 |
| Range |
1-10 |
1-29 |
0-19 |
45.2% |
2-11 |
| ATR |
1-18 |
1-19 |
0-01 |
1.5% |
0-00 |
| Volume |
324,290 |
698,873 |
374,583 |
115.5% |
1,495,685 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-14 |
150-23 |
147-07 |
|
| R3 |
149-17 |
148-26 |
146-22 |
|
| R2 |
147-20 |
147-20 |
146-16 |
|
| R1 |
146-29 |
146-29 |
146-11 |
147-08 |
| PP |
145-23 |
145-23 |
145-23 |
145-29 |
| S1 |
145-00 |
145-00 |
145-31 |
145-12 |
| S2 |
143-26 |
143-26 |
145-26 |
|
| S3 |
141-29 |
143-03 |
145-20 |
|
| S4 |
140-00 |
141-06 |
145-03 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-22 |
150-06 |
145-10 |
|
| R3 |
149-11 |
147-27 |
144-22 |
|
| R2 |
147-00 |
147-00 |
144-15 |
|
| R1 |
145-16 |
145-16 |
144-08 |
145-02 |
| PP |
144-21 |
144-21 |
144-21 |
144-14 |
| S1 |
143-05 |
143-05 |
143-26 |
142-24 |
| S2 |
142-10 |
142-10 |
143-19 |
|
| S3 |
139-31 |
140-26 |
143-12 |
|
| S4 |
137-20 |
138-15 |
142-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-15 |
143-25 |
2-22 |
1.8% |
1-15 |
1.0% |
88% |
True |
False |
420,142 |
| 10 |
147-11 |
143-25 |
3-18 |
2.4% |
1-14 |
1.0% |
67% |
False |
False |
373,483 |
| 20 |
151-28 |
143-25 |
8-03 |
5.5% |
1-19 |
1.1% |
29% |
False |
False |
369,016 |
| 40 |
151-28 |
143-02 |
8-26 |
6.0% |
1-19 |
1.1% |
35% |
False |
False |
356,230 |
| 60 |
151-28 |
140-26 |
11-02 |
7.6% |
1-16 |
1.0% |
48% |
False |
False |
349,347 |
| 80 |
151-28 |
138-28 |
13-00 |
8.9% |
1-11 |
0.9% |
56% |
False |
False |
272,708 |
| 100 |
151-28 |
137-00 |
14-28 |
10.2% |
1-10 |
0.9% |
62% |
False |
False |
218,226 |
| 120 |
151-28 |
134-00 |
17-28 |
12.2% |
1-05 |
0.8% |
68% |
False |
False |
181,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-18 |
|
2.618 |
151-15 |
|
1.618 |
149-18 |
|
1.000 |
148-12 |
|
0.618 |
147-21 |
|
HIGH |
146-15 |
|
0.618 |
145-24 |
|
0.500 |
145-16 |
|
0.382 |
145-09 |
|
LOW |
144-18 |
|
0.618 |
143-12 |
|
1.000 |
142-21 |
|
1.618 |
141-15 |
|
2.618 |
139-18 |
|
4.250 |
136-15 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
145-30 |
145-26 |
| PP |
145-23 |
145-16 |
| S1 |
145-16 |
145-06 |
|