ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
146-08 |
146-24 |
0-16 |
0.3% |
145-18 |
| High |
147-02 |
147-25 |
0-23 |
0.5% |
146-04 |
| Low |
145-31 |
146-15 |
0-16 |
0.3% |
143-25 |
| Close |
146-28 |
146-26 |
-0-02 |
0.0% |
144-01 |
| Range |
1-03 |
1-10 |
0-07 |
20.0% |
2-11 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.1% |
0-00 |
| Volume |
671,608 |
525,226 |
-146,382 |
-21.8% |
1,495,685 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-31 |
150-06 |
147-17 |
|
| R3 |
149-21 |
148-28 |
147-06 |
|
| R2 |
148-11 |
148-11 |
147-02 |
|
| R1 |
147-18 |
147-18 |
146-30 |
147-30 |
| PP |
147-01 |
147-01 |
147-01 |
147-07 |
| S1 |
146-08 |
146-08 |
146-22 |
146-20 |
| S2 |
145-23 |
145-23 |
146-18 |
|
| S3 |
144-13 |
144-30 |
146-14 |
|
| S4 |
143-03 |
143-20 |
146-03 |
|
|
| 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 |
147-25 |
143-28 |
3-29 |
2.7% |
1-14 |
1.0% |
75% |
True |
False |
515,016 |
| 10 |
147-25 |
143-25 |
4-00 |
2.7% |
1-16 |
1.0% |
76% |
True |
False |
434,700 |
| 20 |
151-28 |
143-25 |
8-03 |
5.5% |
1-17 |
1.0% |
37% |
False |
False |
395,021 |
| 40 |
151-28 |
143-25 |
8-03 |
5.5% |
1-20 |
1.1% |
37% |
False |
False |
381,611 |
| 60 |
151-28 |
140-26 |
11-02 |
7.5% |
1-16 |
1.0% |
54% |
False |
False |
359,641 |
| 80 |
151-28 |
138-28 |
13-00 |
8.9% |
1-11 |
0.9% |
61% |
False |
False |
287,663 |
| 100 |
151-28 |
137-00 |
14-28 |
10.1% |
1-10 |
0.9% |
66% |
False |
False |
230,193 |
| 120 |
151-28 |
134-00 |
17-28 |
12.2% |
1-05 |
0.8% |
72% |
False |
False |
191,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-12 |
|
2.618 |
151-07 |
|
1.618 |
149-29 |
|
1.000 |
149-03 |
|
0.618 |
148-19 |
|
HIGH |
147-25 |
|
0.618 |
147-09 |
|
0.500 |
147-04 |
|
0.382 |
146-31 |
|
LOW |
146-15 |
|
0.618 |
145-21 |
|
1.000 |
145-05 |
|
1.618 |
144-11 |
|
2.618 |
143-01 |
|
4.250 |
140-28 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
147-04 |
146-19 |
| PP |
147-01 |
146-12 |
| S1 |
146-29 |
146-06 |
|