ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
146-21 |
147-03 |
0-14 |
0.3% |
144-05 |
| High |
147-08 |
147-09 |
0-01 |
0.0% |
147-25 |
| Low |
146-07 |
145-17 |
-0-22 |
-0.5% |
144-03 |
| Close |
147-01 |
145-26 |
-1-07 |
-0.8% |
147-01 |
| Range |
1-01 |
1-24 |
0-23 |
69.7% |
3-22 |
| ATR |
1-16 |
1-17 |
0-01 |
1.1% |
0-00 |
| Volume |
136,968 |
42,010 |
-94,958 |
-69.3% |
2,356,965 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-15 |
150-12 |
146-25 |
|
| R3 |
149-23 |
148-20 |
146-09 |
|
| R2 |
147-31 |
147-31 |
146-04 |
|
| R1 |
146-28 |
146-28 |
145-31 |
146-18 |
| PP |
146-07 |
146-07 |
146-07 |
146-01 |
| S1 |
145-04 |
145-04 |
145-21 |
144-26 |
| S2 |
144-15 |
144-15 |
145-16 |
|
| S3 |
142-23 |
143-12 |
145-11 |
|
| S4 |
140-31 |
141-20 |
144-27 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-12 |
155-28 |
149-02 |
|
| R3 |
153-22 |
152-06 |
148-01 |
|
| R2 |
150-00 |
150-00 |
147-23 |
|
| R1 |
148-16 |
148-16 |
147-12 |
149-08 |
| PP |
146-10 |
146-10 |
146-10 |
146-22 |
| S1 |
144-26 |
144-26 |
146-22 |
145-18 |
| S2 |
142-20 |
142-20 |
146-11 |
|
| S3 |
138-30 |
141-04 |
146-01 |
|
| S4 |
135-08 |
137-14 |
145-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-25 |
144-18 |
3-07 |
2.2% |
1-13 |
1.0% |
39% |
False |
False |
414,937 |
| 10 |
147-25 |
143-25 |
4-00 |
2.7% |
1-15 |
1.0% |
51% |
False |
False |
389,466 |
| 20 |
151-23 |
143-25 |
7-30 |
5.4% |
1-16 |
1.0% |
26% |
False |
False |
363,482 |
| 40 |
151-28 |
143-25 |
8-03 |
5.6% |
1-21 |
1.1% |
25% |
False |
False |
380,405 |
| 60 |
151-28 |
140-26 |
11-02 |
7.6% |
1-16 |
1.0% |
45% |
False |
False |
349,635 |
| 80 |
151-28 |
138-28 |
13-00 |
8.9% |
1-11 |
0.9% |
53% |
False |
False |
289,865 |
| 100 |
151-28 |
137-28 |
14-00 |
9.6% |
1-10 |
0.9% |
57% |
False |
False |
231,983 |
| 120 |
151-28 |
134-00 |
17-28 |
12.3% |
1-06 |
0.8% |
66% |
False |
False |
193,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-23 |
|
2.618 |
151-28 |
|
1.618 |
150-04 |
|
1.000 |
149-01 |
|
0.618 |
148-12 |
|
HIGH |
147-09 |
|
0.618 |
146-20 |
|
0.500 |
146-13 |
|
0.382 |
146-06 |
|
LOW |
145-17 |
|
0.618 |
144-14 |
|
1.000 |
143-25 |
|
1.618 |
142-22 |
|
2.618 |
140-30 |
|
4.250 |
138-03 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
146-13 |
146-21 |
| PP |
146-07 |
146-12 |
| S1 |
146-00 |
146-03 |
|