ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
147-03 |
145-25 |
-1-10 |
-0.9% |
144-05 |
| High |
147-09 |
146-05 |
-1-04 |
-0.8% |
147-25 |
| Low |
145-17 |
145-02 |
-0-15 |
-0.3% |
144-03 |
| Close |
145-26 |
145-05 |
-0-21 |
-0.5% |
147-01 |
| Range |
1-24 |
1-03 |
-0-21 |
-37.5% |
3-22 |
| ATR |
1-17 |
1-16 |
-0-01 |
-2.0% |
0-00 |
| Volume |
42,010 |
50,759 |
8,749 |
20.8% |
2,356,965 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-24 |
148-01 |
145-24 |
|
| R3 |
147-21 |
146-30 |
145-15 |
|
| R2 |
146-18 |
146-18 |
145-11 |
|
| R1 |
145-27 |
145-27 |
145-08 |
145-21 |
| PP |
145-15 |
145-15 |
145-15 |
145-12 |
| S1 |
144-24 |
144-24 |
145-02 |
144-18 |
| S2 |
144-12 |
144-12 |
144-31 |
|
| S3 |
143-09 |
143-21 |
144-27 |
|
| S4 |
142-06 |
142-18 |
144-18 |
|
|
| 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 |
145-02 |
2-23 |
1.9% |
1-08 |
0.9% |
3% |
False |
True |
285,314 |
| 10 |
147-25 |
143-25 |
4-00 |
2.8% |
1-12 |
0.9% |
34% |
False |
False |
352,728 |
| 20 |
150-27 |
143-25 |
7-02 |
4.9% |
1-16 |
1.0% |
19% |
False |
False |
348,965 |
| 40 |
151-28 |
143-25 |
8-03 |
5.6% |
1-20 |
1.1% |
17% |
False |
False |
375,252 |
| 60 |
151-28 |
140-30 |
10-30 |
7.5% |
1-17 |
1.0% |
39% |
False |
False |
345,661 |
| 80 |
151-28 |
138-28 |
13-00 |
9.0% |
1-12 |
0.9% |
48% |
False |
False |
290,496 |
| 100 |
151-28 |
138-25 |
13-03 |
9.0% |
1-10 |
0.9% |
49% |
False |
False |
232,490 |
| 120 |
151-28 |
134-00 |
17-28 |
12.3% |
1-06 |
0.8% |
62% |
False |
False |
193,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-26 |
|
2.618 |
149-01 |
|
1.618 |
147-30 |
|
1.000 |
147-08 |
|
0.618 |
146-27 |
|
HIGH |
146-05 |
|
0.618 |
145-24 |
|
0.500 |
145-20 |
|
0.382 |
145-15 |
|
LOW |
145-02 |
|
0.618 |
144-12 |
|
1.000 |
143-31 |
|
1.618 |
143-09 |
|
2.618 |
142-06 |
|
4.250 |
140-13 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
145-20 |
146-06 |
| PP |
145-15 |
145-27 |
| S1 |
145-10 |
145-16 |
|