ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
145-25 |
145-07 |
-0-18 |
-0.4% |
144-05 |
| High |
146-05 |
145-21 |
-0-16 |
-0.3% |
147-25 |
| Low |
145-02 |
145-00 |
-0-02 |
0.0% |
144-03 |
| Close |
145-05 |
145-11 |
0-06 |
0.1% |
147-01 |
| Range |
1-03 |
0-21 |
-0-14 |
-40.0% |
3-22 |
| ATR |
1-16 |
1-14 |
-0-02 |
-4.0% |
0-00 |
| Volume |
50,759 |
33,697 |
-17,062 |
-33.6% |
2,356,965 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-10 |
146-31 |
145-23 |
|
| R3 |
146-21 |
146-10 |
145-17 |
|
| R2 |
146-00 |
146-00 |
145-15 |
|
| R1 |
145-21 |
145-21 |
145-13 |
145-26 |
| PP |
145-11 |
145-11 |
145-11 |
145-13 |
| S1 |
145-00 |
145-00 |
145-09 |
145-06 |
| S2 |
144-22 |
144-22 |
145-07 |
|
| S3 |
144-01 |
144-11 |
145-05 |
|
| S4 |
143-12 |
143-22 |
144-31 |
|
|
| 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 |
145-00 |
2-25 |
1.9% |
1-05 |
0.8% |
12% |
False |
True |
157,732 |
| 10 |
147-25 |
143-28 |
3-29 |
2.7% |
1-09 |
0.9% |
38% |
False |
False |
315,652 |
| 20 |
150-19 |
143-25 |
6-26 |
4.7% |
1-14 |
1.0% |
23% |
False |
False |
330,918 |
| 40 |
151-28 |
143-25 |
8-03 |
5.6% |
1-19 |
1.1% |
19% |
False |
False |
368,492 |
| 60 |
151-28 |
140-30 |
10-30 |
7.5% |
1-16 |
1.0% |
40% |
False |
False |
340,972 |
| 80 |
151-28 |
138-28 |
13-00 |
8.9% |
1-12 |
0.9% |
50% |
False |
False |
290,904 |
| 100 |
151-28 |
138-28 |
13-00 |
8.9% |
1-10 |
0.9% |
50% |
False |
False |
232,826 |
| 120 |
151-28 |
134-00 |
17-28 |
12.3% |
1-07 |
0.8% |
63% |
False |
False |
194,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-14 |
|
2.618 |
147-12 |
|
1.618 |
146-23 |
|
1.000 |
146-10 |
|
0.618 |
146-02 |
|
HIGH |
145-21 |
|
0.618 |
145-13 |
|
0.500 |
145-10 |
|
0.382 |
145-08 |
|
LOW |
145-00 |
|
0.618 |
144-19 |
|
1.000 |
144-11 |
|
1.618 |
143-30 |
|
2.618 |
143-09 |
|
4.250 |
142-07 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
145-11 |
146-04 |
| PP |
145-11 |
145-28 |
| S1 |
145-10 |
145-20 |
|