ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
145-13 |
144-06 |
-1-07 |
-0.8% |
147-03 |
| High |
145-29 |
144-11 |
-1-18 |
-1.1% |
147-09 |
| Low |
142-31 |
143-19 |
0-20 |
0.4% |
142-31 |
| Close |
143-12 |
144-06 |
0-26 |
0.6% |
143-12 |
| Range |
2-30 |
0-24 |
-2-06 |
-74.5% |
4-10 |
| ATR |
1-16 |
1-15 |
-0-01 |
-2.5% |
0-00 |
| Volume |
22,344 |
18,611 |
-3,733 |
-16.7% |
162,030 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-09 |
146-00 |
144-19 |
|
| R3 |
145-17 |
145-08 |
144-13 |
|
| R2 |
144-25 |
144-25 |
144-10 |
|
| R1 |
144-16 |
144-16 |
144-08 |
144-18 |
| PP |
144-01 |
144-01 |
144-01 |
144-02 |
| S1 |
143-24 |
143-24 |
144-04 |
143-26 |
| S2 |
143-09 |
143-09 |
144-02 |
|
| S3 |
142-17 |
143-00 |
143-31 |
|
| S4 |
141-25 |
142-08 |
143-25 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-15 |
154-24 |
145-24 |
|
| R3 |
153-05 |
150-14 |
144-18 |
|
| R2 |
148-27 |
148-27 |
144-05 |
|
| R1 |
146-04 |
146-04 |
143-25 |
145-10 |
| PP |
144-17 |
144-17 |
144-17 |
144-05 |
| S1 |
141-26 |
141-26 |
142-31 |
141-00 |
| S2 |
140-07 |
140-07 |
142-19 |
|
| S3 |
135-29 |
137-16 |
142-06 |
|
| S4 |
131-19 |
133-06 |
141-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-05 |
142-31 |
3-06 |
2.2% |
1-08 |
0.9% |
38% |
False |
False |
27,726 |
| 10 |
147-25 |
142-31 |
4-26 |
3.3% |
1-11 |
0.9% |
25% |
False |
False |
221,331 |
| 20 |
148-09 |
142-31 |
5-10 |
3.7% |
1-11 |
0.9% |
23% |
False |
False |
275,166 |
| 40 |
151-28 |
142-31 |
8-29 |
6.2% |
1-19 |
1.1% |
14% |
False |
False |
335,596 |
| 60 |
151-28 |
142-11 |
9-17 |
6.6% |
1-16 |
1.0% |
19% |
False |
False |
322,466 |
| 80 |
151-28 |
139-07 |
12-21 |
8.8% |
1-12 |
1.0% |
39% |
False |
False |
291,529 |
| 100 |
151-28 |
138-28 |
13-00 |
9.0% |
1-11 |
0.9% |
41% |
False |
False |
233,363 |
| 120 |
151-28 |
134-00 |
17-28 |
12.4% |
1-08 |
0.9% |
57% |
False |
False |
194,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-17 |
|
2.618 |
146-10 |
|
1.618 |
145-18 |
|
1.000 |
145-03 |
|
0.618 |
144-26 |
|
HIGH |
144-11 |
|
0.618 |
144-02 |
|
0.500 |
143-31 |
|
0.382 |
143-28 |
|
LOW |
143-19 |
|
0.618 |
143-04 |
|
1.000 |
142-27 |
|
1.618 |
142-12 |
|
2.618 |
141-20 |
|
4.250 |
140-13 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
144-04 |
144-14 |
| PP |
144-01 |
144-11 |
| S1 |
143-31 |
144-09 |
|