ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
144-03 |
145-09 |
1-06 |
0.8% |
147-03 |
| High |
145-11 |
146-01 |
0-22 |
0.5% |
147-09 |
| Low |
144-00 |
144-26 |
0-26 |
0.6% |
142-31 |
| Close |
145-08 |
145-23 |
0-15 |
0.3% |
143-12 |
| Range |
1-11 |
1-07 |
-0-04 |
-9.3% |
4-10 |
| ATR |
1-15 |
1-14 |
-0-01 |
-1.2% |
0-00 |
| Volume |
10,097 |
4,045 |
-6,052 |
-59.9% |
162,030 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-06 |
148-21 |
146-12 |
|
| R3 |
147-31 |
147-14 |
146-02 |
|
| R2 |
146-24 |
146-24 |
145-30 |
|
| R1 |
146-07 |
146-07 |
145-27 |
146-16 |
| PP |
145-17 |
145-17 |
145-17 |
145-21 |
| S1 |
145-00 |
145-00 |
145-19 |
145-08 |
| S2 |
144-10 |
144-10 |
145-16 |
|
| S3 |
143-03 |
143-25 |
145-12 |
|
| S4 |
141-28 |
142-18 |
145-02 |
|
|
| 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 |
146-01 |
142-31 |
3-02 |
2.1% |
1-14 |
1.0% |
90% |
True |
False |
13,663 |
| 10 |
147-25 |
142-31 |
4-26 |
3.3% |
1-10 |
0.9% |
57% |
False |
False |
85,697 |
| 20 |
147-25 |
142-31 |
4-26 |
3.3% |
1-12 |
0.9% |
57% |
False |
False |
249,076 |
| 40 |
151-28 |
142-31 |
8-29 |
6.1% |
1-19 |
1.1% |
31% |
False |
False |
318,207 |
| 60 |
151-28 |
142-11 |
9-17 |
6.5% |
1-16 |
1.0% |
35% |
False |
False |
308,241 |
| 80 |
151-28 |
139-11 |
12-17 |
8.6% |
1-12 |
1.0% |
51% |
False |
False |
291,697 |
| 100 |
151-28 |
138-28 |
13-00 |
8.9% |
1-10 |
0.9% |
53% |
False |
False |
233,502 |
| 120 |
151-28 |
134-00 |
17-28 |
12.3% |
1-08 |
0.9% |
66% |
False |
False |
194,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-07 |
|
2.618 |
149-07 |
|
1.618 |
148-00 |
|
1.000 |
147-08 |
|
0.618 |
146-25 |
|
HIGH |
146-01 |
|
0.618 |
145-18 |
|
0.500 |
145-14 |
|
0.382 |
145-09 |
|
LOW |
144-26 |
|
0.618 |
144-02 |
|
1.000 |
143-19 |
|
1.618 |
142-27 |
|
2.618 |
141-20 |
|
4.250 |
139-20 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
145-20 |
145-13 |
| PP |
145-17 |
145-04 |
| S1 |
145-14 |
144-26 |
|