ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
145-09 |
145-25 |
0-16 |
0.3% |
147-03 |
| High |
146-01 |
146-19 |
0-18 |
0.4% |
147-09 |
| Low |
144-26 |
145-12 |
0-18 |
0.4% |
142-31 |
| Close |
145-23 |
145-22 |
-0-01 |
0.0% |
143-12 |
| Range |
1-07 |
1-07 |
0-00 |
0.0% |
4-10 |
| ATR |
1-14 |
1-14 |
-0-01 |
-1.1% |
0-00 |
| Volume |
4,045 |
8,062 |
4,017 |
99.3% |
162,030 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-17 |
148-27 |
146-11 |
|
| R3 |
148-10 |
147-20 |
146-01 |
|
| R2 |
147-03 |
147-03 |
145-29 |
|
| R1 |
146-13 |
146-13 |
145-26 |
146-04 |
| PP |
145-28 |
145-28 |
145-28 |
145-24 |
| S1 |
145-06 |
145-06 |
145-18 |
144-30 |
| S2 |
144-21 |
144-21 |
145-15 |
|
| S3 |
143-14 |
143-31 |
145-11 |
|
| S4 |
142-07 |
142-24 |
145-01 |
|
|
| 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 |
146-19 |
142-31 |
3-20 |
2.5% |
1-16 |
1.0% |
75% |
True |
False |
12,631 |
| 10 |
147-09 |
142-31 |
4-10 |
3.0% |
1-09 |
0.9% |
63% |
False |
False |
33,981 |
| 20 |
147-25 |
142-31 |
4-26 |
3.3% |
1-13 |
1.0% |
56% |
False |
False |
234,340 |
| 40 |
151-28 |
142-31 |
8-29 |
6.1% |
1-19 |
1.1% |
31% |
False |
False |
306,764 |
| 60 |
151-28 |
142-11 |
9-17 |
6.5% |
1-16 |
1.0% |
35% |
False |
False |
300,817 |
| 80 |
151-28 |
139-14 |
12-14 |
8.5% |
1-13 |
1.0% |
50% |
False |
False |
291,794 |
| 100 |
151-28 |
138-28 |
13-00 |
8.9% |
1-09 |
0.9% |
52% |
False |
False |
233,568 |
| 120 |
151-28 |
134-00 |
17-28 |
12.3% |
1-08 |
0.9% |
65% |
False |
False |
194,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-25 |
|
2.618 |
149-25 |
|
1.618 |
148-18 |
|
1.000 |
147-26 |
|
0.618 |
147-11 |
|
HIGH |
146-19 |
|
0.618 |
146-04 |
|
0.500 |
146-00 |
|
0.382 |
145-27 |
|
LOW |
145-12 |
|
0.618 |
144-20 |
|
1.000 |
144-05 |
|
1.618 |
143-13 |
|
2.618 |
142-06 |
|
4.250 |
140-06 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
146-00 |
145-18 |
| PP |
145-28 |
145-14 |
| S1 |
145-25 |
145-10 |
|