ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
145-25 |
145-08 |
-0-17 |
-0.4% |
144-06 |
| High |
146-19 |
145-31 |
-0-20 |
-0.4% |
146-19 |
| Low |
145-12 |
145-06 |
-0-06 |
-0.1% |
143-19 |
| Close |
145-22 |
145-22 |
0-00 |
0.0% |
145-22 |
| Range |
1-07 |
0-25 |
-0-14 |
-35.9% |
3-00 |
| ATR |
1-14 |
1-12 |
-0-01 |
-3.2% |
0-00 |
| Volume |
8,062 |
6,717 |
-1,345 |
-16.7% |
47,532 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-31 |
147-19 |
146-04 |
|
| R3 |
147-06 |
146-26 |
145-29 |
|
| R2 |
146-13 |
146-13 |
145-27 |
|
| R1 |
146-01 |
146-01 |
145-24 |
146-07 |
| PP |
145-20 |
145-20 |
145-20 |
145-22 |
| S1 |
145-08 |
145-08 |
145-20 |
145-14 |
| S2 |
144-27 |
144-27 |
145-17 |
|
| S3 |
144-02 |
144-15 |
145-15 |
|
| S4 |
143-09 |
143-22 |
145-08 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-09 |
153-00 |
147-11 |
|
| R3 |
151-09 |
150-00 |
146-16 |
|
| R2 |
148-09 |
148-09 |
146-08 |
|
| R1 |
147-00 |
147-00 |
145-31 |
147-20 |
| PP |
145-09 |
145-09 |
145-09 |
145-20 |
| S1 |
144-00 |
144-00 |
145-13 |
144-20 |
| S2 |
142-09 |
142-09 |
145-04 |
|
| S3 |
139-09 |
141-00 |
144-28 |
|
| S4 |
136-09 |
138-00 |
144-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-19 |
143-19 |
3-00 |
2.1% |
1-02 |
0.7% |
70% |
False |
False |
9,506 |
| 10 |
147-09 |
142-31 |
4-10 |
3.0% |
1-08 |
0.9% |
63% |
False |
False |
20,956 |
| 20 |
147-25 |
142-31 |
4-26 |
3.3% |
1-11 |
0.9% |
56% |
False |
False |
216,503 |
| 40 |
151-28 |
142-31 |
8-29 |
6.1% |
1-18 |
1.1% |
31% |
False |
False |
294,543 |
| 60 |
151-28 |
142-11 |
9-17 |
6.5% |
1-16 |
1.0% |
35% |
False |
False |
294,320 |
| 80 |
151-28 |
139-19 |
12-09 |
8.4% |
1-13 |
1.0% |
50% |
False |
False |
291,865 |
| 100 |
151-28 |
138-28 |
13-00 |
8.9% |
1-09 |
0.9% |
52% |
False |
False |
233,633 |
| 120 |
151-28 |
135-10 |
16-18 |
11.4% |
1-08 |
0.9% |
63% |
False |
False |
194,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-09 |
|
2.618 |
148-00 |
|
1.618 |
147-07 |
|
1.000 |
146-24 |
|
0.618 |
146-14 |
|
HIGH |
145-31 |
|
0.618 |
145-21 |
|
0.500 |
145-18 |
|
0.382 |
145-16 |
|
LOW |
145-06 |
|
0.618 |
144-23 |
|
1.000 |
144-13 |
|
1.618 |
143-30 |
|
2.618 |
143-05 |
|
4.250 |
141-28 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
145-21 |
145-22 |
| PP |
145-20 |
145-22 |
| S1 |
145-18 |
145-22 |
|