ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
146-03 |
147-04 |
1-01 |
0.7% |
144-06 |
| High |
146-15 |
147-05 |
0-22 |
0.5% |
146-19 |
| Low |
145-23 |
146-13 |
0-22 |
0.5% |
143-19 |
| Close |
145-27 |
146-21 |
0-26 |
0.6% |
145-22 |
| Range |
0-24 |
0-24 |
0-00 |
0.0% |
3-00 |
| ATR |
1-11 |
1-11 |
0-00 |
-0.1% |
0-00 |
| Volume |
4,588 |
6,090 |
1,502 |
32.7% |
47,532 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-00 |
148-18 |
147-02 |
|
| R3 |
148-08 |
147-26 |
146-28 |
|
| R2 |
147-16 |
147-16 |
146-25 |
|
| R1 |
147-02 |
147-02 |
146-23 |
146-29 |
| PP |
146-24 |
146-24 |
146-24 |
146-21 |
| S1 |
146-10 |
146-10 |
146-19 |
146-05 |
| S2 |
146-00 |
146-00 |
146-17 |
|
| S3 |
145-08 |
145-18 |
146-14 |
|
| S4 |
144-16 |
144-26 |
146-08 |
|
|
| 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 |
147-05 |
144-26 |
2-11 |
1.6% |
0-30 |
0.6% |
79% |
True |
False |
5,900 |
| 10 |
147-05 |
142-31 |
4-06 |
2.9% |
1-04 |
0.8% |
88% |
True |
False |
12,747 |
| 20 |
147-25 |
142-31 |
4-26 |
3.3% |
1-08 |
0.8% |
77% |
False |
False |
182,737 |
| 40 |
151-28 |
142-31 |
8-29 |
6.1% |
1-15 |
1.0% |
41% |
False |
False |
271,680 |
| 60 |
151-28 |
142-11 |
9-17 |
6.5% |
1-15 |
1.0% |
45% |
False |
False |
280,267 |
| 80 |
151-28 |
139-19 |
12-09 |
8.4% |
1-13 |
0.9% |
58% |
False |
False |
291,946 |
| 100 |
151-28 |
138-28 |
13-00 |
8.9% |
1-09 |
0.9% |
60% |
False |
False |
233,735 |
| 120 |
151-28 |
135-10 |
16-18 |
11.3% |
1-09 |
0.9% |
68% |
False |
False |
194,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-11 |
|
2.618 |
149-04 |
|
1.618 |
148-12 |
|
1.000 |
147-29 |
|
0.618 |
147-20 |
|
HIGH |
147-05 |
|
0.618 |
146-28 |
|
0.500 |
146-25 |
|
0.382 |
146-22 |
|
LOW |
146-13 |
|
0.618 |
145-30 |
|
1.000 |
145-21 |
|
1.618 |
145-06 |
|
2.618 |
144-14 |
|
4.250 |
143-07 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
146-25 |
146-16 |
| PP |
146-24 |
146-11 |
| S1 |
146-22 |
146-06 |
|