ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
147-04 |
147-14 |
0-10 |
0.2% |
144-06 |
| High |
147-05 |
148-14 |
1-09 |
0.9% |
146-19 |
| Low |
146-13 |
146-18 |
0-05 |
0.1% |
143-19 |
| Close |
146-21 |
148-05 |
1-16 |
1.0% |
145-22 |
| Range |
0-24 |
1-28 |
1-04 |
150.0% |
3-00 |
| ATR |
1-11 |
1-12 |
0-01 |
2.9% |
0-00 |
| Volume |
6,090 |
3,022 |
-3,068 |
-50.4% |
47,532 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-11 |
152-20 |
149-06 |
|
| R3 |
151-15 |
150-24 |
148-22 |
|
| R2 |
149-19 |
149-19 |
148-16 |
|
| R1 |
148-28 |
148-28 |
148-10 |
149-08 |
| PP |
147-23 |
147-23 |
147-23 |
147-29 |
| S1 |
147-00 |
147-00 |
148-00 |
147-12 |
| S2 |
145-27 |
145-27 |
147-26 |
|
| S3 |
143-31 |
145-04 |
147-20 |
|
| S4 |
142-03 |
143-08 |
147-04 |
|
|
| 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 |
148-14 |
145-06 |
3-08 |
2.2% |
1-02 |
0.7% |
91% |
True |
False |
5,695 |
| 10 |
148-14 |
142-31 |
5-15 |
3.7% |
1-08 |
0.8% |
95% |
True |
False |
9,679 |
| 20 |
148-14 |
142-31 |
5-15 |
3.7% |
1-09 |
0.9% |
95% |
True |
False |
162,666 |
| 40 |
151-28 |
142-31 |
8-29 |
6.0% |
1-15 |
1.0% |
58% |
False |
False |
263,388 |
| 60 |
151-28 |
142-11 |
9-17 |
6.4% |
1-15 |
1.0% |
61% |
False |
False |
274,306 |
| 80 |
151-28 |
139-20 |
12-08 |
8.3% |
1-13 |
0.9% |
70% |
False |
False |
291,897 |
| 100 |
151-28 |
138-28 |
13-00 |
8.8% |
1-09 |
0.9% |
71% |
False |
False |
233,762 |
| 120 |
151-28 |
135-16 |
16-12 |
11.1% |
1-09 |
0.9% |
77% |
False |
False |
194,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-13 |
|
2.618 |
153-11 |
|
1.618 |
151-15 |
|
1.000 |
150-10 |
|
0.618 |
149-19 |
|
HIGH |
148-14 |
|
0.618 |
147-23 |
|
0.500 |
147-16 |
|
0.382 |
147-09 |
|
LOW |
146-18 |
|
0.618 |
145-13 |
|
1.000 |
144-22 |
|
1.618 |
143-17 |
|
2.618 |
141-21 |
|
4.250 |
138-19 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
147-30 |
147-26 |
| PP |
147-23 |
147-14 |
| S1 |
147-16 |
147-02 |
|