ECBOT 30 Year Treasury Bond Future March 2015
Trading Metrics calculated at close of trading on 20-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
149-10 |
148-12 |
-0-30 |
-0.6% |
146-03 |
High |
149-10 |
149-01 |
-0-09 |
-0.2% |
149-10 |
Low |
147-18 |
148-08 |
0-22 |
0.5% |
145-23 |
Close |
147-31 |
148-19 |
0-20 |
0.4% |
148-19 |
Range |
1-24 |
0-25 |
-0-31 |
-55.4% |
3-19 |
ATR |
1-13 |
1-12 |
-0-01 |
-1.7% |
0-00 |
Volume |
3,098 |
255 |
-2,843 |
-91.8% |
17,053 |
|
Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150-31 |
150-18 |
149-01 |
|
R3 |
150-06 |
149-25 |
148-26 |
|
R2 |
149-13 |
149-13 |
148-24 |
|
R1 |
149-00 |
149-00 |
148-21 |
149-06 |
PP |
148-20 |
148-20 |
148-20 |
148-23 |
S1 |
148-07 |
148-07 |
148-17 |
148-14 |
S2 |
147-27 |
147-27 |
148-14 |
|
S3 |
147-02 |
147-14 |
148-12 |
|
S4 |
146-09 |
146-21 |
148-05 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158-21 |
157-07 |
150-18 |
|
R3 |
155-02 |
153-20 |
149-19 |
|
R2 |
151-15 |
151-15 |
149-08 |
|
R1 |
150-01 |
150-01 |
148-30 |
150-24 |
PP |
147-28 |
147-28 |
147-28 |
148-08 |
S1 |
146-14 |
146-14 |
148-08 |
147-05 |
S2 |
144-09 |
144-09 |
147-30 |
|
S3 |
140-22 |
142-27 |
147-19 |
|
S4 |
137-03 |
139-08 |
146-20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
149-10 |
145-23 |
3-19 |
2.4% |
1-06 |
0.8% |
80% |
False |
False |
3,410 |
10 |
149-10 |
143-19 |
5-23 |
3.8% |
1-04 |
0.8% |
87% |
False |
False |
6,458 |
20 |
149-10 |
142-31 |
6-11 |
4.3% |
1-08 |
0.8% |
89% |
False |
False |
129,179 |
40 |
151-28 |
142-31 |
8-29 |
6.0% |
1-14 |
1.0% |
63% |
False |
False |
238,656 |
60 |
151-28 |
142-11 |
9-17 |
6.4% |
1-16 |
1.0% |
66% |
False |
False |
267,818 |
80 |
151-28 |
140-05 |
11-23 |
7.9% |
1-13 |
1.0% |
72% |
False |
False |
291,424 |
100 |
151-28 |
138-28 |
13-00 |
8.7% |
1-10 |
0.9% |
75% |
False |
False |
233,777 |
120 |
151-28 |
136-00 |
15-28 |
10.7% |
1-09 |
0.9% |
79% |
False |
False |
194,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152-11 |
2.618 |
151-02 |
1.618 |
150-09 |
1.000 |
149-26 |
0.618 |
149-16 |
HIGH |
149-01 |
0.618 |
148-23 |
0.500 |
148-20 |
0.382 |
148-18 |
LOW |
148-08 |
0.618 |
147-25 |
1.000 |
147-15 |
1.618 |
147-00 |
2.618 |
146-07 |
4.250 |
144-30 |
|
|
Fisher Pivots for day following 20-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
148-20 |
148-12 |
PP |
148-20 |
148-05 |
S1 |
148-20 |
147-30 |
|