ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
161-15 |
162-00 |
0-17 |
0.3% |
159-08 |
| High |
162-01 |
162-05 |
0-04 |
0.1% |
163-04 |
| Low |
161-00 |
159-10 |
-1-22 |
-1.0% |
159-03 |
| Close |
161-27 |
159-22 |
-2-05 |
-1.3% |
161-27 |
| Range |
1-01 |
2-27 |
1-26 |
175.8% |
4-01 |
| ATR |
2-01 |
2-03 |
0-02 |
2.8% |
0-00 |
| Volume |
343,481 |
264,285 |
-79,196 |
-23.1% |
1,080,887 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-29 |
167-05 |
161-08 |
|
| R3 |
166-02 |
164-10 |
160-15 |
|
| R2 |
163-07 |
163-07 |
160-07 |
|
| R1 |
161-15 |
161-15 |
159-30 |
160-30 |
| PP |
160-12 |
160-12 |
160-12 |
160-04 |
| S1 |
158-20 |
158-20 |
159-14 |
158-02 |
| S2 |
157-17 |
157-17 |
159-05 |
|
| S3 |
154-22 |
155-25 |
158-29 |
|
| S4 |
151-27 |
152-30 |
158-04 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-14 |
171-22 |
164-02 |
|
| R3 |
169-13 |
167-21 |
162-30 |
|
| R2 |
165-12 |
165-12 |
162-19 |
|
| R1 |
163-20 |
163-20 |
162-07 |
164-16 |
| PP |
161-11 |
161-11 |
161-11 |
161-26 |
| S1 |
159-19 |
159-19 |
161-15 |
160-15 |
| S2 |
157-10 |
157-10 |
161-03 |
|
| S3 |
153-09 |
155-18 |
160-24 |
|
| S4 |
149-08 |
151-17 |
159-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-04 |
159-10 |
3-26 |
2.4% |
2-00 |
1.3% |
10% |
False |
True |
262,916 |
| 10 |
163-04 |
158-26 |
4-10 |
2.7% |
2-03 |
1.3% |
20% |
False |
False |
137,035 |
| 20 |
171-04 |
158-26 |
12-10 |
7.7% |
2-02 |
1.3% |
7% |
False |
False |
69,305 |
| 40 |
171-09 |
158-26 |
12-15 |
7.8% |
2-06 |
1.4% |
7% |
False |
False |
34,850 |
| 60 |
171-09 |
152-02 |
19-07 |
12.0% |
1-30 |
1.2% |
40% |
False |
False |
23,265 |
| 80 |
171-09 |
149-05 |
22-04 |
13.9% |
1-20 |
1.0% |
48% |
False |
False |
17,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
174-08 |
|
2.618 |
169-19 |
|
1.618 |
166-24 |
|
1.000 |
165-00 |
|
0.618 |
163-29 |
|
HIGH |
162-05 |
|
0.618 |
161-02 |
|
0.500 |
160-24 |
|
0.382 |
160-13 |
|
LOW |
159-10 |
|
0.618 |
157-18 |
|
1.000 |
156-15 |
|
1.618 |
154-23 |
|
2.618 |
151-28 |
|
4.250 |
147-07 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
160-24 |
161-07 |
| PP |
160-12 |
160-23 |
| S1 |
160-01 |
160-06 |
|