ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
162-00 |
159-20 |
-2-12 |
-1.5% |
159-08 |
| High |
162-05 |
159-25 |
-2-12 |
-1.5% |
163-04 |
| Low |
159-10 |
158-23 |
-0-19 |
-0.4% |
159-03 |
| Close |
159-22 |
158-28 |
-0-26 |
-0.5% |
161-27 |
| Range |
2-27 |
1-02 |
-1-25 |
-62.6% |
4-01 |
| ATR |
2-03 |
2-01 |
-0-02 |
-3.5% |
0-00 |
| Volume |
264,285 |
274,555 |
10,270 |
3.9% |
1,080,887 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-10 |
161-21 |
159-15 |
|
| R3 |
161-08 |
160-19 |
159-05 |
|
| R2 |
160-06 |
160-06 |
159-02 |
|
| R1 |
159-17 |
159-17 |
158-31 |
159-10 |
| PP |
159-04 |
159-04 |
159-04 |
159-01 |
| S1 |
158-15 |
158-15 |
158-25 |
158-08 |
| S2 |
158-02 |
158-02 |
158-22 |
|
| S3 |
157-00 |
157-13 |
158-19 |
|
| S4 |
155-30 |
156-11 |
158-09 |
|
|
| 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 |
158-23 |
4-13 |
2.8% |
1-20 |
1.0% |
4% |
False |
True |
300,410 |
| 10 |
163-04 |
158-23 |
4-13 |
2.8% |
1-29 |
1.2% |
4% |
False |
True |
164,221 |
| 20 |
169-18 |
158-23 |
10-27 |
6.8% |
2-01 |
1.3% |
1% |
False |
True |
82,940 |
| 40 |
171-09 |
158-23 |
12-18 |
7.9% |
2-05 |
1.4% |
1% |
False |
True |
41,710 |
| 60 |
171-09 |
152-23 |
18-18 |
11.7% |
1-30 |
1.2% |
33% |
False |
False |
27,840 |
| 80 |
171-09 |
149-05 |
22-04 |
13.9% |
1-21 |
1.0% |
44% |
False |
False |
20,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-10 |
|
2.618 |
162-18 |
|
1.618 |
161-16 |
|
1.000 |
160-27 |
|
0.618 |
160-14 |
|
HIGH |
159-25 |
|
0.618 |
159-12 |
|
0.500 |
159-08 |
|
0.382 |
159-04 |
|
LOW |
158-23 |
|
0.618 |
158-02 |
|
1.000 |
157-21 |
|
1.618 |
157-00 |
|
2.618 |
155-30 |
|
4.250 |
154-06 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
159-08 |
160-14 |
| PP |
159-04 |
159-29 |
| S1 |
159-00 |
159-13 |
|