ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
159-20 |
158-28 |
-0-24 |
-0.5% |
159-08 |
| High |
159-25 |
159-11 |
-0-14 |
-0.3% |
163-04 |
| Low |
158-23 |
158-16 |
-0-07 |
-0.1% |
159-03 |
| Close |
158-28 |
158-25 |
-0-03 |
-0.1% |
161-27 |
| Range |
1-02 |
0-27 |
-0-07 |
-20.6% |
4-01 |
| ATR |
2-01 |
1-30 |
-0-03 |
-4.2% |
0-00 |
| Volume |
274,555 |
222,718 |
-51,837 |
-18.9% |
1,080,887 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-13 |
160-30 |
159-08 |
|
| R3 |
160-18 |
160-03 |
159-00 |
|
| R2 |
159-23 |
159-23 |
158-30 |
|
| R1 |
159-08 |
159-08 |
158-27 |
159-02 |
| PP |
158-28 |
158-28 |
158-28 |
158-25 |
| S1 |
158-13 |
158-13 |
158-23 |
158-07 |
| S2 |
158-01 |
158-01 |
158-20 |
|
| S3 |
157-06 |
157-18 |
158-18 |
|
| S4 |
156-11 |
156-23 |
158-10 |
|
|
| 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 |
158-16 |
4-20 |
2.9% |
1-17 |
1.0% |
6% |
False |
True |
275,264 |
| 10 |
163-04 |
158-16 |
4-20 |
2.9% |
1-25 |
1.1% |
6% |
False |
True |
185,892 |
| 20 |
168-11 |
158-16 |
9-27 |
6.2% |
1-31 |
1.2% |
3% |
False |
True |
94,034 |
| 40 |
171-09 |
158-16 |
12-25 |
8.0% |
2-04 |
1.3% |
2% |
False |
True |
47,273 |
| 60 |
171-09 |
152-23 |
18-18 |
11.7% |
1-29 |
1.2% |
33% |
False |
False |
31,550 |
| 80 |
171-09 |
149-05 |
22-04 |
13.9% |
1-21 |
1.0% |
44% |
False |
False |
23,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-30 |
|
2.618 |
161-18 |
|
1.618 |
160-23 |
|
1.000 |
160-06 |
|
0.618 |
159-28 |
|
HIGH |
159-11 |
|
0.618 |
159-01 |
|
0.500 |
158-30 |
|
0.382 |
158-26 |
|
LOW |
158-16 |
|
0.618 |
157-31 |
|
1.000 |
157-21 |
|
1.618 |
157-04 |
|
2.618 |
156-09 |
|
4.250 |
154-29 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158-30 |
160-10 |
| PP |
158-28 |
159-26 |
| S1 |
158-26 |
159-10 |
|