ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
158-15 |
159-13 |
0-30 |
0.6% |
162-00 |
| High |
159-24 |
160-26 |
1-02 |
0.7% |
162-05 |
| Low |
158-01 |
159-00 |
0-31 |
0.6% |
154-27 |
| Close |
159-17 |
159-22 |
0-05 |
0.1% |
155-20 |
| Range |
1-23 |
1-26 |
0-03 |
5.5% |
7-10 |
| ATR |
2-01 |
2-00 |
0-00 |
-0.7% |
0-00 |
| Volume |
289,101 |
292,123 |
3,022 |
1.0% |
1,386,290 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-09 |
164-09 |
160-22 |
|
| R3 |
163-15 |
162-15 |
160-06 |
|
| R2 |
161-21 |
161-21 |
160-01 |
|
| R1 |
160-21 |
160-21 |
159-27 |
161-05 |
| PP |
159-27 |
159-27 |
159-27 |
160-02 |
| S1 |
158-27 |
158-27 |
159-17 |
159-11 |
| S2 |
158-01 |
158-01 |
159-11 |
|
| S3 |
156-07 |
157-01 |
159-06 |
|
| S4 |
154-13 |
155-07 |
158-22 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179-15 |
174-28 |
159-21 |
|
| R3 |
172-05 |
167-18 |
157-20 |
|
| R2 |
164-27 |
164-27 |
156-31 |
|
| R1 |
160-08 |
160-08 |
156-09 |
158-28 |
| PP |
157-17 |
157-17 |
157-17 |
156-28 |
| S1 |
152-30 |
152-30 |
154-31 |
151-18 |
| S2 |
150-07 |
150-07 |
154-09 |
|
| S3 |
142-29 |
145-20 |
153-20 |
|
| S4 |
135-19 |
138-10 |
151-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160-26 |
154-27 |
5-31 |
3.7% |
2-11 |
1.5% |
81% |
True |
False |
284,307 |
| 10 |
162-05 |
154-27 |
7-10 |
4.6% |
1-28 |
1.2% |
66% |
False |
False |
276,599 |
| 20 |
163-28 |
154-27 |
9-01 |
5.7% |
2-00 |
1.2% |
54% |
False |
False |
176,786 |
| 40 |
171-09 |
154-27 |
16-14 |
10.3% |
2-05 |
1.3% |
29% |
False |
False |
88,750 |
| 60 |
171-09 |
154-27 |
16-14 |
10.3% |
2-00 |
1.2% |
29% |
False |
False |
59,224 |
| 80 |
171-09 |
150-00 |
21-09 |
13.3% |
1-24 |
1.1% |
46% |
False |
False |
44,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-16 |
|
2.618 |
165-18 |
|
1.618 |
163-24 |
|
1.000 |
162-20 |
|
0.618 |
161-30 |
|
HIGH |
160-26 |
|
0.618 |
160-04 |
|
0.500 |
159-29 |
|
0.382 |
159-22 |
|
LOW |
159-00 |
|
0.618 |
157-28 |
|
1.000 |
157-06 |
|
1.618 |
156-02 |
|
2.618 |
154-08 |
|
4.250 |
151-10 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
159-29 |
159-11 |
| PP |
159-27 |
159-00 |
| S1 |
159-24 |
158-22 |
|