ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 13-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
159-13 |
159-12 |
-0-01 |
0.0% |
155-19 |
High |
160-26 |
160-03 |
-0-23 |
-0.4% |
160-26 |
Low |
159-00 |
158-19 |
-0-13 |
-0.3% |
155-15 |
Close |
159-22 |
159-19 |
-0-03 |
-0.1% |
159-19 |
Range |
1-26 |
1-16 |
-0-10 |
-17.2% |
5-11 |
ATR |
2-00 |
1-31 |
-0-01 |
-1.8% |
0-00 |
Volume |
292,123 |
195,201 |
-96,922 |
-33.2% |
1,231,425 |
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163-30 |
163-08 |
160-13 |
|
R3 |
162-14 |
161-24 |
160-00 |
|
R2 |
160-30 |
160-30 |
159-28 |
|
R1 |
160-08 |
160-08 |
159-23 |
160-19 |
PP |
159-14 |
159-14 |
159-14 |
159-19 |
S1 |
158-24 |
158-24 |
159-15 |
159-03 |
S2 |
157-30 |
157-30 |
159-10 |
|
S3 |
156-14 |
157-08 |
159-06 |
|
S4 |
154-30 |
155-24 |
158-25 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-21 |
172-15 |
162-17 |
|
R3 |
169-10 |
167-04 |
161-02 |
|
R2 |
163-31 |
163-31 |
160-18 |
|
R1 |
161-25 |
161-25 |
160-03 |
162-28 |
PP |
158-20 |
158-20 |
158-20 |
159-06 |
S1 |
156-14 |
156-14 |
159-03 |
157-17 |
S2 |
153-09 |
153-09 |
158-20 |
|
S3 |
147-30 |
151-03 |
158-04 |
|
S4 |
142-19 |
145-24 |
156-21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
160-26 |
155-15 |
5-11 |
3.3% |
1-24 |
1.1% |
77% |
False |
False |
246,285 |
10 |
162-05 |
154-27 |
7-10 |
4.6% |
1-29 |
1.2% |
65% |
False |
False |
261,771 |
20 |
163-14 |
154-27 |
8-19 |
5.4% |
1-30 |
1.2% |
55% |
False |
False |
186,346 |
40 |
171-09 |
154-27 |
16-14 |
10.3% |
2-04 |
1.3% |
29% |
False |
False |
93,627 |
60 |
171-09 |
154-27 |
16-14 |
10.3% |
2-00 |
1.3% |
29% |
False |
False |
62,475 |
80 |
171-09 |
150-00 |
21-09 |
13.3% |
1-25 |
1.1% |
45% |
False |
False |
46,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166-15 |
2.618 |
164-01 |
1.618 |
162-17 |
1.000 |
161-19 |
0.618 |
161-01 |
HIGH |
160-03 |
0.618 |
159-17 |
0.500 |
159-11 |
0.382 |
159-05 |
LOW |
158-19 |
0.618 |
157-21 |
1.000 |
157-03 |
1.618 |
156-05 |
2.618 |
154-21 |
4.250 |
152-07 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
159-16 |
159-17 |
PP |
159-14 |
159-15 |
S1 |
159-11 |
159-14 |
|