ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
159-15 |
160-18 |
1-03 |
0.7% |
155-19 |
| High |
160-24 |
161-22 |
0-30 |
0.6% |
160-26 |
| Low |
159-14 |
160-16 |
1-02 |
0.7% |
155-15 |
| Close |
159-30 |
161-12 |
1-14 |
0.9% |
159-19 |
| Range |
1-10 |
1-06 |
-0-04 |
-9.5% |
5-11 |
| ATR |
1-30 |
1-29 |
0-00 |
-0.6% |
0-00 |
| Volume |
152,117 |
177,528 |
25,411 |
16.7% |
1,231,425 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-24 |
164-08 |
162-01 |
|
| R3 |
163-18 |
163-02 |
161-22 |
|
| R2 |
162-12 |
162-12 |
161-19 |
|
| R1 |
161-28 |
161-28 |
161-15 |
162-04 |
| PP |
161-06 |
161-06 |
161-06 |
161-10 |
| S1 |
160-22 |
160-22 |
161-09 |
160-30 |
| S2 |
160-00 |
160-00 |
161-05 |
|
| S3 |
158-26 |
159-16 |
161-02 |
|
| S4 |
157-20 |
158-10 |
160-23 |
|
|
| 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 |
161-22 |
158-01 |
3-21 |
2.3% |
1-16 |
0.9% |
91% |
True |
False |
221,214 |
| 10 |
161-22 |
154-27 |
6-27 |
4.2% |
1-25 |
1.1% |
95% |
True |
False |
240,852 |
| 20 |
163-04 |
154-27 |
8-09 |
5.1% |
1-27 |
1.1% |
79% |
False |
False |
202,536 |
| 40 |
171-09 |
154-27 |
16-14 |
10.2% |
2-00 |
1.2% |
40% |
False |
False |
101,852 |
| 60 |
171-09 |
154-27 |
16-14 |
10.2% |
2-00 |
1.2% |
40% |
False |
False |
67,967 |
| 80 |
171-09 |
150-00 |
21-09 |
13.2% |
1-25 |
1.1% |
53% |
False |
False |
50,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-24 |
|
2.618 |
164-25 |
|
1.618 |
163-19 |
|
1.000 |
162-28 |
|
0.618 |
162-13 |
|
HIGH |
161-22 |
|
0.618 |
161-07 |
|
0.500 |
161-03 |
|
0.382 |
160-31 |
|
LOW |
160-16 |
|
0.618 |
159-25 |
|
1.000 |
159-10 |
|
1.618 |
158-19 |
|
2.618 |
157-13 |
|
4.250 |
155-14 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
161-09 |
160-31 |
| PP |
161-06 |
160-18 |
| S1 |
161-03 |
160-04 |
|