ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
161-17 |
163-23 |
2-06 |
1.4% |
155-19 |
| High |
164-04 |
164-07 |
0-03 |
0.1% |
160-26 |
| Low |
161-10 |
162-24 |
1-14 |
0.9% |
155-15 |
| Close |
163-04 |
163-06 |
0-02 |
0.0% |
159-19 |
| Range |
2-26 |
1-15 |
-1-11 |
-47.8% |
5-11 |
| ATR |
1-31 |
1-30 |
-0-01 |
-1.8% |
0-00 |
| Volume |
289,581 |
237,022 |
-52,559 |
-18.2% |
1,231,425 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-25 |
166-31 |
164-00 |
|
| R3 |
166-10 |
165-16 |
163-19 |
|
| R2 |
164-27 |
164-27 |
163-15 |
|
| R1 |
164-01 |
164-01 |
163-10 |
163-22 |
| PP |
163-12 |
163-12 |
163-12 |
163-07 |
| S1 |
162-18 |
162-18 |
163-02 |
162-08 |
| S2 |
161-29 |
161-29 |
162-29 |
|
| S3 |
160-14 |
161-03 |
162-25 |
|
| S4 |
158-31 |
159-20 |
162-12 |
|
|
| 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 |
164-07 |
158-19 |
5-20 |
3.4% |
1-21 |
1.0% |
82% |
True |
False |
210,289 |
| 10 |
164-07 |
154-27 |
9-12 |
5.7% |
2-00 |
1.2% |
89% |
True |
False |
247,298 |
| 20 |
164-07 |
154-27 |
9-12 |
5.7% |
1-28 |
1.1% |
89% |
True |
False |
228,171 |
| 40 |
171-09 |
154-27 |
16-14 |
10.1% |
2-00 |
1.2% |
51% |
False |
False |
115,004 |
| 60 |
171-09 |
154-27 |
16-14 |
10.1% |
2-00 |
1.2% |
51% |
False |
False |
76,740 |
| 80 |
171-09 |
150-23 |
20-18 |
12.6% |
1-26 |
1.1% |
61% |
False |
False |
57,578 |
| 100 |
171-09 |
149-05 |
22-04 |
13.6% |
1-18 |
1.0% |
63% |
False |
False |
46,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-15 |
|
2.618 |
168-02 |
|
1.618 |
166-19 |
|
1.000 |
165-22 |
|
0.618 |
165-04 |
|
HIGH |
164-07 |
|
0.618 |
163-21 |
|
0.500 |
163-16 |
|
0.382 |
163-10 |
|
LOW |
162-24 |
|
0.618 |
161-27 |
|
1.000 |
161-09 |
|
1.618 |
160-12 |
|
2.618 |
158-29 |
|
4.250 |
156-16 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
163-16 |
162-29 |
| PP |
163-12 |
162-20 |
| S1 |
163-09 |
162-12 |
|