ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
163-09 |
164-07 |
0-30 |
0.6% |
159-15 |
| High |
164-12 |
164-16 |
0-04 |
0.1% |
164-12 |
| Low |
163-08 |
163-21 |
0-13 |
0.2% |
159-14 |
| Close |
164-05 |
164-01 |
-0-04 |
-0.1% |
164-05 |
| Range |
1-04 |
0-27 |
-0-09 |
-25.0% |
4-30 |
| ATR |
1-28 |
1-26 |
-0-02 |
-3.9% |
0-00 |
| Volume |
151,445 |
155,530 |
4,085 |
2.7% |
1,007,693 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-19 |
166-05 |
164-16 |
|
| R3 |
165-24 |
165-10 |
164-08 |
|
| R2 |
164-29 |
164-29 |
164-06 |
|
| R1 |
164-15 |
164-15 |
164-03 |
164-08 |
| PP |
164-02 |
164-02 |
164-02 |
163-31 |
| S1 |
163-20 |
163-20 |
163-31 |
163-14 |
| S2 |
163-07 |
163-07 |
163-28 |
|
| S3 |
162-12 |
162-25 |
163-26 |
|
| S4 |
161-17 |
161-30 |
163-18 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-15 |
175-24 |
166-28 |
|
| R3 |
172-17 |
170-26 |
165-16 |
|
| R2 |
167-19 |
167-19 |
165-02 |
|
| R1 |
165-28 |
165-28 |
164-19 |
166-24 |
| PP |
162-21 |
162-21 |
162-21 |
163-03 |
| S1 |
160-30 |
160-30 |
163-23 |
161-26 |
| S2 |
157-23 |
157-23 |
163-08 |
|
| S3 |
152-25 |
156-00 |
162-26 |
|
| S4 |
147-27 |
151-02 |
161-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164-16 |
160-16 |
4-00 |
2.4% |
1-16 |
0.9% |
88% |
True |
False |
202,221 |
| 10 |
164-16 |
156-17 |
7-31 |
4.9% |
1-19 |
1.0% |
94% |
True |
False |
218,590 |
| 20 |
164-16 |
154-27 |
9-21 |
5.9% |
1-24 |
1.1% |
95% |
True |
False |
241,561 |
| 40 |
171-09 |
154-27 |
16-14 |
10.0% |
1-30 |
1.2% |
56% |
False |
False |
122,651 |
| 60 |
171-09 |
154-27 |
16-14 |
10.0% |
1-31 |
1.2% |
56% |
False |
False |
81,855 |
| 80 |
171-09 |
151-20 |
19-21 |
12.0% |
1-26 |
1.1% |
63% |
False |
False |
61,414 |
| 100 |
171-09 |
149-05 |
22-04 |
13.5% |
1-19 |
1.0% |
67% |
False |
False |
49,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-03 |
|
2.618 |
166-23 |
|
1.618 |
165-28 |
|
1.000 |
165-11 |
|
0.618 |
165-01 |
|
HIGH |
164-16 |
|
0.618 |
164-06 |
|
0.500 |
164-02 |
|
0.382 |
163-31 |
|
LOW |
163-21 |
|
0.618 |
163-04 |
|
1.000 |
162-26 |
|
1.618 |
162-09 |
|
2.618 |
161-14 |
|
4.250 |
160-02 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
164-02 |
163-29 |
| PP |
164-02 |
163-24 |
| S1 |
164-02 |
163-20 |
|