ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 31-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
164-02 |
163-23 |
-0-11 |
-0.2% |
164-07 |
| High |
164-11 |
164-05 |
-0-06 |
-0.1% |
165-27 |
| Low |
163-08 |
163-05 |
-0-03 |
-0.1% |
162-08 |
| Close |
163-15 |
163-28 |
0-13 |
0.2% |
164-13 |
| Range |
1-03 |
1-00 |
-0-03 |
-8.6% |
3-19 |
| ATR |
1-27 |
1-25 |
-0-02 |
-3.2% |
0-00 |
| Volume |
147,179 |
208,298 |
61,119 |
41.5% |
1,008,741 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-23 |
166-10 |
164-14 |
|
| R3 |
165-23 |
165-10 |
164-05 |
|
| R2 |
164-23 |
164-23 |
164-02 |
|
| R1 |
164-10 |
164-10 |
163-31 |
164-16 |
| PP |
163-23 |
163-23 |
163-23 |
163-27 |
| S1 |
163-10 |
163-10 |
163-25 |
163-16 |
| S2 |
162-23 |
162-23 |
163-22 |
|
| S3 |
161-23 |
162-10 |
163-19 |
|
| S4 |
160-23 |
161-10 |
163-10 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-30 |
173-09 |
166-12 |
|
| R3 |
171-11 |
169-22 |
165-13 |
|
| R2 |
167-24 |
167-24 |
165-02 |
|
| R1 |
166-03 |
166-03 |
164-24 |
166-30 |
| PP |
164-05 |
164-05 |
164-05 |
164-19 |
| S1 |
162-16 |
162-16 |
164-02 |
163-10 |
| S2 |
160-18 |
160-18 |
163-24 |
|
| S3 |
156-31 |
158-29 |
163-13 |
|
| S4 |
153-12 |
155-10 |
162-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-27 |
162-08 |
3-19 |
2.2% |
1-23 |
1.0% |
45% |
False |
False |
202,516 |
| 10 |
165-27 |
161-10 |
4-17 |
2.8% |
1-21 |
1.0% |
57% |
False |
False |
204,226 |
| 20 |
165-27 |
154-27 |
11-00 |
6.7% |
1-23 |
1.0% |
82% |
False |
False |
222,539 |
| 40 |
169-18 |
154-27 |
14-23 |
9.0% |
1-28 |
1.1% |
61% |
False |
False |
152,740 |
| 60 |
171-09 |
154-27 |
16-14 |
10.0% |
2-00 |
1.2% |
55% |
False |
False |
101,986 |
| 80 |
171-09 |
152-23 |
18-18 |
11.3% |
1-28 |
1.1% |
60% |
False |
False |
76,515 |
| 100 |
171-09 |
149-05 |
22-04 |
13.5% |
1-21 |
1.0% |
67% |
False |
False |
61,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-13 |
|
2.618 |
166-25 |
|
1.618 |
165-25 |
|
1.000 |
165-05 |
|
0.618 |
164-25 |
|
HIGH |
164-05 |
|
0.618 |
163-25 |
|
0.500 |
163-21 |
|
0.382 |
163-17 |
|
LOW |
163-05 |
|
0.618 |
162-17 |
|
1.000 |
162-05 |
|
1.618 |
161-17 |
|
2.618 |
160-17 |
|
4.250 |
158-29 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
163-26 |
163-24 |
| PP |
163-23 |
163-20 |
| S1 |
163-21 |
163-16 |
|