ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
146-25 |
145-18 |
-1-07 |
-0.8% |
147-20 |
| High |
147-00 |
146-04 |
-0-28 |
-0.6% |
148-09 |
| Low |
145-17 |
143-30 |
-1-19 |
-1.1% |
145-17 |
| Close |
145-29 |
144-03 |
-1-26 |
-1.2% |
145-29 |
| Range |
1-15 |
2-06 |
0-23 |
48.9% |
2-24 |
| ATR |
1-19 |
1-21 |
0-01 |
2.6% |
0-00 |
| Volume |
267,855 |
418,137 |
150,282 |
56.1% |
1,470,031 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-09 |
149-28 |
145-10 |
|
| R3 |
149-03 |
147-22 |
144-22 |
|
| R2 |
146-29 |
146-29 |
144-16 |
|
| R1 |
145-16 |
145-16 |
144-09 |
145-04 |
| PP |
144-23 |
144-23 |
144-23 |
144-17 |
| S1 |
143-10 |
143-10 |
143-29 |
142-30 |
| S2 |
142-17 |
142-17 |
143-22 |
|
| S3 |
140-11 |
141-04 |
143-16 |
|
| S4 |
138-05 |
138-30 |
142-28 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-26 |
153-04 |
147-13 |
|
| R3 |
152-02 |
150-12 |
146-21 |
|
| R2 |
149-10 |
149-10 |
146-13 |
|
| R1 |
147-20 |
147-20 |
146-05 |
147-03 |
| PP |
146-18 |
146-18 |
146-18 |
146-10 |
| S1 |
144-28 |
144-28 |
145-21 |
144-11 |
| S2 |
143-26 |
143-26 |
145-13 |
|
| S3 |
141-02 |
142-04 |
145-05 |
|
| S4 |
138-10 |
139-12 |
144-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-11 |
143-30 |
3-13 |
2.4% |
1-13 |
1.0% |
5% |
False |
True |
326,824 |
| 10 |
150-27 |
143-30 |
6-29 |
4.8% |
1-21 |
1.1% |
2% |
False |
True |
345,202 |
| 20 |
151-28 |
143-30 |
7-30 |
5.5% |
1-22 |
1.2% |
2% |
False |
True |
360,623 |
| 40 |
151-28 |
142-11 |
9-17 |
6.6% |
1-19 |
1.1% |
18% |
False |
False |
329,031 |
| 60 |
151-28 |
139-19 |
12-09 |
8.5% |
1-14 |
1.0% |
37% |
False |
False |
328,348 |
| 80 |
151-28 |
138-28 |
13-00 |
9.0% |
1-09 |
0.9% |
40% |
False |
False |
246,484 |
| 100 |
151-28 |
135-10 |
16-18 |
11.5% |
1-09 |
0.9% |
53% |
False |
False |
197,219 |
| 120 |
151-28 |
134-00 |
17-28 |
12.4% |
1-03 |
0.8% |
56% |
False |
False |
164,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-14 |
|
2.618 |
151-27 |
|
1.618 |
149-21 |
|
1.000 |
148-10 |
|
0.618 |
147-15 |
|
HIGH |
146-04 |
|
0.618 |
145-09 |
|
0.500 |
145-01 |
|
0.382 |
144-25 |
|
LOW |
143-30 |
|
0.618 |
142-19 |
|
1.000 |
141-24 |
|
1.618 |
140-13 |
|
2.618 |
138-07 |
|
4.250 |
134-20 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
145-01 |
145-20 |
| PP |
144-23 |
145-04 |
| S1 |
144-13 |
144-19 |
|