ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
144-06 |
144-03 |
-0-03 |
-0.1% |
147-03 |
| High |
144-11 |
145-11 |
1-00 |
0.7% |
147-09 |
| Low |
143-19 |
144-00 |
0-13 |
0.3% |
142-31 |
| Close |
144-06 |
145-08 |
1-02 |
0.7% |
143-12 |
| Range |
0-24 |
1-11 |
0-19 |
79.2% |
4-10 |
| ATR |
1-15 |
1-15 |
0-00 |
-0.6% |
0-00 |
| Volume |
18,611 |
10,097 |
-8,514 |
-45.7% |
162,030 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-29 |
148-13 |
146-00 |
|
| R3 |
147-18 |
147-02 |
145-20 |
|
| R2 |
146-07 |
146-07 |
145-16 |
|
| R1 |
145-23 |
145-23 |
145-12 |
145-31 |
| PP |
144-28 |
144-28 |
144-28 |
145-00 |
| S1 |
144-12 |
144-12 |
145-04 |
144-20 |
| S2 |
143-17 |
143-17 |
145-00 |
|
| S3 |
142-06 |
143-01 |
144-28 |
|
| S4 |
140-27 |
141-22 |
144-16 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-15 |
154-24 |
145-24 |
|
| R3 |
153-05 |
150-14 |
144-18 |
|
| R2 |
148-27 |
148-27 |
144-05 |
|
| R1 |
146-04 |
146-04 |
143-25 |
145-10 |
| PP |
144-17 |
144-17 |
144-17 |
144-05 |
| S1 |
141-26 |
141-26 |
142-31 |
141-00 |
| S2 |
140-07 |
140-07 |
142-19 |
|
| S3 |
135-29 |
137-16 |
142-06 |
|
| S4 |
131-19 |
133-06 |
141-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-29 |
142-31 |
2-30 |
2.0% |
1-10 |
0.9% |
78% |
False |
False |
19,593 |
| 10 |
147-25 |
142-31 |
4-26 |
3.3% |
1-09 |
0.9% |
47% |
False |
False |
152,454 |
| 20 |
147-25 |
142-31 |
4-26 |
3.3% |
1-11 |
0.9% |
47% |
False |
False |
262,968 |
| 40 |
151-28 |
142-31 |
8-29 |
6.1% |
1-19 |
1.1% |
26% |
False |
False |
324,740 |
| 60 |
151-28 |
142-11 |
9-17 |
6.6% |
1-16 |
1.0% |
30% |
False |
False |
316,627 |
| 80 |
151-28 |
139-11 |
12-17 |
8.6% |
1-12 |
1.0% |
47% |
False |
False |
291,649 |
| 100 |
151-28 |
138-28 |
13-00 |
9.0% |
1-11 |
0.9% |
49% |
False |
False |
233,463 |
| 120 |
151-28 |
134-00 |
17-28 |
12.3% |
1-08 |
0.9% |
63% |
False |
False |
194,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-02 |
|
2.618 |
148-28 |
|
1.618 |
147-17 |
|
1.000 |
146-22 |
|
0.618 |
146-06 |
|
HIGH |
145-11 |
|
0.618 |
144-27 |
|
0.500 |
144-22 |
|
0.382 |
144-16 |
|
LOW |
144-00 |
|
0.618 |
143-05 |
|
1.000 |
142-21 |
|
1.618 |
141-26 |
|
2.618 |
140-15 |
|
4.250 |
138-09 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
145-02 |
144-31 |
| PP |
144-28 |
144-23 |
| S1 |
144-22 |
144-14 |
|