ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
144-09 |
144-11 |
0-02 |
0.0% |
143-11 |
| High |
144-21 |
145-30 |
1-09 |
0.9% |
145-30 |
| Low |
144-04 |
143-31 |
-0-05 |
-0.1% |
143-07 |
| Close |
144-18 |
145-16 |
0-30 |
0.6% |
145-16 |
| Range |
0-17 |
1-31 |
1-14 |
270.6% |
2-23 |
| ATR |
1-04 |
1-06 |
0-02 |
5.4% |
0-00 |
| Volume |
106,324 |
256,841 |
150,517 |
141.6% |
612,103 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-01 |
150-08 |
146-19 |
|
| R3 |
149-02 |
148-09 |
146-01 |
|
| R2 |
147-03 |
147-03 |
145-28 |
|
| R1 |
146-10 |
146-10 |
145-22 |
146-22 |
| PP |
145-04 |
145-04 |
145-04 |
145-11 |
| S1 |
144-11 |
144-11 |
145-10 |
144-24 |
| S2 |
143-05 |
143-05 |
145-04 |
|
| S3 |
141-06 |
142-12 |
144-31 |
|
| S4 |
139-07 |
140-13 |
144-13 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-01 |
152-00 |
147-00 |
|
| R3 |
150-10 |
149-09 |
146-08 |
|
| R2 |
147-19 |
147-19 |
146-00 |
|
| R1 |
146-18 |
146-18 |
145-24 |
147-02 |
| PP |
144-28 |
144-28 |
144-28 |
145-05 |
| S1 |
143-27 |
143-27 |
145-08 |
144-12 |
| S2 |
142-05 |
142-05 |
145-00 |
|
| S3 |
139-14 |
141-04 |
144-24 |
|
| S4 |
136-23 |
138-13 |
144-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-30 |
143-02 |
2-28 |
2.0% |
1-00 |
0.7% |
85% |
True |
False |
133,131 |
| 10 |
145-30 |
142-11 |
3-19 |
2.5% |
1-08 |
0.9% |
88% |
True |
False |
167,844 |
| 20 |
146-19 |
140-30 |
5-21 |
3.9% |
1-09 |
0.9% |
81% |
False |
False |
286,478 |
| 40 |
146-19 |
138-28 |
7-23 |
5.3% |
1-03 |
0.7% |
86% |
False |
False |
205,740 |
| 60 |
146-19 |
138-25 |
7-26 |
5.4% |
1-04 |
0.8% |
86% |
False |
False |
137,315 |
| 80 |
146-19 |
134-00 |
12-19 |
8.7% |
0-31 |
0.7% |
91% |
False |
False |
102,989 |
| 100 |
146-19 |
134-00 |
12-19 |
8.7% |
0-26 |
0.6% |
91% |
False |
False |
82,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-10 |
|
2.618 |
151-03 |
|
1.618 |
149-04 |
|
1.000 |
147-29 |
|
0.618 |
147-05 |
|
HIGH |
145-30 |
|
0.618 |
145-06 |
|
0.500 |
144-30 |
|
0.382 |
144-23 |
|
LOW |
143-31 |
|
0.618 |
142-24 |
|
1.000 |
142-00 |
|
1.618 |
140-25 |
|
2.618 |
138-26 |
|
4.250 |
135-19 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
145-10 |
145-10 |
| PP |
145-04 |
145-04 |
| S1 |
144-30 |
144-30 |
|