ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
144-11 |
145-18 |
1-07 |
0.8% |
143-11 |
| High |
145-30 |
147-06 |
1-08 |
0.9% |
145-30 |
| Low |
143-31 |
145-13 |
1-14 |
1.0% |
143-07 |
| Close |
145-16 |
146-31 |
1-15 |
1.0% |
145-16 |
| Range |
1-31 |
1-25 |
-0-06 |
-9.5% |
2-23 |
| ATR |
1-06 |
1-07 |
0-01 |
3.6% |
0-00 |
| Volume |
256,841 |
304,108 |
47,267 |
18.4% |
612,103 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-28 |
151-06 |
147-30 |
|
| R3 |
150-03 |
149-13 |
147-15 |
|
| R2 |
148-10 |
148-10 |
147-09 |
|
| R1 |
147-20 |
147-20 |
147-04 |
147-31 |
| PP |
146-17 |
146-17 |
146-17 |
146-22 |
| S1 |
145-27 |
145-27 |
146-26 |
146-06 |
| S2 |
144-24 |
144-24 |
146-21 |
|
| S3 |
142-31 |
144-02 |
146-15 |
|
| S4 |
141-06 |
142-09 |
146-00 |
|
|
| 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 |
147-06 |
143-07 |
3-31 |
2.7% |
1-07 |
0.8% |
94% |
True |
False |
183,242 |
| 10 |
147-06 |
142-11 |
4-27 |
3.3% |
1-07 |
0.8% |
95% |
True |
False |
162,186 |
| 20 |
147-06 |
140-30 |
6-08 |
4.3% |
1-10 |
0.9% |
97% |
True |
False |
285,932 |
| 40 |
147-06 |
138-28 |
8-10 |
5.7% |
1-04 |
0.8% |
97% |
True |
False |
213,316 |
| 60 |
147-06 |
138-28 |
8-10 |
5.7% |
1-04 |
0.8% |
97% |
True |
False |
142,382 |
| 80 |
147-06 |
134-00 |
13-06 |
9.0% |
1-00 |
0.7% |
98% |
True |
False |
106,791 |
| 100 |
147-06 |
134-00 |
13-06 |
9.0% |
0-27 |
0.6% |
98% |
True |
False |
85,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-24 |
|
2.618 |
151-27 |
|
1.618 |
150-02 |
|
1.000 |
148-31 |
|
0.618 |
148-09 |
|
HIGH |
147-06 |
|
0.618 |
146-16 |
|
0.500 |
146-10 |
|
0.382 |
146-03 |
|
LOW |
145-13 |
|
0.618 |
144-10 |
|
1.000 |
143-20 |
|
1.618 |
142-17 |
|
2.618 |
140-24 |
|
4.250 |
137-27 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
146-24 |
146-16 |
| PP |
146-17 |
146-01 |
| S1 |
146-10 |
145-18 |
|