ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
148-16 |
147-27 |
-0-21 |
-0.4% |
143-11 |
| High |
148-24 |
147-31 |
-0-25 |
-0.5% |
145-30 |
| Low |
147-10 |
146-22 |
-0-20 |
-0.4% |
143-07 |
| Close |
148-06 |
146-29 |
-1-09 |
-0.9% |
145-16 |
| Range |
1-14 |
1-09 |
-0-05 |
-10.9% |
2-23 |
| ATR |
1-10 |
1-11 |
0-00 |
1.0% |
0-00 |
| Volume |
415,226 |
378,362 |
-36,864 |
-8.9% |
612,103 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-01 |
150-08 |
147-20 |
|
| R3 |
149-24 |
148-31 |
147-08 |
|
| R2 |
148-15 |
148-15 |
147-05 |
|
| R1 |
147-22 |
147-22 |
147-01 |
147-14 |
| PP |
147-06 |
147-06 |
147-06 |
147-02 |
| S1 |
146-13 |
146-13 |
146-25 |
146-05 |
| S2 |
145-29 |
145-29 |
146-21 |
|
| S3 |
144-20 |
145-04 |
146-18 |
|
| S4 |
143-11 |
143-27 |
146-06 |
|
|
| 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 |
149-08 |
143-31 |
5-09 |
3.6% |
1-25 |
1.2% |
56% |
False |
False |
386,193 |
| 10 |
149-08 |
142-11 |
6-29 |
4.7% |
1-09 |
0.9% |
66% |
False |
False |
242,391 |
| 20 |
149-08 |
142-11 |
6-29 |
4.7% |
1-11 |
0.9% |
66% |
False |
False |
296,205 |
| 40 |
149-08 |
139-07 |
10-01 |
6.8% |
1-05 |
0.8% |
77% |
False |
False |
247,462 |
| 60 |
149-08 |
138-28 |
10-12 |
7.1% |
1-06 |
0.8% |
77% |
False |
False |
165,207 |
| 80 |
149-08 |
134-00 |
15-08 |
10.4% |
1-02 |
0.7% |
85% |
False |
False |
123,916 |
| 100 |
149-08 |
134-00 |
15-08 |
10.4% |
0-28 |
0.6% |
85% |
False |
False |
99,133 |
| 120 |
149-08 |
134-00 |
15-08 |
10.4% |
0-24 |
0.5% |
85% |
False |
False |
82,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-13 |
|
2.618 |
151-10 |
|
1.618 |
150-01 |
|
1.000 |
149-08 |
|
0.618 |
148-24 |
|
HIGH |
147-31 |
|
0.618 |
147-15 |
|
0.500 |
147-10 |
|
0.382 |
147-06 |
|
LOW |
146-22 |
|
0.618 |
145-29 |
|
1.000 |
145-13 |
|
1.618 |
144-20 |
|
2.618 |
143-11 |
|
4.250 |
141-08 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
147-10 |
147-31 |
| PP |
147-06 |
147-20 |
| S1 |
147-02 |
147-08 |
|