ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
146-27 |
147-31 |
1-04 |
0.8% |
145-18 |
| High |
148-02 |
148-21 |
0-19 |
0.4% |
149-08 |
| Low |
146-19 |
147-10 |
0-23 |
0.5% |
145-13 |
| Close |
147-17 |
148-14 |
0-29 |
0.6% |
147-17 |
| Range |
1-15 |
1-11 |
-0-04 |
-8.5% |
3-27 |
| ATR |
1-11 |
1-11 |
0-00 |
0.0% |
0-00 |
| Volume |
444,356 |
265,334 |
-179,022 |
-40.3% |
2,118,482 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-05 |
151-21 |
149-06 |
|
| R3 |
150-26 |
150-10 |
148-26 |
|
| R2 |
149-15 |
149-15 |
148-22 |
|
| R1 |
148-31 |
148-31 |
148-18 |
149-07 |
| PP |
148-04 |
148-04 |
148-04 |
148-08 |
| S1 |
147-20 |
147-20 |
148-10 |
147-28 |
| S2 |
146-25 |
146-25 |
148-06 |
|
| S3 |
145-14 |
146-09 |
148-02 |
|
| S4 |
144-03 |
144-30 |
147-22 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-30 |
157-02 |
149-21 |
|
| R3 |
155-03 |
153-07 |
148-19 |
|
| R2 |
151-08 |
151-08 |
148-08 |
|
| R1 |
149-12 |
149-12 |
147-28 |
150-10 |
| PP |
147-13 |
147-13 |
147-13 |
147-28 |
| S1 |
145-17 |
145-17 |
147-06 |
146-15 |
| S2 |
143-18 |
143-18 |
146-26 |
|
| S3 |
139-23 |
141-22 |
146-15 |
|
| S4 |
135-28 |
137-27 |
145-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-08 |
146-19 |
2-21 |
1.8% |
1-19 |
1.1% |
69% |
False |
False |
415,941 |
| 10 |
149-08 |
143-07 |
6-01 |
4.1% |
1-13 |
0.9% |
87% |
False |
False |
299,591 |
| 20 |
149-08 |
142-11 |
6-29 |
4.7% |
1-12 |
0.9% |
88% |
False |
False |
288,308 |
| 40 |
149-08 |
139-11 |
9-29 |
6.7% |
1-06 |
0.8% |
92% |
False |
False |
265,187 |
| 60 |
149-08 |
138-28 |
10-12 |
7.0% |
1-04 |
0.8% |
92% |
False |
False |
177,032 |
| 80 |
149-08 |
134-00 |
15-08 |
10.3% |
1-03 |
0.7% |
95% |
False |
False |
132,787 |
| 100 |
149-08 |
134-00 |
15-08 |
10.3% |
0-29 |
0.6% |
95% |
False |
False |
106,230 |
| 120 |
149-08 |
134-00 |
15-08 |
10.3% |
0-24 |
0.5% |
95% |
False |
False |
88,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-12 |
|
2.618 |
152-06 |
|
1.618 |
150-27 |
|
1.000 |
150-00 |
|
0.618 |
149-16 |
|
HIGH |
148-21 |
|
0.618 |
148-05 |
|
0.500 |
148-00 |
|
0.382 |
147-26 |
|
LOW |
147-10 |
|
0.618 |
146-15 |
|
1.000 |
145-31 |
|
1.618 |
145-04 |
|
2.618 |
143-25 |
|
4.250 |
141-19 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
148-09 |
148-05 |
| PP |
148-04 |
147-29 |
| S1 |
148-00 |
147-20 |
|