ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
147-31 |
148-11 |
0-12 |
0.3% |
145-18 |
| High |
148-21 |
149-04 |
0-15 |
0.3% |
149-08 |
| Low |
147-10 |
147-23 |
0-13 |
0.3% |
145-13 |
| Close |
148-14 |
148-20 |
0-06 |
0.1% |
147-17 |
| Range |
1-11 |
1-13 |
0-02 |
4.7% |
3-27 |
| ATR |
1-11 |
1-11 |
0-00 |
0.4% |
0-00 |
| Volume |
265,334 |
465,819 |
200,485 |
75.6% |
2,118,482 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-23 |
152-02 |
149-13 |
|
| R3 |
151-10 |
150-21 |
149-00 |
|
| R2 |
149-29 |
149-29 |
148-28 |
|
| R1 |
149-08 |
149-08 |
148-24 |
149-18 |
| PP |
148-16 |
148-16 |
148-16 |
148-21 |
| S1 |
147-27 |
147-27 |
148-16 |
148-06 |
| S2 |
147-03 |
147-03 |
148-12 |
|
| S3 |
145-22 |
146-14 |
148-08 |
|
| S4 |
144-09 |
145-01 |
147-27 |
|
|
| 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 |
149-04 |
146-19 |
2-17 |
1.7% |
1-12 |
0.9% |
80% |
True |
False |
393,819 |
| 10 |
149-08 |
143-29 |
5-11 |
3.6% |
1-14 |
1.0% |
88% |
False |
False |
333,369 |
| 20 |
149-08 |
142-11 |
6-29 |
4.6% |
1-12 |
0.9% |
91% |
False |
False |
288,925 |
| 40 |
149-08 |
139-14 |
9-26 |
6.6% |
1-07 |
0.8% |
94% |
False |
False |
276,824 |
| 60 |
149-08 |
138-28 |
10-12 |
7.0% |
1-03 |
0.7% |
94% |
False |
False |
184,772 |
| 80 |
149-08 |
134-00 |
15-08 |
10.3% |
1-03 |
0.7% |
96% |
False |
False |
138,609 |
| 100 |
149-08 |
134-00 |
15-08 |
10.3% |
0-29 |
0.6% |
96% |
False |
False |
110,888 |
| 120 |
149-08 |
134-00 |
15-08 |
10.3% |
0-25 |
0.5% |
96% |
False |
False |
92,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-03 |
|
2.618 |
152-26 |
|
1.618 |
151-13 |
|
1.000 |
150-17 |
|
0.618 |
150-00 |
|
HIGH |
149-04 |
|
0.618 |
148-19 |
|
0.500 |
148-14 |
|
0.382 |
148-08 |
|
LOW |
147-23 |
|
0.618 |
146-27 |
|
1.000 |
146-10 |
|
1.618 |
145-14 |
|
2.618 |
144-01 |
|
4.250 |
141-24 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
148-18 |
148-12 |
| PP |
148-16 |
148-04 |
| S1 |
148-14 |
147-28 |
|