ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
149-01 |
150-27 |
1-26 |
1.2% |
147-31 |
| High |
151-07 |
151-10 |
0-03 |
0.1% |
151-10 |
| Low |
148-11 |
149-06 |
0-27 |
0.6% |
147-10 |
| Close |
150-03 |
149-17 |
-0-18 |
-0.4% |
149-17 |
| Range |
2-28 |
2-04 |
-0-24 |
-26.1% |
4-00 |
| ATR |
1-16 |
1-17 |
0-01 |
3.0% |
0-00 |
| Volume |
500,285 |
424,922 |
-75,363 |
-15.1% |
2,151,891 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-12 |
155-03 |
150-22 |
|
| R3 |
154-08 |
152-31 |
150-04 |
|
| R2 |
152-04 |
152-04 |
149-29 |
|
| R1 |
150-27 |
150-27 |
149-23 |
150-14 |
| PP |
150-00 |
150-00 |
150-00 |
149-26 |
| S1 |
148-23 |
148-23 |
149-11 |
148-10 |
| S2 |
147-28 |
147-28 |
149-05 |
|
| S3 |
145-24 |
146-19 |
148-30 |
|
| S4 |
143-20 |
144-15 |
148-12 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-12 |
159-15 |
151-23 |
|
| R3 |
157-12 |
155-15 |
150-20 |
|
| R2 |
153-12 |
153-12 |
150-08 |
|
| R1 |
151-15 |
151-15 |
149-29 |
152-14 |
| PP |
149-12 |
149-12 |
149-12 |
149-28 |
| S1 |
147-15 |
147-15 |
149-05 |
148-14 |
| S2 |
145-12 |
145-12 |
148-26 |
|
| S3 |
141-12 |
143-15 |
148-14 |
|
| S4 |
137-12 |
139-15 |
147-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-10 |
147-10 |
4-00 |
2.7% |
1-30 |
1.3% |
55% |
True |
False |
430,378 |
| 10 |
151-10 |
145-13 |
5-29 |
3.9% |
1-26 |
1.2% |
70% |
True |
False |
427,037 |
| 20 |
151-10 |
142-11 |
8-31 |
6.0% |
1-17 |
1.0% |
80% |
True |
False |
297,440 |
| 40 |
151-10 |
139-19 |
11-23 |
7.8% |
1-10 |
0.9% |
85% |
True |
False |
312,211 |
| 60 |
151-10 |
138-28 |
12-14 |
8.3% |
1-05 |
0.8% |
86% |
True |
False |
208,438 |
| 80 |
151-10 |
135-10 |
16-00 |
10.7% |
1-05 |
0.8% |
89% |
True |
False |
156,368 |
| 100 |
151-10 |
134-00 |
17-10 |
11.6% |
0-31 |
0.7% |
90% |
True |
False |
125,095 |
| 120 |
151-10 |
134-00 |
17-10 |
11.6% |
0-27 |
0.6% |
90% |
True |
False |
104,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-11 |
|
2.618 |
156-28 |
|
1.618 |
154-24 |
|
1.000 |
153-14 |
|
0.618 |
152-20 |
|
HIGH |
151-10 |
|
0.618 |
150-16 |
|
0.500 |
150-08 |
|
0.382 |
150-00 |
|
LOW |
149-06 |
|
0.618 |
147-28 |
|
1.000 |
147-02 |
|
1.618 |
145-24 |
|
2.618 |
143-20 |
|
4.250 |
140-05 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
150-08 |
149-26 |
| PP |
150-00 |
149-23 |
| S1 |
149-25 |
149-20 |
|