ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
150-03 |
148-26 |
-1-09 |
-0.9% |
147-31 |
| High |
150-19 |
149-28 |
-0-23 |
-0.5% |
151-10 |
| Low |
148-21 |
147-12 |
-1-09 |
-0.9% |
147-10 |
| Close |
149-03 |
148-16 |
-0-19 |
-0.4% |
149-17 |
| Range |
1-30 |
2-16 |
0-18 |
29.0% |
4-00 |
| ATR |
1-18 |
1-20 |
0-02 |
4.3% |
0-00 |
| Volume |
454,659 |
537,983 |
83,324 |
18.3% |
2,151,891 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-03 |
154-25 |
149-28 |
|
| R3 |
153-19 |
152-09 |
149-06 |
|
| R2 |
151-03 |
151-03 |
148-31 |
|
| R1 |
149-25 |
149-25 |
148-23 |
149-06 |
| PP |
148-19 |
148-19 |
148-19 |
148-09 |
| S1 |
147-09 |
147-09 |
148-09 |
146-22 |
| S2 |
146-03 |
146-03 |
148-01 |
|
| S3 |
143-19 |
144-25 |
147-26 |
|
| S4 |
141-03 |
142-09 |
147-04 |
|
|
| 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 |
147-12 |
3-30 |
2.7% |
2-06 |
1.5% |
29% |
False |
True |
450,511 |
| 10 |
151-10 |
146-19 |
4-23 |
3.2% |
1-27 |
1.2% |
40% |
False |
False |
430,195 |
| 20 |
151-10 |
142-11 |
8-31 |
6.0% |
1-19 |
1.1% |
69% |
False |
False |
326,142 |
| 40 |
151-10 |
140-05 |
11-05 |
7.5% |
1-13 |
0.9% |
75% |
False |
False |
344,193 |
| 60 |
151-10 |
138-28 |
12-14 |
8.4% |
1-07 |
0.8% |
77% |
False |
False |
230,525 |
| 80 |
151-10 |
136-00 |
15-10 |
10.3% |
1-07 |
0.8% |
82% |
False |
False |
172,960 |
| 100 |
151-10 |
134-00 |
17-10 |
11.7% |
1-01 |
0.7% |
84% |
False |
False |
138,369 |
| 120 |
151-10 |
134-00 |
17-10 |
11.7% |
0-28 |
0.6% |
84% |
False |
False |
115,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-16 |
|
2.618 |
156-13 |
|
1.618 |
153-29 |
|
1.000 |
152-12 |
|
0.618 |
151-13 |
|
HIGH |
149-28 |
|
0.618 |
148-29 |
|
0.500 |
148-20 |
|
0.382 |
148-11 |
|
LOW |
147-12 |
|
0.618 |
145-27 |
|
1.000 |
144-28 |
|
1.618 |
143-11 |
|
2.618 |
140-27 |
|
4.250 |
136-24 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
148-20 |
149-00 |
| PP |
148-19 |
148-27 |
| S1 |
148-17 |
148-22 |
|