ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
148-24 |
147-20 |
-1-04 |
-0.8% |
151-19 |
| High |
149-22 |
148-09 |
-1-13 |
-0.9% |
151-23 |
| Low |
147-01 |
146-31 |
-0-02 |
0.0% |
147-01 |
| Close |
147-21 |
147-19 |
-0-02 |
0.0% |
147-21 |
| Range |
2-21 |
1-10 |
-1-11 |
-50.6% |
4-22 |
| ATR |
1-24 |
1-23 |
-0-01 |
-1.8% |
0-00 |
| Volume |
479,682 |
254,044 |
-225,638 |
-47.0% |
1,904,949 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-18 |
150-28 |
148-10 |
|
| R3 |
150-08 |
149-18 |
147-31 |
|
| R2 |
148-30 |
148-30 |
147-27 |
|
| R1 |
148-08 |
148-08 |
147-23 |
147-30 |
| PP |
147-20 |
147-20 |
147-20 |
147-14 |
| S1 |
146-30 |
146-30 |
147-15 |
146-20 |
| S2 |
146-10 |
146-10 |
147-11 |
|
| S3 |
145-00 |
145-20 |
147-07 |
|
| S4 |
143-22 |
144-10 |
146-28 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-28 |
159-30 |
150-08 |
|
| R3 |
158-06 |
155-08 |
148-30 |
|
| R2 |
153-16 |
153-16 |
148-16 |
|
| R1 |
150-18 |
150-18 |
148-03 |
149-22 |
| PP |
148-26 |
148-26 |
148-26 |
148-12 |
| S1 |
145-28 |
145-28 |
147-07 |
145-00 |
| S2 |
144-04 |
144-04 |
146-26 |
|
| S3 |
139-14 |
141-06 |
146-12 |
|
| S4 |
134-24 |
136-16 |
145-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-27 |
146-31 |
3-28 |
2.6% |
1-29 |
1.3% |
16% |
False |
True |
363,580 |
| 10 |
151-28 |
146-31 |
4-29 |
3.3% |
1-24 |
1.2% |
13% |
False |
True |
364,548 |
| 20 |
151-28 |
146-31 |
4-29 |
3.3% |
1-26 |
1.2% |
13% |
False |
True |
386,511 |
| 40 |
151-28 |
142-11 |
9-17 |
6.5% |
1-19 |
1.1% |
55% |
False |
False |
343,457 |
| 60 |
151-28 |
139-11 |
12-17 |
8.5% |
1-13 |
0.9% |
66% |
False |
False |
301,209 |
| 80 |
151-28 |
138-28 |
13-00 |
8.8% |
1-11 |
0.9% |
67% |
False |
False |
226,086 |
| 100 |
151-28 |
134-00 |
17-28 |
12.1% |
1-07 |
0.8% |
76% |
False |
False |
180,878 |
| 120 |
151-28 |
134-00 |
17-28 |
12.1% |
1-01 |
0.7% |
76% |
False |
False |
150,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-28 |
|
2.618 |
151-23 |
|
1.618 |
150-13 |
|
1.000 |
149-19 |
|
0.618 |
149-03 |
|
HIGH |
148-09 |
|
0.618 |
147-25 |
|
0.500 |
147-20 |
|
0.382 |
147-15 |
|
LOW |
146-31 |
|
0.618 |
146-05 |
|
1.000 |
145-21 |
|
1.618 |
144-27 |
|
2.618 |
143-17 |
|
4.250 |
141-12 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
147-20 |
148-25 |
| PP |
147-20 |
148-12 |
| S1 |
147-19 |
148-00 |
|