ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
146-28 |
146-16 |
-0-12 |
-0.3% |
151-19 |
| High |
147-05 |
147-10 |
0-05 |
0.1% |
151-23 |
| Low |
146-06 |
145-23 |
-0-15 |
-0.3% |
147-01 |
| Close |
146-29 |
146-26 |
-0-03 |
-0.1% |
147-21 |
| Range |
0-31 |
1-19 |
0-20 |
64.5% |
4-22 |
| ATR |
1-20 |
1-20 |
0-00 |
-0.1% |
0-00 |
| Volume |
302,780 |
363,464 |
60,684 |
20.0% |
1,904,949 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-13 |
150-22 |
147-22 |
|
| R3 |
149-26 |
149-03 |
147-08 |
|
| R2 |
148-07 |
148-07 |
147-03 |
|
| R1 |
147-16 |
147-16 |
146-31 |
147-28 |
| PP |
146-20 |
146-20 |
146-20 |
146-25 |
| S1 |
145-29 |
145-29 |
146-21 |
146-08 |
| S2 |
145-01 |
145-01 |
146-17 |
|
| S3 |
143-14 |
144-10 |
146-12 |
|
| S4 |
141-27 |
142-23 |
145-30 |
|
|
| 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 |
149-22 |
145-23 |
3-31 |
2.7% |
1-15 |
1.0% |
28% |
False |
True |
336,371 |
| 10 |
151-28 |
145-23 |
6-05 |
4.2% |
1-18 |
1.1% |
18% |
False |
True |
355,896 |
| 20 |
151-28 |
145-23 |
6-05 |
4.2% |
1-24 |
1.2% |
18% |
False |
True |
372,583 |
| 40 |
151-28 |
142-11 |
9-17 |
6.5% |
1-19 |
1.1% |
47% |
False |
False |
333,229 |
| 60 |
151-28 |
139-19 |
12-09 |
8.4% |
1-13 |
1.0% |
59% |
False |
False |
316,986 |
| 80 |
151-28 |
138-28 |
13-00 |
8.9% |
1-09 |
0.9% |
61% |
False |
False |
237,915 |
| 100 |
151-28 |
135-10 |
16-18 |
11.3% |
1-08 |
0.8% |
69% |
False |
False |
190,360 |
| 120 |
151-28 |
134-00 |
17-28 |
12.2% |
1-02 |
0.7% |
72% |
False |
False |
158,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-03 |
|
2.618 |
151-16 |
|
1.618 |
149-29 |
|
1.000 |
148-29 |
|
0.618 |
148-10 |
|
HIGH |
147-10 |
|
0.618 |
146-23 |
|
0.500 |
146-16 |
|
0.382 |
146-10 |
|
LOW |
145-23 |
|
0.618 |
144-23 |
|
1.000 |
144-04 |
|
1.618 |
143-04 |
|
2.618 |
141-17 |
|
4.250 |
138-30 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
146-23 |
146-23 |
| PP |
146-20 |
146-20 |
| S1 |
146-16 |
146-17 |
|