ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
144-19 |
144-07 |
-0-12 |
-0.3% |
145-18 |
| High |
145-07 |
145-14 |
0-07 |
0.2% |
146-04 |
| Low |
144-03 |
143-28 |
-0-07 |
-0.2% |
143-25 |
| Close |
144-10 |
144-01 |
-0-09 |
-0.2% |
144-01 |
| Range |
1-04 |
1-18 |
0-14 |
38.9% |
2-11 |
| ATR |
1-19 |
1-19 |
0-00 |
-0.1% |
0-00 |
| Volume |
318,011 |
355,084 |
37,073 |
11.7% |
1,495,685 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-04 |
148-05 |
144-28 |
|
| R3 |
147-18 |
146-19 |
144-15 |
|
| R2 |
146-00 |
146-00 |
144-10 |
|
| R1 |
145-01 |
145-01 |
144-06 |
144-24 |
| PP |
144-14 |
144-14 |
144-14 |
144-10 |
| S1 |
143-15 |
143-15 |
143-28 |
143-06 |
| S2 |
142-28 |
142-28 |
143-24 |
|
| S3 |
141-10 |
141-29 |
143-19 |
|
| S4 |
139-24 |
140-11 |
143-06 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-22 |
150-06 |
145-10 |
|
| R3 |
149-11 |
147-27 |
144-22 |
|
| R2 |
147-00 |
147-00 |
144-15 |
|
| R1 |
145-16 |
145-16 |
144-08 |
145-02 |
| PP |
144-21 |
144-21 |
144-21 |
144-14 |
| S1 |
143-05 |
143-05 |
143-26 |
142-24 |
| S2 |
142-10 |
142-10 |
143-19 |
|
| S3 |
139-31 |
140-26 |
143-12 |
|
| S4 |
137-20 |
138-15 |
142-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-00 |
143-25 |
3-07 |
2.2% |
1-18 |
1.1% |
8% |
False |
False |
352,708 |
| 10 |
149-22 |
143-25 |
5-29 |
4.1% |
1-16 |
1.0% |
4% |
False |
False |
344,539 |
| 20 |
151-28 |
143-25 |
8-03 |
5.6% |
1-19 |
1.1% |
3% |
False |
False |
348,133 |
| 40 |
151-28 |
142-11 |
9-17 |
6.6% |
1-19 |
1.1% |
18% |
False |
False |
337,137 |
| 60 |
151-28 |
140-05 |
11-23 |
8.1% |
1-15 |
1.0% |
33% |
False |
False |
345,506 |
| 80 |
151-28 |
138-28 |
13-00 |
9.0% |
1-10 |
0.9% |
40% |
False |
False |
259,927 |
| 100 |
151-28 |
136-00 |
15-28 |
11.0% |
1-09 |
0.9% |
51% |
False |
False |
207,994 |
| 120 |
151-28 |
134-00 |
17-28 |
12.4% |
1-04 |
0.8% |
56% |
False |
False |
173,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-02 |
|
2.618 |
149-17 |
|
1.618 |
147-31 |
|
1.000 |
147-00 |
|
0.618 |
146-13 |
|
HIGH |
145-14 |
|
0.618 |
144-27 |
|
0.500 |
144-21 |
|
0.382 |
144-15 |
|
LOW |
143-28 |
|
0.618 |
142-29 |
|
1.000 |
142-10 |
|
1.618 |
141-11 |
|
2.618 |
139-25 |
|
4.250 |
137-08 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
144-21 |
144-20 |
| PP |
144-14 |
144-13 |
| S1 |
144-08 |
144-07 |
|