ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
144-07 |
144-05 |
-0-02 |
0.0% |
145-18 |
| High |
145-14 |
145-13 |
-0-01 |
0.0% |
146-04 |
| Low |
143-28 |
144-03 |
0-07 |
0.2% |
143-25 |
| Close |
144-01 |
145-11 |
1-10 |
0.9% |
144-01 |
| Range |
1-18 |
1-10 |
-0-08 |
-16.0% |
2-11 |
| ATR |
1-19 |
1-18 |
0-00 |
-1.0% |
0-00 |
| Volume |
355,084 |
324,290 |
-30,794 |
-8.7% |
1,495,685 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-28 |
148-14 |
146-02 |
|
| R3 |
147-18 |
147-04 |
145-23 |
|
| R2 |
146-08 |
146-08 |
145-19 |
|
| R1 |
145-26 |
145-26 |
145-15 |
146-01 |
| PP |
144-30 |
144-30 |
144-30 |
145-02 |
| S1 |
144-16 |
144-16 |
145-07 |
144-23 |
| S2 |
143-20 |
143-20 |
145-03 |
|
| S3 |
142-10 |
143-06 |
144-31 |
|
| S4 |
141-00 |
141-28 |
144-20 |
|
|
| 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 |
146-04 |
143-25 |
2-11 |
1.6% |
1-17 |
1.0% |
67% |
False |
False |
363,995 |
| 10 |
148-09 |
143-25 |
4-16 |
3.1% |
1-12 |
0.9% |
35% |
False |
False |
329,000 |
| 20 |
151-28 |
143-25 |
8-03 |
5.6% |
1-18 |
1.1% |
19% |
False |
False |
347,533 |
| 40 |
151-28 |
142-11 |
9-17 |
6.6% |
1-18 |
1.1% |
31% |
False |
False |
340,861 |
| 60 |
151-28 |
140-18 |
11-10 |
7.8% |
1-15 |
1.0% |
42% |
False |
False |
349,112 |
| 80 |
151-28 |
138-28 |
13-00 |
8.9% |
1-10 |
0.9% |
50% |
False |
False |
263,978 |
| 100 |
151-28 |
136-12 |
15-16 |
10.7% |
1-09 |
0.9% |
58% |
False |
False |
211,237 |
| 120 |
151-28 |
134-00 |
17-28 |
12.3% |
1-04 |
0.8% |
63% |
False |
False |
176,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-00 |
|
2.618 |
148-27 |
|
1.618 |
147-17 |
|
1.000 |
146-23 |
|
0.618 |
146-07 |
|
HIGH |
145-13 |
|
0.618 |
144-29 |
|
0.500 |
144-24 |
|
0.382 |
144-19 |
|
LOW |
144-03 |
|
0.618 |
143-09 |
|
1.000 |
142-25 |
|
1.618 |
141-31 |
|
2.618 |
140-21 |
|
4.250 |
138-16 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
145-05 |
145-04 |
| PP |
144-30 |
144-28 |
| S1 |
144-24 |
144-21 |
|