ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
145-08 |
146-08 |
1-00 |
0.7% |
145-18 |
| High |
146-15 |
147-02 |
0-19 |
0.4% |
146-04 |
| Low |
144-18 |
145-31 |
1-13 |
1.0% |
143-25 |
| Close |
146-05 |
146-28 |
0-23 |
0.5% |
144-01 |
| Range |
1-29 |
1-03 |
-0-26 |
-42.6% |
2-11 |
| ATR |
1-19 |
1-18 |
-0-01 |
-2.3% |
0-00 |
| Volume |
698,873 |
671,608 |
-27,265 |
-3.9% |
1,495,685 |
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-29 |
149-16 |
147-15 |
|
| R3 |
148-26 |
148-13 |
147-06 |
|
| R2 |
147-23 |
147-23 |
147-02 |
|
| R1 |
147-10 |
147-10 |
146-31 |
147-16 |
| PP |
146-20 |
146-20 |
146-20 |
146-24 |
| S1 |
146-07 |
146-07 |
146-25 |
146-14 |
| S2 |
145-17 |
145-17 |
146-22 |
|
| S3 |
144-14 |
145-04 |
146-18 |
|
| S4 |
143-11 |
144-01 |
146-09 |
|
|
| 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 |
147-02 |
143-28 |
3-06 |
2.2% |
1-13 |
1.0% |
94% |
True |
False |
473,573 |
| 10 |
147-10 |
143-25 |
3-17 |
2.4% |
1-15 |
1.0% |
88% |
False |
False |
412,455 |
| 20 |
151-28 |
143-25 |
8-03 |
5.5% |
1-18 |
1.1% |
38% |
False |
False |
387,667 |
| 40 |
151-28 |
143-07 |
8-21 |
5.9% |
1-20 |
1.1% |
42% |
False |
False |
371,681 |
| 60 |
151-28 |
140-26 |
11-02 |
7.5% |
1-16 |
1.0% |
55% |
False |
False |
354,396 |
| 80 |
151-28 |
138-28 |
13-00 |
8.9% |
1-11 |
0.9% |
62% |
False |
False |
281,102 |
| 100 |
151-28 |
137-00 |
14-28 |
10.1% |
1-10 |
0.9% |
66% |
False |
False |
224,942 |
| 120 |
151-28 |
134-00 |
17-28 |
12.2% |
1-05 |
0.8% |
72% |
False |
False |
187,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-23 |
|
2.618 |
149-30 |
|
1.618 |
148-27 |
|
1.000 |
148-05 |
|
0.618 |
147-24 |
|
HIGH |
147-02 |
|
0.618 |
146-21 |
|
0.500 |
146-16 |
|
0.382 |
146-12 |
|
LOW |
145-31 |
|
0.618 |
145-09 |
|
1.000 |
144-28 |
|
1.618 |
144-06 |
|
2.618 |
143-03 |
|
4.250 |
141-10 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
146-24 |
146-14 |
| PP |
146-20 |
146-00 |
| S1 |
146-16 |
145-18 |
|