ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
146-24 |
146-21 |
-0-03 |
-0.1% |
144-05 |
| High |
147-25 |
147-08 |
-0-17 |
-0.4% |
147-25 |
| Low |
146-15 |
146-07 |
-0-08 |
-0.2% |
144-03 |
| Close |
146-26 |
147-01 |
0-07 |
0.1% |
147-01 |
| Range |
1-10 |
1-01 |
-0-09 |
-21.4% |
3-22 |
| ATR |
1-17 |
1-16 |
-0-01 |
-2.4% |
0-00 |
| Volume |
525,226 |
136,968 |
-388,258 |
-73.9% |
2,356,965 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-30 |
149-16 |
147-19 |
|
| R3 |
148-29 |
148-15 |
147-10 |
|
| R2 |
147-28 |
147-28 |
147-07 |
|
| R1 |
147-14 |
147-14 |
147-04 |
147-21 |
| PP |
146-27 |
146-27 |
146-27 |
146-30 |
| S1 |
146-13 |
146-13 |
146-30 |
146-20 |
| S2 |
145-26 |
145-26 |
146-27 |
|
| S3 |
144-25 |
145-12 |
146-24 |
|
| S4 |
143-24 |
144-11 |
146-15 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-12 |
155-28 |
149-02 |
|
| R3 |
153-22 |
152-06 |
148-01 |
|
| R2 |
150-00 |
150-00 |
147-23 |
|
| R1 |
148-16 |
148-16 |
147-12 |
149-08 |
| PP |
146-10 |
146-10 |
146-10 |
146-22 |
| S1 |
144-26 |
144-26 |
146-22 |
145-18 |
| S2 |
142-20 |
142-20 |
146-11 |
|
| S3 |
138-30 |
141-04 |
146-01 |
|
| S4 |
135-08 |
137-14 |
145-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-25 |
144-03 |
3-22 |
2.5% |
1-11 |
0.9% |
80% |
False |
False |
471,393 |
| 10 |
147-25 |
143-25 |
4-00 |
2.7% |
1-14 |
1.0% |
81% |
False |
False |
412,050 |
| 20 |
151-28 |
143-25 |
8-03 |
5.5% |
1-16 |
1.0% |
40% |
False |
False |
383,973 |
| 40 |
151-28 |
143-25 |
8-03 |
5.5% |
1-20 |
1.1% |
40% |
False |
False |
382,012 |
| 60 |
151-28 |
140-26 |
11-02 |
7.5% |
1-16 |
1.0% |
56% |
False |
False |
354,951 |
| 80 |
151-28 |
138-28 |
13-00 |
8.8% |
1-11 |
0.9% |
63% |
False |
False |
289,358 |
| 100 |
151-28 |
137-28 |
14-00 |
9.5% |
1-10 |
0.9% |
65% |
False |
False |
231,563 |
| 120 |
151-28 |
134-00 |
17-28 |
12.2% |
1-06 |
0.8% |
73% |
False |
False |
192,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-20 |
|
2.618 |
149-30 |
|
1.618 |
148-29 |
|
1.000 |
148-09 |
|
0.618 |
147-28 |
|
HIGH |
147-08 |
|
0.618 |
146-27 |
|
0.500 |
146-24 |
|
0.382 |
146-20 |
|
LOW |
146-07 |
|
0.618 |
145-19 |
|
1.000 |
145-06 |
|
1.618 |
144-18 |
|
2.618 |
143-17 |
|
4.250 |
141-27 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
146-30 |
146-31 |
| PP |
146-27 |
146-30 |
| S1 |
146-24 |
146-28 |
|