ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
145-07 |
145-17 |
0-10 |
0.2% |
144-05 |
| High |
145-21 |
145-24 |
0-03 |
0.1% |
147-25 |
| Low |
145-00 |
144-28 |
-0-04 |
-0.1% |
144-03 |
| Close |
145-11 |
145-15 |
0-04 |
0.1% |
147-01 |
| Range |
0-21 |
0-28 |
0-07 |
33.3% |
3-22 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.8% |
0-00 |
| Volume |
33,697 |
13,220 |
-20,477 |
-60.8% |
2,356,965 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-00 |
147-19 |
145-30 |
|
| R3 |
147-04 |
146-23 |
145-23 |
|
| R2 |
146-08 |
146-08 |
145-20 |
|
| R1 |
145-27 |
145-27 |
145-18 |
145-20 |
| PP |
145-12 |
145-12 |
145-12 |
145-08 |
| S1 |
144-31 |
144-31 |
145-12 |
144-24 |
| S2 |
144-16 |
144-16 |
145-10 |
|
| S3 |
143-20 |
144-03 |
145-07 |
|
| S4 |
142-24 |
143-07 |
145-00 |
|
|
| 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 |
147-09 |
144-28 |
2-13 |
1.7% |
1-03 |
0.7% |
25% |
False |
True |
55,330 |
| 10 |
147-25 |
143-28 |
3-29 |
2.7% |
1-08 |
0.9% |
41% |
False |
False |
285,173 |
| 20 |
150-19 |
143-25 |
6-26 |
4.7% |
1-13 |
1.0% |
25% |
False |
False |
312,577 |
| 40 |
151-28 |
143-25 |
8-03 |
5.6% |
1-18 |
1.1% |
21% |
False |
False |
354,412 |
| 60 |
151-28 |
140-30 |
10-30 |
7.5% |
1-16 |
1.0% |
41% |
False |
False |
333,848 |
| 80 |
151-28 |
138-28 |
13-00 |
8.9% |
1-12 |
0.9% |
51% |
False |
False |
291,058 |
| 100 |
151-28 |
138-28 |
13-00 |
8.9% |
1-10 |
0.9% |
51% |
False |
False |
232,957 |
| 120 |
151-28 |
134-00 |
17-28 |
12.3% |
1-07 |
0.8% |
64% |
False |
False |
194,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-15 |
|
2.618 |
148-01 |
|
1.618 |
147-05 |
|
1.000 |
146-20 |
|
0.618 |
146-09 |
|
HIGH |
145-24 |
|
0.618 |
145-13 |
|
0.500 |
145-10 |
|
0.382 |
145-07 |
|
LOW |
144-28 |
|
0.618 |
144-11 |
|
1.000 |
144-00 |
|
1.618 |
143-15 |
|
2.618 |
142-19 |
|
4.250 |
141-05 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
145-13 |
145-16 |
| PP |
145-12 |
145-16 |
| S1 |
145-10 |
145-16 |
|