ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
145-17 |
145-13 |
-0-04 |
-0.1% |
147-03 |
| High |
145-24 |
145-29 |
0-05 |
0.1% |
147-09 |
| Low |
144-28 |
142-31 |
-1-29 |
-1.3% |
142-31 |
| Close |
145-15 |
143-12 |
-2-03 |
-1.4% |
143-12 |
| Range |
0-28 |
2-30 |
2-02 |
235.7% |
4-10 |
| ATR |
1-13 |
1-16 |
0-04 |
7.9% |
0-00 |
| Volume |
13,220 |
22,344 |
9,124 |
69.0% |
162,030 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-29 |
151-02 |
145-00 |
|
| R3 |
149-31 |
148-04 |
144-06 |
|
| R2 |
147-01 |
147-01 |
143-29 |
|
| R1 |
145-06 |
145-06 |
143-21 |
144-20 |
| PP |
144-03 |
144-03 |
144-03 |
143-26 |
| S1 |
142-08 |
142-08 |
143-03 |
141-22 |
| S2 |
141-05 |
141-05 |
142-27 |
|
| S3 |
138-07 |
139-10 |
142-18 |
|
| S4 |
135-09 |
136-12 |
141-24 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-15 |
154-24 |
145-24 |
|
| R3 |
153-05 |
150-14 |
144-18 |
|
| R2 |
148-27 |
148-27 |
144-05 |
|
| R1 |
146-04 |
146-04 |
143-25 |
145-10 |
| PP |
144-17 |
144-17 |
144-17 |
144-05 |
| S1 |
141-26 |
141-26 |
142-31 |
141-00 |
| S2 |
140-07 |
140-07 |
142-19 |
|
| S3 |
135-29 |
137-16 |
142-06 |
|
| S4 |
131-19 |
133-06 |
141-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-09 |
142-31 |
4-10 |
3.0% |
1-15 |
1.0% |
9% |
False |
True |
32,406 |
| 10 |
147-25 |
142-31 |
4-26 |
3.4% |
1-13 |
1.0% |
8% |
False |
True |
251,899 |
| 20 |
149-22 |
142-31 |
6-23 |
4.7% |
1-14 |
1.0% |
6% |
False |
True |
298,219 |
| 40 |
151-28 |
142-31 |
8-29 |
6.2% |
1-19 |
1.1% |
5% |
False |
True |
344,590 |
| 60 |
151-28 |
142-11 |
9-17 |
6.6% |
1-17 |
1.1% |
11% |
False |
False |
329,198 |
| 80 |
151-28 |
139-07 |
12-21 |
8.8% |
1-12 |
1.0% |
33% |
False |
False |
291,317 |
| 100 |
151-28 |
138-28 |
13-00 |
9.1% |
1-11 |
0.9% |
35% |
False |
False |
233,180 |
| 120 |
151-28 |
134-00 |
17-28 |
12.5% |
1-07 |
0.9% |
52% |
False |
False |
194,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-12 |
|
2.618 |
153-19 |
|
1.618 |
150-21 |
|
1.000 |
148-27 |
|
0.618 |
147-23 |
|
HIGH |
145-29 |
|
0.618 |
144-25 |
|
0.500 |
144-14 |
|
0.382 |
144-03 |
|
LOW |
142-31 |
|
0.618 |
141-05 |
|
1.000 |
140-01 |
|
1.618 |
138-07 |
|
2.618 |
135-09 |
|
4.250 |
130-16 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
144-14 |
144-14 |
| PP |
144-03 |
144-03 |
| S1 |
143-23 |
143-23 |
|