ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
147-14 |
149-10 |
1-28 |
1.3% |
144-06 |
| High |
148-14 |
149-10 |
0-28 |
0.6% |
146-19 |
| Low |
146-18 |
147-18 |
1-00 |
0.7% |
143-19 |
| Close |
148-05 |
147-31 |
-0-06 |
-0.1% |
145-22 |
| Range |
1-28 |
1-24 |
-0-04 |
-6.7% |
3-00 |
| ATR |
1-12 |
1-13 |
0-01 |
2.0% |
0-00 |
| Volume |
3,022 |
3,098 |
76 |
2.5% |
47,532 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-17 |
152-16 |
148-30 |
|
| R3 |
151-25 |
150-24 |
148-14 |
|
| R2 |
150-01 |
150-01 |
148-09 |
|
| R1 |
149-00 |
149-00 |
148-04 |
148-20 |
| PP |
148-09 |
148-09 |
148-09 |
148-03 |
| S1 |
147-08 |
147-08 |
147-26 |
146-28 |
| S2 |
146-17 |
146-17 |
147-21 |
|
| S3 |
144-25 |
145-16 |
147-16 |
|
| S4 |
143-01 |
143-24 |
147-00 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-09 |
153-00 |
147-11 |
|
| R3 |
151-09 |
150-00 |
146-16 |
|
| R2 |
148-09 |
148-09 |
146-08 |
|
| R1 |
147-00 |
147-00 |
145-31 |
147-20 |
| PP |
145-09 |
145-09 |
145-09 |
145-20 |
| S1 |
144-00 |
144-00 |
145-13 |
144-20 |
| S2 |
142-09 |
142-09 |
145-04 |
|
| S3 |
139-09 |
141-00 |
144-28 |
|
| S4 |
136-09 |
138-00 |
144-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-10 |
145-06 |
4-04 |
2.8% |
1-06 |
0.8% |
67% |
True |
False |
4,703 |
| 10 |
149-10 |
142-31 |
6-11 |
4.3% |
1-11 |
0.9% |
79% |
True |
False |
8,667 |
| 20 |
149-10 |
142-31 |
6-11 |
4.3% |
1-10 |
0.9% |
79% |
True |
False |
146,920 |
| 40 |
151-28 |
142-31 |
8-29 |
6.0% |
1-15 |
1.0% |
56% |
False |
False |
252,099 |
| 60 |
151-28 |
142-11 |
9-17 |
6.4% |
1-15 |
1.0% |
59% |
False |
False |
270,243 |
| 80 |
151-28 |
139-30 |
11-30 |
8.1% |
1-13 |
1.0% |
67% |
False |
False |
291,823 |
| 100 |
151-28 |
138-28 |
13-00 |
8.8% |
1-10 |
0.9% |
70% |
False |
False |
233,778 |
| 120 |
151-28 |
135-24 |
16-04 |
10.9% |
1-09 |
0.9% |
76% |
False |
False |
194,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-24 |
|
2.618 |
153-29 |
|
1.618 |
152-05 |
|
1.000 |
151-02 |
|
0.618 |
150-13 |
|
HIGH |
149-10 |
|
0.618 |
148-21 |
|
0.500 |
148-14 |
|
0.382 |
148-07 |
|
LOW |
147-18 |
|
0.618 |
146-15 |
|
1.000 |
145-26 |
|
1.618 |
144-23 |
|
2.618 |
142-31 |
|
4.250 |
140-04 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
148-14 |
147-30 |
| PP |
148-09 |
147-29 |
| S1 |
148-04 |
147-28 |
|