ECBOT 30 Year Treasury Bond Future June 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 |
158-28 |
158-24 |
-0-04 |
-0.1% |
159-08 |
| High |
159-11 |
159-10 |
-0-01 |
0.0% |
163-04 |
| Low |
158-16 |
158-04 |
-0-12 |
-0.2% |
159-03 |
| Close |
158-25 |
158-28 |
0-03 |
0.1% |
161-27 |
| Range |
0-27 |
1-06 |
0-11 |
40.7% |
4-01 |
| ATR |
1-30 |
1-28 |
-0-02 |
-2.8% |
0-00 |
| Volume |
222,718 |
239,417 |
16,699 |
7.5% |
1,080,887 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-11 |
161-25 |
159-17 |
|
| R3 |
161-05 |
160-19 |
159-06 |
|
| R2 |
159-31 |
159-31 |
159-03 |
|
| R1 |
159-13 |
159-13 |
158-31 |
159-22 |
| PP |
158-25 |
158-25 |
158-25 |
158-29 |
| S1 |
158-07 |
158-07 |
158-25 |
158-16 |
| S2 |
157-19 |
157-19 |
158-21 |
|
| S3 |
156-13 |
157-01 |
158-18 |
|
| S4 |
155-07 |
155-27 |
158-07 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-14 |
171-22 |
164-02 |
|
| R3 |
169-13 |
167-21 |
162-30 |
|
| R2 |
165-12 |
165-12 |
162-19 |
|
| R1 |
163-20 |
163-20 |
162-07 |
164-16 |
| PP |
161-11 |
161-11 |
161-11 |
161-26 |
| S1 |
159-19 |
159-19 |
161-15 |
160-15 |
| S2 |
157-10 |
157-10 |
161-03 |
|
| S3 |
153-09 |
155-18 |
160-24 |
|
| S4 |
149-08 |
151-17 |
159-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162-05 |
158-04 |
4-01 |
2.5% |
1-13 |
0.9% |
19% |
False |
True |
268,891 |
| 10 |
163-04 |
158-04 |
5-00 |
3.1% |
1-24 |
1.1% |
15% |
False |
True |
209,043 |
| 20 |
168-11 |
158-04 |
10-07 |
6.4% |
1-29 |
1.2% |
7% |
False |
True |
105,940 |
| 40 |
171-09 |
158-04 |
13-05 |
8.3% |
2-02 |
1.3% |
6% |
False |
True |
53,248 |
| 60 |
171-09 |
153-20 |
17-21 |
11.1% |
1-30 |
1.2% |
30% |
False |
False |
35,538 |
| 80 |
171-09 |
149-05 |
22-04 |
13.9% |
1-21 |
1.0% |
44% |
False |
False |
26,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-12 |
|
2.618 |
162-13 |
|
1.618 |
161-07 |
|
1.000 |
160-16 |
|
0.618 |
160-01 |
|
HIGH |
159-10 |
|
0.618 |
158-27 |
|
0.500 |
158-23 |
|
0.382 |
158-19 |
|
LOW |
158-04 |
|
0.618 |
157-13 |
|
1.000 |
156-30 |
|
1.618 |
156-07 |
|
2.618 |
155-01 |
|
4.250 |
153-02 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158-26 |
158-30 |
| PP |
158-25 |
158-30 |
| S1 |
158-23 |
158-29 |
|