ECBOT 30 Year Treasury Bond Future June 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 |
158-24 |
158-18 |
-0-06 |
-0.1% |
162-00 |
| High |
159-10 |
159-07 |
-0-03 |
-0.1% |
162-05 |
| Low |
158-04 |
154-27 |
-3-09 |
-2.1% |
154-27 |
| Close |
158-28 |
155-20 |
-3-08 |
-2.0% |
155-20 |
| Range |
1-06 |
4-12 |
3-06 |
268.4% |
7-10 |
| ATR |
1-28 |
2-02 |
0-06 |
9.4% |
0-00 |
| Volume |
239,417 |
385,315 |
145,898 |
60.9% |
1,386,290 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-22 |
167-01 |
158-01 |
|
| R3 |
165-10 |
162-21 |
156-26 |
|
| R2 |
160-30 |
160-30 |
156-14 |
|
| R1 |
158-09 |
158-09 |
156-01 |
157-14 |
| PP |
156-18 |
156-18 |
156-18 |
156-04 |
| S1 |
153-29 |
153-29 |
155-07 |
153-02 |
| S2 |
152-06 |
152-06 |
154-26 |
|
| S3 |
147-26 |
149-17 |
154-14 |
|
| S4 |
143-14 |
145-05 |
153-07 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179-15 |
174-28 |
159-21 |
|
| R3 |
172-05 |
167-18 |
157-20 |
|
| R2 |
164-27 |
164-27 |
156-31 |
|
| R1 |
160-08 |
160-08 |
156-09 |
158-28 |
| PP |
157-17 |
157-17 |
157-17 |
156-28 |
| S1 |
152-30 |
152-30 |
154-31 |
151-18 |
| S2 |
150-07 |
150-07 |
154-09 |
|
| S3 |
142-29 |
145-20 |
153-20 |
|
| S4 |
135-19 |
138-10 |
151-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162-05 |
154-27 |
7-10 |
4.7% |
2-02 |
1.3% |
11% |
False |
True |
277,258 |
| 10 |
163-04 |
154-27 |
8-09 |
5.3% |
1-30 |
1.3% |
9% |
False |
True |
246,717 |
| 20 |
166-16 |
154-27 |
11-21 |
7.5% |
2-00 |
1.3% |
7% |
False |
True |
125,181 |
| 40 |
171-09 |
154-27 |
16-14 |
10.6% |
2-04 |
1.4% |
5% |
False |
True |
62,873 |
| 60 |
171-09 |
154-20 |
16-21 |
10.7% |
1-31 |
1.3% |
6% |
False |
False |
41,958 |
| 80 |
171-09 |
149-26 |
21-15 |
13.8% |
1-22 |
1.1% |
27% |
False |
False |
31,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177-26 |
|
2.618 |
170-22 |
|
1.618 |
166-10 |
|
1.000 |
163-19 |
|
0.618 |
161-30 |
|
HIGH |
159-07 |
|
0.618 |
157-18 |
|
0.500 |
157-01 |
|
0.382 |
156-16 |
|
LOW |
154-27 |
|
0.618 |
152-04 |
|
1.000 |
150-15 |
|
1.618 |
147-24 |
|
2.618 |
143-12 |
|
4.250 |
136-08 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-01 |
157-03 |
| PP |
156-18 |
156-19 |
| S1 |
156-03 |
156-04 |
|