ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
158-18 |
155-19 |
-2-31 |
-1.9% |
162-00 |
| High |
159-07 |
156-30 |
-2-09 |
-1.4% |
162-05 |
| Low |
154-27 |
155-15 |
0-20 |
0.4% |
154-27 |
| Close |
155-20 |
156-23 |
1-03 |
0.7% |
155-20 |
| Range |
4-12 |
1-15 |
-2-29 |
-66.4% |
7-10 |
| ATR |
2-02 |
2-01 |
-0-01 |
-2.1% |
0-00 |
| Volume |
385,315 |
208,741 |
-176,574 |
-45.8% |
1,386,290 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-25 |
160-07 |
157-17 |
|
| R3 |
159-10 |
158-24 |
157-04 |
|
| R2 |
157-27 |
157-27 |
157-00 |
|
| R1 |
157-09 |
157-09 |
156-27 |
157-18 |
| PP |
156-12 |
156-12 |
156-12 |
156-16 |
| S1 |
155-26 |
155-26 |
156-19 |
156-03 |
| S2 |
154-29 |
154-29 |
156-14 |
|
| S3 |
153-14 |
154-11 |
156-10 |
|
| S4 |
151-31 |
152-28 |
155-29 |
|
|
| 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 |
159-25 |
154-27 |
4-30 |
3.2% |
1-25 |
1.1% |
38% |
False |
False |
266,149 |
| 10 |
163-04 |
154-27 |
8-09 |
5.3% |
1-29 |
1.2% |
23% |
False |
False |
264,532 |
| 20 |
165-03 |
154-27 |
10-08 |
6.5% |
1-29 |
1.2% |
18% |
False |
False |
135,594 |
| 40 |
171-09 |
154-27 |
16-14 |
10.5% |
2-04 |
1.4% |
11% |
False |
False |
68,080 |
| 60 |
171-09 |
154-27 |
16-14 |
10.5% |
1-31 |
1.3% |
11% |
False |
False |
45,435 |
| 80 |
171-09 |
149-26 |
21-15 |
13.7% |
1-22 |
1.1% |
32% |
False |
False |
34,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-06 |
|
2.618 |
160-25 |
|
1.618 |
159-10 |
|
1.000 |
158-13 |
|
0.618 |
157-27 |
|
HIGH |
156-30 |
|
0.618 |
156-12 |
|
0.500 |
156-06 |
|
0.382 |
156-01 |
|
LOW |
155-15 |
|
0.618 |
154-18 |
|
1.000 |
154-00 |
|
1.618 |
153-03 |
|
2.618 |
151-20 |
|
4.250 |
149-07 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-18 |
157-02 |
| PP |
156-12 |
156-31 |
| S1 |
156-06 |
156-27 |
|