ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
155-19 |
156-25 |
1-06 |
0.8% |
162-00 |
| High |
156-30 |
158-26 |
1-28 |
1.2% |
162-05 |
| Low |
155-15 |
156-17 |
1-02 |
0.7% |
154-27 |
| Close |
156-23 |
158-22 |
1-31 |
1.3% |
155-20 |
| Range |
1-15 |
2-09 |
0-26 |
55.3% |
7-10 |
| ATR |
2-01 |
2-01 |
0-01 |
0.9% |
0-00 |
| Volume |
208,741 |
246,259 |
37,518 |
18.0% |
1,386,290 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-27 |
164-02 |
159-30 |
|
| R3 |
162-18 |
161-25 |
159-10 |
|
| R2 |
160-09 |
160-09 |
159-03 |
|
| R1 |
159-16 |
159-16 |
158-29 |
159-28 |
| PP |
158-00 |
158-00 |
158-00 |
158-07 |
| S1 |
157-07 |
157-07 |
158-15 |
157-20 |
| S2 |
155-23 |
155-23 |
158-09 |
|
| S3 |
153-14 |
154-30 |
158-02 |
|
| S4 |
151-05 |
152-21 |
157-14 |
|
|
| 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 |
159-11 |
154-27 |
4-16 |
2.8% |
2-01 |
1.3% |
85% |
False |
False |
260,490 |
| 10 |
163-04 |
154-27 |
8-09 |
5.2% |
1-27 |
1.2% |
46% |
False |
False |
280,450 |
| 20 |
163-28 |
154-27 |
9-01 |
5.7% |
1-30 |
1.2% |
43% |
False |
False |
147,848 |
| 40 |
171-09 |
154-27 |
16-14 |
10.4% |
2-05 |
1.3% |
23% |
False |
False |
74,230 |
| 60 |
171-09 |
154-27 |
16-14 |
10.4% |
1-31 |
1.2% |
23% |
False |
False |
49,538 |
| 80 |
171-09 |
150-00 |
21-09 |
13.4% |
1-23 |
1.1% |
41% |
False |
False |
37,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-16 |
|
2.618 |
164-25 |
|
1.618 |
162-16 |
|
1.000 |
161-03 |
|
0.618 |
160-07 |
|
HIGH |
158-26 |
|
0.618 |
157-30 |
|
0.500 |
157-22 |
|
0.382 |
157-13 |
|
LOW |
156-17 |
|
0.618 |
155-04 |
|
1.000 |
154-08 |
|
1.618 |
152-27 |
|
2.618 |
150-18 |
|
4.250 |
146-27 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158-11 |
158-04 |
| PP |
158-00 |
157-19 |
| S1 |
157-22 |
157-01 |
|