ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
156-25 |
158-15 |
1-22 |
1.1% |
162-00 |
| High |
158-26 |
159-24 |
0-30 |
0.6% |
162-05 |
| Low |
156-17 |
158-01 |
1-16 |
1.0% |
154-27 |
| Close |
158-22 |
159-17 |
0-27 |
0.5% |
155-20 |
| Range |
2-09 |
1-23 |
-0-18 |
-24.7% |
7-10 |
| ATR |
2-01 |
2-01 |
-0-01 |
-1.1% |
0-00 |
| Volume |
246,259 |
289,101 |
42,842 |
17.4% |
1,386,290 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-08 |
163-20 |
160-15 |
|
| R3 |
162-17 |
161-29 |
160-00 |
|
| R2 |
160-26 |
160-26 |
159-27 |
|
| R1 |
160-06 |
160-06 |
159-22 |
160-16 |
| PP |
159-03 |
159-03 |
159-03 |
159-08 |
| S1 |
158-15 |
158-15 |
159-12 |
158-25 |
| S2 |
157-12 |
157-12 |
159-07 |
|
| S3 |
155-21 |
156-24 |
159-02 |
|
| S4 |
153-30 |
155-01 |
158-19 |
|
|
| 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 |
159-24 |
154-27 |
4-29 |
3.1% |
2-07 |
1.4% |
96% |
True |
False |
273,766 |
| 10 |
163-04 |
154-27 |
8-09 |
5.2% |
1-28 |
1.2% |
57% |
False |
False |
274,515 |
| 20 |
163-28 |
154-27 |
9-01 |
5.7% |
1-31 |
1.2% |
52% |
False |
False |
162,238 |
| 40 |
171-09 |
154-27 |
16-14 |
10.3% |
2-05 |
1.3% |
29% |
False |
False |
81,449 |
| 60 |
171-09 |
154-27 |
16-14 |
10.3% |
2-00 |
1.2% |
29% |
False |
False |
54,356 |
| 80 |
171-09 |
150-00 |
21-09 |
13.3% |
1-24 |
1.1% |
45% |
False |
False |
40,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-02 |
|
2.618 |
164-08 |
|
1.618 |
162-17 |
|
1.000 |
161-15 |
|
0.618 |
160-26 |
|
HIGH |
159-24 |
|
0.618 |
159-03 |
|
0.500 |
158-28 |
|
0.382 |
158-22 |
|
LOW |
158-01 |
|
0.618 |
156-31 |
|
1.000 |
156-10 |
|
1.618 |
155-08 |
|
2.618 |
153-17 |
|
4.250 |
150-23 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
159-10 |
158-28 |
| PP |
159-03 |
158-08 |
| S1 |
158-28 |
157-20 |
|