ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
159-12 |
159-15 |
0-03 |
0.1% |
155-19 |
| High |
160-03 |
160-24 |
0-21 |
0.4% |
160-26 |
| Low |
158-19 |
159-14 |
0-27 |
0.5% |
155-15 |
| Close |
159-19 |
159-30 |
0-11 |
0.2% |
159-19 |
| Range |
1-16 |
1-10 |
-0-06 |
-12.5% |
5-11 |
| ATR |
1-31 |
1-30 |
-0-02 |
-2.4% |
0-00 |
| Volume |
195,201 |
152,117 |
-43,084 |
-22.1% |
1,231,425 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-31 |
163-09 |
160-21 |
|
| R3 |
162-21 |
161-31 |
160-10 |
|
| R2 |
161-11 |
161-11 |
160-06 |
|
| R1 |
160-21 |
160-21 |
160-02 |
161-00 |
| PP |
160-01 |
160-01 |
160-01 |
160-07 |
| S1 |
159-11 |
159-11 |
159-26 |
159-22 |
| S2 |
158-23 |
158-23 |
159-22 |
|
| S3 |
157-13 |
158-01 |
159-18 |
|
| S4 |
156-03 |
156-23 |
159-07 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-21 |
172-15 |
162-17 |
|
| R3 |
169-10 |
167-04 |
161-02 |
|
| R2 |
163-31 |
163-31 |
160-18 |
|
| R1 |
161-25 |
161-25 |
160-03 |
162-28 |
| PP |
158-20 |
158-20 |
158-20 |
159-06 |
| S1 |
156-14 |
156-14 |
159-03 |
157-17 |
| S2 |
153-09 |
153-09 |
158-20 |
|
| S3 |
147-30 |
151-03 |
158-04 |
|
| S4 |
142-19 |
145-24 |
156-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160-26 |
156-17 |
4-09 |
2.7% |
1-23 |
1.1% |
80% |
False |
False |
234,960 |
| 10 |
160-26 |
154-27 |
5-31 |
3.7% |
1-24 |
1.1% |
85% |
False |
False |
250,554 |
| 20 |
163-04 |
154-27 |
8-09 |
5.2% |
1-29 |
1.2% |
62% |
False |
False |
193,795 |
| 40 |
171-09 |
154-27 |
16-14 |
10.3% |
2-02 |
1.3% |
31% |
False |
False |
97,423 |
| 60 |
171-09 |
154-27 |
16-14 |
10.3% |
2-00 |
1.2% |
31% |
False |
False |
65,010 |
| 80 |
171-09 |
150-00 |
21-09 |
13.3% |
1-24 |
1.1% |
47% |
False |
False |
48,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-10 |
|
2.618 |
164-06 |
|
1.618 |
162-28 |
|
1.000 |
162-02 |
|
0.618 |
161-18 |
|
HIGH |
160-24 |
|
0.618 |
160-08 |
|
0.500 |
160-03 |
|
0.382 |
159-30 |
|
LOW |
159-14 |
|
0.618 |
158-20 |
|
1.000 |
158-04 |
|
1.618 |
157-10 |
|
2.618 |
156-00 |
|
4.250 |
153-28 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
160-03 |
159-28 |
| PP |
160-01 |
159-25 |
| S1 |
160-00 |
159-22 |
|