ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
163-23 |
163-09 |
-0-14 |
-0.3% |
159-15 |
| High |
164-07 |
164-12 |
0-05 |
0.1% |
164-12 |
| Low |
162-24 |
163-08 |
0-16 |
0.3% |
159-14 |
| Close |
163-06 |
164-05 |
0-31 |
0.6% |
164-05 |
| Range |
1-15 |
1-04 |
-0-11 |
-23.4% |
4-30 |
| ATR |
1-30 |
1-28 |
-0-02 |
-2.8% |
0-00 |
| Volume |
237,022 |
151,445 |
-85,577 |
-36.1% |
1,007,693 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-10 |
166-27 |
164-25 |
|
| R3 |
166-06 |
165-23 |
164-15 |
|
| R2 |
165-02 |
165-02 |
164-12 |
|
| R1 |
164-19 |
164-19 |
164-08 |
164-26 |
| PP |
163-30 |
163-30 |
163-30 |
164-01 |
| S1 |
163-15 |
163-15 |
164-02 |
163-22 |
| S2 |
162-26 |
162-26 |
163-30 |
|
| S3 |
161-22 |
162-11 |
163-27 |
|
| S4 |
160-18 |
161-07 |
163-17 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-15 |
175-24 |
166-28 |
|
| R3 |
172-17 |
170-26 |
165-16 |
|
| R2 |
167-19 |
167-19 |
165-02 |
|
| R1 |
165-28 |
165-28 |
164-19 |
166-24 |
| PP |
162-21 |
162-21 |
162-21 |
163-03 |
| S1 |
160-30 |
160-30 |
163-23 |
161-26 |
| S2 |
157-23 |
157-23 |
163-08 |
|
| S3 |
152-25 |
156-00 |
162-26 |
|
| S4 |
147-27 |
151-02 |
161-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164-12 |
159-14 |
4-30 |
3.0% |
1-19 |
1.0% |
96% |
True |
False |
201,538 |
| 10 |
164-12 |
155-15 |
8-29 |
5.4% |
1-21 |
1.0% |
98% |
True |
False |
223,911 |
| 20 |
164-12 |
154-27 |
9-17 |
5.8% |
1-26 |
1.1% |
98% |
True |
False |
235,314 |
| 40 |
171-09 |
154-27 |
16-14 |
10.0% |
1-30 |
1.2% |
57% |
False |
False |
118,778 |
| 60 |
171-09 |
154-27 |
16-14 |
10.0% |
2-00 |
1.2% |
57% |
False |
False |
79,263 |
| 80 |
171-09 |
151-00 |
20-09 |
12.4% |
1-26 |
1.1% |
65% |
False |
False |
59,470 |
| 100 |
171-09 |
149-05 |
22-04 |
13.5% |
1-19 |
1.0% |
68% |
False |
False |
47,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-05 |
|
2.618 |
167-10 |
|
1.618 |
166-06 |
|
1.000 |
165-16 |
|
0.618 |
165-02 |
|
HIGH |
164-12 |
|
0.618 |
163-30 |
|
0.500 |
163-26 |
|
0.382 |
163-22 |
|
LOW |
163-08 |
|
0.618 |
162-18 |
|
1.000 |
162-04 |
|
1.618 |
161-14 |
|
2.618 |
160-10 |
|
4.250 |
158-15 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
164-01 |
163-23 |
| PP |
163-30 |
163-09 |
| S1 |
163-26 |
162-27 |
|