ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
163-30 |
165-08 |
1-10 |
0.8% |
159-15 |
| High |
165-16 |
165-27 |
0-11 |
0.2% |
164-12 |
| Low |
163-26 |
164-08 |
0-14 |
0.3% |
159-14 |
| Close |
165-08 |
164-17 |
-0-23 |
-0.4% |
164-05 |
| Range |
1-22 |
1-19 |
-0-03 |
-5.6% |
4-30 |
| ATR |
1-26 |
1-25 |
0-00 |
-0.8% |
0-00 |
| Volume |
196,107 |
183,765 |
-12,342 |
-6.3% |
1,007,693 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-21 |
168-22 |
165-13 |
|
| R3 |
168-02 |
167-03 |
164-31 |
|
| R2 |
166-15 |
166-15 |
164-26 |
|
| R1 |
165-16 |
165-16 |
164-22 |
165-06 |
| PP |
164-28 |
164-28 |
164-28 |
164-23 |
| S1 |
163-29 |
163-29 |
164-12 |
163-19 |
| S2 |
163-09 |
163-09 |
164-08 |
|
| S3 |
161-22 |
162-10 |
164-03 |
|
| S4 |
160-03 |
160-23 |
163-21 |
|
|
| 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 |
165-27 |
162-24 |
3-03 |
1.9% |
1-11 |
0.8% |
58% |
True |
False |
184,773 |
| 10 |
165-27 |
158-19 |
7-08 |
4.4% |
1-17 |
0.9% |
82% |
True |
False |
203,041 |
| 20 |
165-27 |
154-27 |
11-00 |
6.7% |
1-22 |
1.0% |
88% |
True |
False |
238,778 |
| 40 |
171-09 |
154-27 |
16-14 |
10.0% |
1-30 |
1.2% |
59% |
False |
False |
132,121 |
| 60 |
171-09 |
154-27 |
16-14 |
10.0% |
2-00 |
1.2% |
59% |
False |
False |
88,182 |
| 80 |
171-09 |
152-02 |
19-07 |
11.7% |
1-27 |
1.1% |
65% |
False |
False |
66,159 |
| 100 |
171-09 |
149-05 |
22-04 |
13.4% |
1-19 |
1.0% |
69% |
False |
False |
52,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-20 |
|
2.618 |
170-01 |
|
1.618 |
168-14 |
|
1.000 |
167-14 |
|
0.618 |
166-27 |
|
HIGH |
165-27 |
|
0.618 |
165-08 |
|
0.500 |
165-02 |
|
0.382 |
164-27 |
|
LOW |
164-08 |
|
0.618 |
163-08 |
|
1.000 |
162-21 |
|
1.618 |
161-21 |
|
2.618 |
160-02 |
|
4.250 |
157-15 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
165-02 |
164-24 |
| PP |
164-28 |
164-22 |
| S1 |
164-22 |
164-19 |
|