ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
165-08 |
164-11 |
-0-29 |
-0.5% |
159-15 |
| High |
165-27 |
165-07 |
-0-20 |
-0.4% |
164-12 |
| Low |
164-08 |
162-08 |
-2-00 |
-1.2% |
159-14 |
| Close |
164-17 |
162-13 |
-2-04 |
-1.3% |
164-05 |
| Range |
1-19 |
2-31 |
1-12 |
86.3% |
4-30 |
| ATR |
1-25 |
1-28 |
0-03 |
4.7% |
0-00 |
| Volume |
183,765 |
268,036 |
84,271 |
45.9% |
1,007,693 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-06 |
170-09 |
164-01 |
|
| R3 |
169-07 |
167-10 |
163-07 |
|
| R2 |
166-08 |
166-08 |
162-30 |
|
| R1 |
164-11 |
164-11 |
162-22 |
163-26 |
| PP |
163-09 |
163-09 |
163-09 |
163-01 |
| S1 |
161-12 |
161-12 |
162-04 |
160-27 |
| S2 |
160-10 |
160-10 |
161-28 |
|
| S3 |
157-11 |
158-13 |
161-19 |
|
| S4 |
154-12 |
155-14 |
160-25 |
|
|
| 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 |
162-08 |
3-19 |
2.2% |
1-21 |
1.0% |
4% |
False |
True |
190,976 |
| 10 |
165-27 |
158-19 |
7-08 |
4.5% |
1-21 |
1.0% |
53% |
False |
False |
200,633 |
| 20 |
165-27 |
154-27 |
11-00 |
6.8% |
1-24 |
1.1% |
69% |
False |
False |
238,616 |
| 40 |
171-09 |
154-27 |
16-14 |
10.1% |
1-30 |
1.2% |
46% |
False |
False |
138,809 |
| 60 |
171-09 |
154-27 |
16-14 |
10.1% |
2-00 |
1.2% |
46% |
False |
False |
92,648 |
| 80 |
171-09 |
152-02 |
19-07 |
11.8% |
1-28 |
1.1% |
54% |
False |
False |
69,509 |
| 100 |
171-09 |
149-05 |
22-04 |
13.6% |
1-20 |
1.0% |
60% |
False |
False |
55,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177-27 |
|
2.618 |
173-00 |
|
1.618 |
170-01 |
|
1.000 |
168-06 |
|
0.618 |
167-02 |
|
HIGH |
165-07 |
|
0.618 |
164-03 |
|
0.500 |
163-24 |
|
0.382 |
163-12 |
|
LOW |
162-08 |
|
0.618 |
160-13 |
|
1.000 |
159-09 |
|
1.618 |
157-14 |
|
2.618 |
154-15 |
|
4.250 |
149-20 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
163-24 |
164-02 |
| PP |
163-09 |
163-16 |
| S1 |
162-27 |
162-30 |
|