ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
138-06 |
139-27 |
1-21 |
1.2% |
136-24 |
| High |
139-31 |
140-01 |
0-02 |
0.0% |
138-07 |
| Low |
137-27 |
138-31 |
1-04 |
0.8% |
136-20 |
| Close |
139-20 |
139-00 |
-0-20 |
-0.4% |
137-20 |
| Range |
2-04 |
1-02 |
-1-02 |
-50.0% |
1-19 |
| ATR |
1-01 |
1-01 |
0-00 |
0.3% |
0-00 |
| Volume |
520,531 |
470,373 |
-50,158 |
-9.6% |
1,632,338 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-17 |
141-26 |
139-19 |
|
| R3 |
141-15 |
140-24 |
139-09 |
|
| R2 |
140-13 |
140-13 |
139-06 |
|
| R1 |
139-22 |
139-22 |
139-03 |
139-16 |
| PP |
139-11 |
139-11 |
139-11 |
139-08 |
| S1 |
138-20 |
138-20 |
138-29 |
138-14 |
| S2 |
138-09 |
138-09 |
138-26 |
|
| S3 |
137-07 |
137-18 |
138-23 |
|
| S4 |
136-05 |
136-16 |
138-13 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-09 |
141-17 |
138-16 |
|
| R3 |
140-22 |
139-30 |
138-02 |
|
| R2 |
139-03 |
139-03 |
137-29 |
|
| R1 |
138-11 |
138-11 |
137-25 |
138-23 |
| PP |
137-16 |
137-16 |
137-16 |
137-22 |
| S1 |
136-24 |
136-24 |
137-15 |
137-04 |
| S2 |
135-29 |
135-29 |
137-11 |
|
| S3 |
134-10 |
135-05 |
137-06 |
|
| S4 |
132-23 |
133-18 |
136-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-01 |
137-05 |
2-28 |
2.1% |
1-06 |
0.9% |
64% |
True |
False |
409,281 |
| 10 |
140-01 |
135-13 |
4-20 |
3.3% |
1-03 |
0.8% |
78% |
True |
False |
355,803 |
| 20 |
140-01 |
135-13 |
4-20 |
3.3% |
1-00 |
0.7% |
78% |
True |
False |
358,453 |
| 40 |
140-16 |
135-13 |
5-03 |
3.7% |
0-31 |
0.7% |
71% |
False |
False |
255,001 |
| 60 |
140-16 |
134-31 |
5-17 |
4.0% |
0-29 |
0.7% |
73% |
False |
False |
170,168 |
| 80 |
140-16 |
133-01 |
7-15 |
5.4% |
0-24 |
0.5% |
80% |
False |
False |
127,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-18 |
|
2.618 |
142-26 |
|
1.618 |
141-24 |
|
1.000 |
141-03 |
|
0.618 |
140-22 |
|
HIGH |
140-01 |
|
0.618 |
139-20 |
|
0.500 |
139-16 |
|
0.382 |
139-12 |
|
LOW |
138-31 |
|
0.618 |
138-10 |
|
1.000 |
137-29 |
|
1.618 |
137-08 |
|
2.618 |
136-06 |
|
4.250 |
134-14 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-16 |
138-31 |
| PP |
139-11 |
138-30 |
| S1 |
139-05 |
138-30 |
|