ECBOT 30 Year Treasury Bond Future December 2014
Trading Metrics calculated at close of trading on 08-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
139-14 |
140-22 |
1-08 |
0.9% |
137-25 |
High |
140-25 |
140-30 |
0-05 |
0.1% |
140-01 |
Low |
139-10 |
140-02 |
0-24 |
0.5% |
137-18 |
Close |
140-19 |
140-21 |
0-02 |
0.0% |
139-07 |
Range |
1-15 |
0-28 |
-0-19 |
-40.4% |
2-15 |
ATR |
1-01 |
1-01 |
0-00 |
-1.1% |
0-00 |
Volume |
423,296 |
574,265 |
150,969 |
35.7% |
2,132,983 |
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-06 |
142-25 |
141-04 |
|
R3 |
142-10 |
141-29 |
140-29 |
|
R2 |
141-14 |
141-14 |
140-26 |
|
R1 |
141-01 |
141-01 |
140-24 |
140-26 |
PP |
140-18 |
140-18 |
140-18 |
140-14 |
S1 |
140-05 |
140-05 |
140-18 |
139-30 |
S2 |
139-22 |
139-22 |
140-16 |
|
S3 |
138-26 |
139-09 |
140-13 |
|
S4 |
137-30 |
138-13 |
140-06 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-11 |
145-08 |
140-18 |
|
R3 |
143-28 |
142-25 |
139-29 |
|
R2 |
141-13 |
141-13 |
139-21 |
|
R1 |
140-10 |
140-10 |
139-14 |
140-28 |
PP |
138-30 |
138-30 |
138-30 |
139-07 |
S1 |
137-27 |
137-27 |
139-00 |
138-12 |
S2 |
136-15 |
136-15 |
138-25 |
|
S3 |
134-00 |
135-12 |
138-17 |
|
S4 |
131-17 |
132-29 |
137-28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140-30 |
138-11 |
2-19 |
1.8% |
1-01 |
0.7% |
89% |
True |
False |
456,064 |
10 |
140-30 |
136-26 |
4-04 |
2.9% |
1-04 |
0.8% |
93% |
True |
False |
422,461 |
20 |
140-30 |
135-13 |
5-17 |
3.9% |
1-01 |
0.7% |
95% |
True |
False |
378,579 |
40 |
140-30 |
135-13 |
5-17 |
3.9% |
1-00 |
0.7% |
95% |
True |
False |
300,093 |
60 |
140-30 |
134-31 |
5-31 |
4.2% |
0-30 |
0.7% |
95% |
True |
False |
200,328 |
80 |
140-30 |
133-01 |
7-29 |
5.6% |
0-26 |
0.6% |
96% |
True |
False |
150,254 |
100 |
140-30 |
133-01 |
7-29 |
5.6% |
0-22 |
0.5% |
96% |
True |
False |
120,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144-21 |
2.618 |
143-07 |
1.618 |
142-11 |
1.000 |
141-26 |
0.618 |
141-15 |
HIGH |
140-30 |
0.618 |
140-19 |
0.500 |
140-16 |
0.382 |
140-13 |
LOW |
140-02 |
0.618 |
139-17 |
1.000 |
139-06 |
1.618 |
138-21 |
2.618 |
137-25 |
4.250 |
136-11 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
140-19 |
140-14 |
PP |
140-18 |
140-07 |
S1 |
140-16 |
140-00 |
|