ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
140-22 |
140-23 |
0-01 |
0.0% |
137-25 |
| High |
140-30 |
141-14 |
0-16 |
0.4% |
140-01 |
| Low |
140-02 |
140-17 |
0-15 |
0.3% |
137-18 |
| Close |
140-21 |
140-26 |
0-05 |
0.1% |
139-07 |
| Range |
0-28 |
0-29 |
0-01 |
3.6% |
2-15 |
| ATR |
1-01 |
1-01 |
0-00 |
-0.9% |
0-00 |
| Volume |
574,265 |
595,864 |
21,599 |
3.8% |
2,132,983 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-21 |
143-04 |
141-10 |
|
| R3 |
142-24 |
142-07 |
141-02 |
|
| R2 |
141-27 |
141-27 |
140-31 |
|
| R1 |
141-10 |
141-10 |
140-29 |
141-18 |
| PP |
140-30 |
140-30 |
140-30 |
141-02 |
| S1 |
140-13 |
140-13 |
140-23 |
140-22 |
| S2 |
140-01 |
140-01 |
140-21 |
|
| S3 |
139-04 |
139-16 |
140-18 |
|
| S4 |
138-07 |
138-19 |
140-10 |
|
|
| 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 |
141-14 |
138-11 |
3-03 |
2.2% |
1-00 |
0.7% |
80% |
True |
False |
481,163 |
| 10 |
141-14 |
137-05 |
4-09 |
3.0% |
1-03 |
0.8% |
85% |
True |
False |
445,222 |
| 20 |
141-14 |
135-13 |
6-01 |
4.3% |
1-01 |
0.7% |
90% |
True |
False |
388,823 |
| 40 |
141-14 |
135-13 |
6-01 |
4.3% |
1-00 |
0.7% |
90% |
True |
False |
314,957 |
| 60 |
141-14 |
134-31 |
6-15 |
4.6% |
0-31 |
0.7% |
90% |
True |
False |
210,256 |
| 80 |
141-14 |
133-01 |
8-13 |
6.0% |
0-26 |
0.6% |
93% |
True |
False |
157,702 |
| 100 |
141-14 |
133-01 |
8-13 |
6.0% |
0-22 |
0.5% |
93% |
True |
False |
126,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-09 |
|
2.618 |
143-26 |
|
1.618 |
142-29 |
|
1.000 |
142-11 |
|
0.618 |
142-00 |
|
HIGH |
141-14 |
|
0.618 |
141-03 |
|
0.500 |
141-00 |
|
0.382 |
140-28 |
|
LOW |
140-17 |
|
0.618 |
139-31 |
|
1.000 |
139-20 |
|
1.618 |
139-02 |
|
2.618 |
138-05 |
|
4.250 |
136-22 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-00 |
140-21 |
| PP |
140-30 |
140-17 |
| S1 |
140-28 |
140-12 |
|