ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
140-23 |
141-00 |
0-09 |
0.2% |
139-09 |
| High |
141-14 |
141-22 |
0-08 |
0.2% |
141-22 |
| Low |
140-17 |
140-20 |
0-03 |
0.1% |
139-01 |
| Close |
140-26 |
141-09 |
0-15 |
0.3% |
141-09 |
| Range |
0-29 |
1-02 |
0-05 |
17.2% |
2-21 |
| ATR |
1-01 |
1-01 |
0-00 |
0.3% |
0-00 |
| Volume |
595,864 |
386,507 |
-209,357 |
-35.1% |
2,274,411 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-12 |
143-29 |
141-28 |
|
| R3 |
143-10 |
142-27 |
141-18 |
|
| R2 |
142-08 |
142-08 |
141-15 |
|
| R1 |
141-25 |
141-25 |
141-12 |
142-00 |
| PP |
141-06 |
141-06 |
141-06 |
141-10 |
| S1 |
140-23 |
140-23 |
141-06 |
140-30 |
| S2 |
140-04 |
140-04 |
141-03 |
|
| S3 |
139-02 |
139-21 |
141-00 |
|
| S4 |
138-00 |
138-19 |
140-22 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-20 |
147-20 |
142-24 |
|
| R3 |
145-31 |
144-31 |
142-00 |
|
| R2 |
143-10 |
143-10 |
141-25 |
|
| R1 |
142-10 |
142-10 |
141-17 |
142-26 |
| PP |
140-21 |
140-21 |
140-21 |
140-30 |
| S1 |
139-21 |
139-21 |
141-01 |
140-05 |
| S2 |
138-00 |
138-00 |
140-25 |
|
| S3 |
135-11 |
137-00 |
140-18 |
|
| S4 |
132-22 |
134-11 |
139-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-22 |
139-01 |
2-21 |
1.9% |
1-00 |
0.7% |
85% |
True |
False |
454,882 |
| 10 |
141-22 |
137-18 |
4-04 |
2.9% |
1-03 |
0.8% |
90% |
True |
False |
440,739 |
| 20 |
141-22 |
135-13 |
6-09 |
4.4% |
1-01 |
0.7% |
94% |
True |
False |
385,554 |
| 40 |
141-22 |
135-13 |
6-09 |
4.4% |
1-00 |
0.7% |
94% |
True |
False |
324,597 |
| 60 |
141-22 |
134-31 |
6-23 |
4.8% |
0-30 |
0.7% |
94% |
True |
False |
216,684 |
| 80 |
141-22 |
133-01 |
8-21 |
6.1% |
0-27 |
0.6% |
95% |
True |
False |
162,534 |
| 100 |
141-22 |
133-01 |
8-21 |
6.1% |
0-22 |
0.5% |
95% |
True |
False |
130,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-06 |
|
2.618 |
144-15 |
|
1.618 |
143-13 |
|
1.000 |
142-24 |
|
0.618 |
142-11 |
|
HIGH |
141-22 |
|
0.618 |
141-09 |
|
0.500 |
141-05 |
|
0.382 |
141-01 |
|
LOW |
140-20 |
|
0.618 |
139-31 |
|
1.000 |
139-18 |
|
1.618 |
138-29 |
|
2.618 |
137-27 |
|
4.250 |
136-04 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-08 |
141-05 |
| PP |
141-06 |
141-00 |
| S1 |
141-05 |
140-28 |
|