ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
142-08 |
142-26 |
0-18 |
0.4% |
139-09 |
| High |
143-06 |
148-00 |
4-26 |
3.4% |
141-22 |
| Low |
141-26 |
142-13 |
0-19 |
0.4% |
139-01 |
| Close |
142-22 |
144-12 |
1-22 |
1.2% |
141-09 |
| Range |
1-12 |
5-19 |
4-07 |
306.8% |
2-21 |
| ATR |
1-02 |
1-12 |
0-10 |
30.4% |
0-00 |
| Volume |
526,616 |
1,190,563 |
663,947 |
126.1% |
2,274,411 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-23 |
158-20 |
147-14 |
|
| R3 |
156-04 |
153-01 |
145-29 |
|
| R2 |
150-17 |
150-17 |
145-13 |
|
| R1 |
147-14 |
147-14 |
144-28 |
149-00 |
| PP |
144-30 |
144-30 |
144-30 |
145-22 |
| S1 |
141-27 |
141-27 |
143-28 |
143-12 |
| S2 |
139-11 |
139-11 |
143-11 |
|
| S3 |
133-24 |
136-08 |
142-27 |
|
| S4 |
128-05 |
130-21 |
141-10 |
|
|
| 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 |
148-00 |
140-17 |
7-15 |
5.2% |
1-31 |
1.4% |
51% |
True |
False |
561,293 |
| 10 |
148-00 |
138-11 |
9-21 |
6.7% |
1-16 |
1.0% |
62% |
True |
False |
508,679 |
| 20 |
148-00 |
135-13 |
12-19 |
8.7% |
1-09 |
0.9% |
71% |
True |
False |
427,656 |
| 40 |
148-00 |
135-13 |
12-19 |
8.7% |
1-03 |
0.8% |
71% |
True |
False |
369,847 |
| 60 |
148-00 |
134-31 |
13-01 |
9.0% |
1-02 |
0.7% |
72% |
True |
False |
247,071 |
| 80 |
148-00 |
133-01 |
14-31 |
10.4% |
0-30 |
0.6% |
76% |
True |
False |
185,335 |
| 100 |
148-00 |
133-01 |
14-31 |
10.4% |
0-25 |
0.5% |
76% |
True |
False |
148,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-25 |
|
2.618 |
162-21 |
|
1.618 |
157-02 |
|
1.000 |
153-19 |
|
0.618 |
151-15 |
|
HIGH |
148-00 |
|
0.618 |
145-28 |
|
0.500 |
145-06 |
|
0.382 |
144-17 |
|
LOW |
142-13 |
|
0.618 |
138-30 |
|
1.000 |
136-26 |
|
1.618 |
133-11 |
|
2.618 |
127-24 |
|
4.250 |
118-20 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
145-06 |
144-25 |
| PP |
144-30 |
144-21 |
| S1 |
144-21 |
144-16 |
|