ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
141-24 |
141-24 |
0-00 |
0.0% |
142-25 |
| High |
142-17 |
142-09 |
-0-08 |
-0.2% |
143-25 |
| Low |
141-20 |
141-13 |
-0-07 |
-0.2% |
141-07 |
| Close |
141-23 |
141-31 |
0-08 |
0.2% |
141-23 |
| Range |
0-29 |
0-28 |
-0-01 |
-3.4% |
2-18 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.8% |
0-00 |
| Volume |
354,706 |
210,566 |
-144,140 |
-40.6% |
1,775,074 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-16 |
144-04 |
142-14 |
|
| R3 |
143-20 |
143-08 |
142-07 |
|
| R2 |
142-24 |
142-24 |
142-04 |
|
| R1 |
142-12 |
142-12 |
142-02 |
142-18 |
| PP |
141-28 |
141-28 |
141-28 |
142-00 |
| S1 |
141-16 |
141-16 |
141-28 |
141-22 |
| S2 |
141-00 |
141-00 |
141-26 |
|
| S3 |
140-04 |
140-20 |
141-23 |
|
| S4 |
139-08 |
139-24 |
141-16 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-30 |
148-12 |
143-04 |
|
| R3 |
147-12 |
145-26 |
142-14 |
|
| R2 |
144-26 |
144-26 |
142-06 |
|
| R1 |
143-08 |
143-08 |
141-31 |
142-24 |
| PP |
142-08 |
142-08 |
142-08 |
142-00 |
| S1 |
140-22 |
140-22 |
141-15 |
140-06 |
| S2 |
139-22 |
139-22 |
141-08 |
|
| S3 |
137-04 |
138-04 |
141-00 |
|
| S4 |
134-18 |
135-18 |
140-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-25 |
141-07 |
2-18 |
1.8% |
1-06 |
0.8% |
29% |
False |
False |
331,848 |
| 10 |
148-00 |
141-07 |
6-25 |
4.8% |
1-28 |
1.3% |
11% |
False |
False |
506,235 |
| 20 |
148-00 |
137-26 |
10-06 |
7.2% |
1-16 |
1.0% |
41% |
False |
False |
464,420 |
| 40 |
148-00 |
135-13 |
12-19 |
8.9% |
1-08 |
0.9% |
52% |
False |
False |
410,087 |
| 60 |
148-00 |
135-13 |
12-19 |
8.9% |
1-04 |
0.8% |
52% |
False |
False |
302,730 |
| 80 |
148-00 |
133-31 |
14-01 |
9.9% |
1-01 |
0.7% |
57% |
False |
False |
227,148 |
| 100 |
148-00 |
133-01 |
14-31 |
10.5% |
0-28 |
0.6% |
60% |
False |
False |
181,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-00 |
|
2.618 |
144-18 |
|
1.618 |
143-22 |
|
1.000 |
143-05 |
|
0.618 |
142-26 |
|
HIGH |
142-09 |
|
0.618 |
141-30 |
|
0.500 |
141-27 |
|
0.382 |
141-24 |
|
LOW |
141-13 |
|
0.618 |
140-28 |
|
1.000 |
140-17 |
|
1.618 |
140-00 |
|
2.618 |
139-04 |
|
4.250 |
137-22 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-30 |
142-02 |
| PP |
141-28 |
142-01 |
| S1 |
141-27 |
142-00 |
|