ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
141-24 |
141-29 |
0-05 |
0.1% |
142-25 |
| High |
142-09 |
142-05 |
-0-04 |
-0.1% |
143-25 |
| Low |
141-13 |
141-08 |
-0-05 |
-0.1% |
141-07 |
| Close |
141-31 |
141-17 |
-0-14 |
-0.3% |
141-23 |
| Range |
0-28 |
0-29 |
0-01 |
3.6% |
2-18 |
| ATR |
1-13 |
1-11 |
-0-01 |
-2.5% |
0-00 |
| Volume |
210,566 |
333,634 |
123,068 |
58.4% |
1,775,074 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-12 |
143-27 |
142-01 |
|
| R3 |
143-15 |
142-30 |
141-25 |
|
| R2 |
142-18 |
142-18 |
141-22 |
|
| R1 |
142-01 |
142-01 |
141-20 |
141-27 |
| PP |
141-21 |
141-21 |
141-21 |
141-18 |
| S1 |
141-04 |
141-04 |
141-14 |
140-30 |
| S2 |
140-24 |
140-24 |
141-12 |
|
| S3 |
139-27 |
140-07 |
141-09 |
|
| S4 |
138-30 |
139-10 |
141-01 |
|
|
| 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 |
143-08 |
141-07 |
2-01 |
1.4% |
1-03 |
0.8% |
15% |
False |
False |
328,092 |
| 10 |
148-00 |
141-07 |
6-25 |
4.8% |
1-27 |
1.3% |
5% |
False |
False |
486,937 |
| 20 |
148-00 |
137-27 |
10-05 |
7.2% |
1-16 |
1.1% |
36% |
False |
False |
464,306 |
| 40 |
148-00 |
135-13 |
12-19 |
8.9% |
1-07 |
0.9% |
49% |
False |
False |
407,968 |
| 60 |
148-00 |
135-13 |
12-19 |
8.9% |
1-04 |
0.8% |
49% |
False |
False |
308,273 |
| 80 |
148-00 |
134-11 |
13-21 |
9.6% |
1-01 |
0.7% |
53% |
False |
False |
231,319 |
| 100 |
148-00 |
133-01 |
14-31 |
10.6% |
0-28 |
0.6% |
57% |
False |
False |
185,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-00 |
|
2.618 |
144-17 |
|
1.618 |
143-20 |
|
1.000 |
143-02 |
|
0.618 |
142-23 |
|
HIGH |
142-05 |
|
0.618 |
141-26 |
|
0.500 |
141-22 |
|
0.382 |
141-19 |
|
LOW |
141-08 |
|
0.618 |
140-22 |
|
1.000 |
140-11 |
|
1.618 |
139-25 |
|
2.618 |
138-28 |
|
4.250 |
137-13 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-22 |
141-28 |
| PP |
141-21 |
141-25 |
| S1 |
141-19 |
141-21 |
|