ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
140-26 |
141-11 |
0-17 |
0.4% |
141-29 |
| High |
141-15 |
141-25 |
0-10 |
0.2% |
142-08 |
| Low |
140-22 |
140-27 |
0-05 |
0.1% |
140-17 |
| Close |
141-08 |
141-22 |
0-14 |
0.3% |
141-22 |
| Range |
0-25 |
0-30 |
0-05 |
20.0% |
1-23 |
| ATR |
1-05 |
1-04 |
0-00 |
-1.3% |
0-00 |
| Volume |
335,103 |
270,101 |
-65,002 |
-19.4% |
1,126,767 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-08 |
143-29 |
142-06 |
|
| R3 |
143-10 |
142-31 |
141-30 |
|
| R2 |
142-12 |
142-12 |
141-28 |
|
| R1 |
142-01 |
142-01 |
141-25 |
142-06 |
| PP |
141-14 |
141-14 |
141-14 |
141-17 |
| S1 |
141-03 |
141-03 |
141-19 |
141-08 |
| S2 |
140-16 |
140-16 |
141-16 |
|
| S3 |
139-18 |
140-05 |
141-14 |
|
| S4 |
138-20 |
139-07 |
141-06 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-21 |
145-28 |
142-20 |
|
| R3 |
144-30 |
144-05 |
142-05 |
|
| R2 |
143-07 |
143-07 |
142-00 |
|
| R1 |
142-14 |
142-14 |
141-27 |
141-31 |
| PP |
141-16 |
141-16 |
141-16 |
141-08 |
| S1 |
140-23 |
140-23 |
141-17 |
140-08 |
| S2 |
139-25 |
139-25 |
141-12 |
|
| S3 |
138-02 |
139-00 |
141-07 |
|
| S4 |
136-11 |
137-09 |
140-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-08 |
140-17 |
1-23 |
1.2% |
0-30 |
0.7% |
67% |
False |
False |
225,353 |
| 10 |
142-08 |
140-08 |
2-00 |
1.4% |
1-00 |
0.7% |
72% |
False |
False |
275,508 |
| 20 |
143-25 |
140-08 |
3-17 |
2.5% |
1-02 |
0.7% |
41% |
False |
False |
307,365 |
| 40 |
148-00 |
136-20 |
11-12 |
8.0% |
1-07 |
0.9% |
45% |
False |
False |
384,266 |
| 60 |
148-00 |
135-13 |
12-19 |
8.9% |
1-04 |
0.8% |
50% |
False |
False |
371,249 |
| 80 |
148-00 |
134-31 |
13-01 |
9.2% |
1-03 |
0.8% |
52% |
False |
False |
279,130 |
| 100 |
148-00 |
133-01 |
14-31 |
10.6% |
1-00 |
0.7% |
58% |
False |
False |
223,336 |
| 120 |
148-00 |
133-01 |
14-31 |
10.6% |
0-27 |
0.6% |
58% |
False |
False |
186,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-24 |
|
2.618 |
144-08 |
|
1.618 |
143-10 |
|
1.000 |
142-23 |
|
0.618 |
142-12 |
|
HIGH |
141-25 |
|
0.618 |
141-14 |
|
0.500 |
141-10 |
|
0.382 |
141-06 |
|
LOW |
140-27 |
|
0.618 |
140-08 |
|
1.000 |
139-29 |
|
1.618 |
139-10 |
|
2.618 |
138-12 |
|
4.250 |
136-28 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-18 |
141-17 |
| PP |
141-14 |
141-12 |
| S1 |
141-10 |
141-08 |
|