ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
143-12 |
144-09 |
0-29 |
0.6% |
142-00 |
| High |
144-09 |
144-23 |
0-14 |
0.3% |
144-09 |
| Low |
143-08 |
143-03 |
-0-05 |
-0.1% |
141-19 |
| Close |
144-02 |
143-17 |
-0-17 |
-0.4% |
144-02 |
| Range |
1-01 |
1-20 |
0-19 |
57.6% |
2-22 |
| ATR |
1-00 |
1-01 |
0-01 |
4.5% |
0-00 |
| Volume |
52,884 |
74,915 |
22,031 |
41.7% |
1,815,008 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-21 |
147-23 |
144-14 |
|
| R3 |
147-01 |
146-03 |
143-31 |
|
| R2 |
145-13 |
145-13 |
143-27 |
|
| R1 |
144-15 |
144-15 |
143-22 |
144-04 |
| PP |
143-25 |
143-25 |
143-25 |
143-20 |
| S1 |
142-27 |
142-27 |
143-12 |
142-16 |
| S2 |
142-05 |
142-05 |
143-07 |
|
| S3 |
140-17 |
141-07 |
143-03 |
|
| S4 |
138-29 |
139-19 |
142-20 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-12 |
150-13 |
145-17 |
|
| R3 |
148-22 |
147-23 |
144-26 |
|
| R2 |
146-00 |
146-00 |
144-18 |
|
| R1 |
145-01 |
145-01 |
144-10 |
145-16 |
| PP |
143-10 |
143-10 |
143-10 |
143-18 |
| S1 |
142-11 |
142-11 |
143-26 |
142-26 |
| S2 |
140-20 |
140-20 |
143-18 |
|
| S3 |
137-30 |
139-21 |
143-10 |
|
| S4 |
135-08 |
136-31 |
142-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-23 |
141-19 |
3-04 |
2.2% |
0-31 |
0.7% |
62% |
True |
False |
377,984 |
| 10 |
144-23 |
141-00 |
3-23 |
2.6% |
0-30 |
0.6% |
68% |
True |
False |
342,182 |
| 20 |
144-23 |
140-08 |
4-15 |
3.1% |
0-31 |
0.7% |
73% |
True |
False |
308,845 |
| 40 |
148-00 |
139-01 |
8-31 |
6.2% |
1-06 |
0.8% |
50% |
False |
False |
375,679 |
| 60 |
148-00 |
135-13 |
12-19 |
8.8% |
1-04 |
0.8% |
65% |
False |
False |
370,915 |
| 80 |
148-00 |
135-13 |
12-19 |
8.8% |
1-03 |
0.8% |
65% |
False |
False |
321,796 |
| 100 |
148-00 |
134-31 |
13-01 |
9.1% |
1-01 |
0.7% |
66% |
False |
False |
257,551 |
| 120 |
148-00 |
133-01 |
14-31 |
10.4% |
0-29 |
0.6% |
70% |
False |
False |
214,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-20 |
|
2.618 |
148-31 |
|
1.618 |
147-11 |
|
1.000 |
146-11 |
|
0.618 |
145-23 |
|
HIGH |
144-23 |
|
0.618 |
144-03 |
|
0.500 |
143-29 |
|
0.382 |
143-23 |
|
LOW |
143-03 |
|
0.618 |
142-03 |
|
1.000 |
141-15 |
|
1.618 |
140-15 |
|
2.618 |
138-27 |
|
4.250 |
136-06 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143-29 |
143-26 |
| PP |
143-25 |
143-23 |
| S1 |
143-21 |
143-20 |
|