ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
144-09 |
143-08 |
-1-01 |
-0.7% |
142-00 |
| High |
144-23 |
143-14 |
-1-09 |
-0.9% |
144-09 |
| Low |
143-03 |
142-11 |
-0-24 |
-0.5% |
141-19 |
| Close |
143-17 |
142-17 |
-1-00 |
-0.7% |
144-02 |
| Range |
1-20 |
1-03 |
-0-17 |
-32.7% |
2-22 |
| ATR |
1-01 |
1-02 |
0-00 |
1.0% |
0-00 |
| Volume |
74,915 |
45,003 |
-29,912 |
-39.9% |
1,815,008 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-02 |
145-12 |
143-04 |
|
| R3 |
144-31 |
144-09 |
142-27 |
|
| R2 |
143-28 |
143-28 |
142-23 |
|
| R1 |
143-06 |
143-06 |
142-20 |
143-00 |
| PP |
142-25 |
142-25 |
142-25 |
142-21 |
| S1 |
142-03 |
142-03 |
142-14 |
141-28 |
| S2 |
141-22 |
141-22 |
142-11 |
|
| S3 |
140-19 |
141-00 |
142-07 |
|
| S4 |
139-16 |
139-29 |
141-30 |
|
|
| 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 |
142-00 |
2-23 |
1.9% |
1-02 |
0.8% |
20% |
False |
False |
299,578 |
| 10 |
144-23 |
141-00 |
3-23 |
2.6% |
0-29 |
0.6% |
41% |
False |
False |
320,074 |
| 20 |
144-23 |
140-08 |
4-15 |
3.1% |
0-31 |
0.7% |
51% |
False |
False |
294,802 |
| 40 |
148-00 |
139-10 |
8-22 |
6.1% |
1-07 |
0.9% |
37% |
False |
False |
369,442 |
| 60 |
148-00 |
135-13 |
12-19 |
8.8% |
1-04 |
0.8% |
57% |
False |
False |
366,299 |
| 80 |
148-00 |
135-13 |
12-19 |
8.8% |
1-03 |
0.8% |
57% |
False |
False |
322,344 |
| 100 |
148-00 |
134-31 |
13-01 |
9.1% |
1-01 |
0.7% |
58% |
False |
False |
258,001 |
| 120 |
148-00 |
133-01 |
14-31 |
10.5% |
0-30 |
0.6% |
63% |
False |
False |
215,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-03 |
|
2.618 |
146-10 |
|
1.618 |
145-07 |
|
1.000 |
144-17 |
|
0.618 |
144-04 |
|
HIGH |
143-14 |
|
0.618 |
143-01 |
|
0.500 |
142-28 |
|
0.382 |
142-24 |
|
LOW |
142-11 |
|
0.618 |
141-21 |
|
1.000 |
141-08 |
|
1.618 |
140-18 |
|
2.618 |
139-15 |
|
4.250 |
137-22 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
142-28 |
143-17 |
| PP |
142-25 |
143-06 |
| S1 |
142-21 |
142-28 |
|