ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
142-26 |
143-28 |
1-02 |
0.7% |
144-09 |
| High |
144-05 |
145-02 |
0-29 |
0.6% |
144-23 |
| Low |
142-13 |
143-27 |
1-14 |
1.0% |
142-09 |
| Close |
144-00 |
144-19 |
0-19 |
0.4% |
142-31 |
| Range |
1-24 |
1-07 |
-0-17 |
-30.4% |
2-14 |
| ATR |
1-03 |
1-03 |
0-00 |
0.9% |
0-00 |
| Volume |
12,472 |
4,798 |
-7,674 |
-61.5% |
156,438 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-05 |
147-19 |
145-08 |
|
| R3 |
146-30 |
146-12 |
144-30 |
|
| R2 |
145-23 |
145-23 |
144-26 |
|
| R1 |
145-05 |
145-05 |
144-23 |
145-14 |
| PP |
144-16 |
144-16 |
144-16 |
144-20 |
| S1 |
143-30 |
143-30 |
144-15 |
144-07 |
| S2 |
143-09 |
143-09 |
144-12 |
|
| S3 |
142-02 |
142-23 |
144-08 |
|
| S4 |
140-27 |
141-16 |
143-30 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-20 |
149-08 |
144-10 |
|
| R3 |
148-06 |
146-26 |
143-20 |
|
| R2 |
145-24 |
145-24 |
143-13 |
|
| R1 |
144-12 |
144-12 |
143-06 |
143-27 |
| PP |
143-10 |
143-10 |
143-10 |
143-02 |
| S1 |
141-30 |
141-30 |
142-24 |
141-13 |
| S2 |
140-28 |
140-28 |
142-17 |
|
| S3 |
138-14 |
139-16 |
142-10 |
|
| S4 |
136-00 |
137-02 |
141-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-02 |
142-09 |
2-25 |
1.9% |
1-05 |
0.8% |
83% |
True |
False |
10,758 |
| 10 |
145-02 |
142-00 |
3-02 |
2.1% |
1-04 |
0.8% |
85% |
True |
False |
155,168 |
| 20 |
145-02 |
140-17 |
4-17 |
3.1% |
0-31 |
0.7% |
90% |
True |
False |
221,894 |
| 40 |
148-00 |
140-08 |
7-24 |
5.4% |
1-07 |
0.8% |
56% |
False |
False |
318,615 |
| 60 |
148-00 |
135-13 |
12-19 |
8.7% |
1-05 |
0.8% |
73% |
False |
False |
338,705 |
| 80 |
148-00 |
135-13 |
12-19 |
8.7% |
1-03 |
0.8% |
73% |
False |
False |
322,899 |
| 100 |
148-00 |
134-31 |
13-01 |
9.0% |
1-02 |
0.7% |
74% |
False |
False |
258,525 |
| 120 |
148-00 |
133-01 |
14-31 |
10.4% |
0-31 |
0.7% |
77% |
False |
False |
215,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-08 |
|
2.618 |
148-08 |
|
1.618 |
147-01 |
|
1.000 |
146-09 |
|
0.618 |
145-26 |
|
HIGH |
145-02 |
|
0.618 |
144-19 |
|
0.500 |
144-14 |
|
0.382 |
144-10 |
|
LOW |
143-27 |
|
0.618 |
143-03 |
|
1.000 |
142-20 |
|
1.618 |
141-28 |
|
2.618 |
140-21 |
|
4.250 |
138-21 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
144-18 |
144-10 |
| PP |
144-16 |
144-01 |
| S1 |
144-14 |
143-24 |
|