ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
143-28 |
144-21 |
0-25 |
0.5% |
144-09 |
| High |
145-02 |
145-20 |
0-18 |
0.4% |
144-23 |
| Low |
143-27 |
144-17 |
0-22 |
0.5% |
142-09 |
| Close |
144-19 |
145-12 |
0-25 |
0.5% |
142-31 |
| Range |
1-07 |
1-03 |
-0-04 |
-10.3% |
2-14 |
| ATR |
1-03 |
1-03 |
0-00 |
0.0% |
0-00 |
| Volume |
4,798 |
2,229 |
-2,569 |
-53.5% |
156,438 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-15 |
148-00 |
145-31 |
|
| R3 |
147-12 |
146-29 |
145-22 |
|
| R2 |
146-09 |
146-09 |
145-18 |
|
| R1 |
145-26 |
145-26 |
145-15 |
146-02 |
| PP |
145-06 |
145-06 |
145-06 |
145-09 |
| S1 |
144-23 |
144-23 |
145-09 |
144-30 |
| S2 |
144-03 |
144-03 |
145-06 |
|
| S3 |
143-00 |
143-20 |
145-02 |
|
| S4 |
141-29 |
142-17 |
144-25 |
|
|
| 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 |
145-20 |
142-13 |
3-07 |
2.2% |
1-09 |
0.9% |
92% |
True |
False |
8,179 |
| 10 |
145-20 |
142-09 |
3-11 |
2.3% |
1-04 |
0.8% |
93% |
True |
False |
66,949 |
| 20 |
145-20 |
140-22 |
4-30 |
3.4% |
1-00 |
0.7% |
95% |
True |
False |
219,964 |
| 40 |
148-00 |
140-08 |
7-24 |
5.3% |
1-07 |
0.8% |
66% |
False |
False |
305,506 |
| 60 |
148-00 |
135-13 |
12-19 |
8.7% |
1-05 |
0.8% |
79% |
False |
False |
333,093 |
| 80 |
148-00 |
135-13 |
12-19 |
8.7% |
1-03 |
0.8% |
79% |
False |
False |
322,841 |
| 100 |
148-00 |
134-31 |
13-01 |
9.0% |
1-02 |
0.7% |
80% |
False |
False |
258,543 |
| 120 |
148-00 |
133-01 |
14-31 |
10.3% |
0-31 |
0.7% |
82% |
False |
False |
215,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-09 |
|
2.618 |
148-16 |
|
1.618 |
147-13 |
|
1.000 |
146-23 |
|
0.618 |
146-10 |
|
HIGH |
145-20 |
|
0.618 |
145-07 |
|
0.500 |
145-02 |
|
0.382 |
144-30 |
|
LOW |
144-17 |
|
0.618 |
143-27 |
|
1.000 |
143-14 |
|
1.618 |
142-24 |
|
2.618 |
141-21 |
|
4.250 |
139-28 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
145-09 |
144-30 |
| PP |
145-06 |
144-15 |
| S1 |
145-02 |
144-00 |
|