ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
145-13 |
145-27 |
0-14 |
0.3% |
142-26 |
| High |
145-29 |
147-00 |
1-03 |
0.7% |
147-00 |
| Low |
144-26 |
145-27 |
1-01 |
0.7% |
142-13 |
| Close |
145-17 |
146-20 |
1-03 |
0.8% |
146-20 |
| Range |
1-03 |
1-05 |
0-02 |
5.7% |
4-19 |
| ATR |
1-03 |
1-04 |
0-01 |
2.4% |
0-00 |
| Volume |
2,787 |
2,169 |
-618 |
-22.2% |
24,455 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-31 |
149-14 |
147-08 |
|
| R3 |
148-26 |
148-09 |
146-30 |
|
| R2 |
147-21 |
147-21 |
146-27 |
|
| R1 |
147-04 |
147-04 |
146-23 |
147-12 |
| PP |
146-16 |
146-16 |
146-16 |
146-20 |
| S1 |
145-31 |
145-31 |
146-17 |
146-08 |
| S2 |
145-11 |
145-11 |
146-13 |
|
| S3 |
144-06 |
144-26 |
146-10 |
|
| S4 |
143-01 |
143-21 |
146-00 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-04 |
157-15 |
149-05 |
|
| R3 |
154-17 |
152-28 |
147-28 |
|
| R2 |
149-30 |
149-30 |
147-15 |
|
| R1 |
148-09 |
148-09 |
147-01 |
149-04 |
| PP |
145-11 |
145-11 |
145-11 |
145-24 |
| S1 |
143-22 |
143-22 |
146-07 |
144-16 |
| S2 |
140-24 |
140-24 |
145-25 |
|
| S3 |
136-05 |
139-03 |
145-12 |
|
| S4 |
131-18 |
134-16 |
144-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-00 |
142-13 |
4-19 |
3.1% |
1-08 |
0.9% |
92% |
True |
False |
4,891 |
| 10 |
147-00 |
142-09 |
4-23 |
3.2% |
1-06 |
0.8% |
92% |
True |
False |
18,089 |
| 20 |
147-00 |
140-27 |
6-05 |
4.2% |
1-01 |
0.7% |
94% |
True |
False |
189,895 |
| 40 |
147-00 |
140-08 |
6-24 |
4.6% |
1-02 |
0.7% |
94% |
True |
False |
254,344 |
| 60 |
148-00 |
135-13 |
12-19 |
8.6% |
1-05 |
0.8% |
89% |
False |
False |
320,151 |
| 80 |
148-00 |
135-13 |
12-19 |
8.6% |
1-03 |
0.8% |
89% |
False |
False |
322,678 |
| 100 |
148-00 |
134-31 |
13-01 |
8.9% |
1-03 |
0.7% |
89% |
False |
False |
258,585 |
| 120 |
148-00 |
133-01 |
14-31 |
10.2% |
1-00 |
0.7% |
91% |
False |
False |
215,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-29 |
|
2.618 |
150-01 |
|
1.618 |
148-28 |
|
1.000 |
148-05 |
|
0.618 |
147-23 |
|
HIGH |
147-00 |
|
0.618 |
146-18 |
|
0.500 |
146-14 |
|
0.382 |
146-09 |
|
LOW |
145-27 |
|
0.618 |
145-04 |
|
1.000 |
144-22 |
|
1.618 |
143-31 |
|
2.618 |
142-26 |
|
4.250 |
140-30 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
146-18 |
146-11 |
| PP |
146-16 |
146-02 |
| S1 |
146-14 |
145-24 |
|