ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
145-27 |
146-28 |
1-01 |
0.7% |
142-26 |
| High |
147-00 |
147-06 |
0-06 |
0.1% |
147-00 |
| Low |
145-27 |
146-09 |
0-14 |
0.3% |
142-13 |
| Close |
146-20 |
146-17 |
-0-03 |
-0.1% |
146-20 |
| Range |
1-05 |
0-29 |
-0-08 |
-21.6% |
4-19 |
| ATR |
1-04 |
1-03 |
0-00 |
-1.4% |
0-00 |
| Volume |
2,169 |
2,639 |
470 |
21.7% |
24,455 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-12 |
148-28 |
147-01 |
|
| R3 |
148-15 |
147-31 |
146-25 |
|
| R2 |
147-18 |
147-18 |
146-22 |
|
| R1 |
147-02 |
147-02 |
146-20 |
146-28 |
| PP |
146-21 |
146-21 |
146-21 |
146-18 |
| S1 |
146-05 |
146-05 |
146-14 |
145-30 |
| S2 |
145-24 |
145-24 |
146-12 |
|
| S3 |
144-27 |
145-08 |
146-09 |
|
| S4 |
143-30 |
144-11 |
146-01 |
|
|
| 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 |
147-06 |
143-27 |
3-11 |
2.3% |
1-03 |
0.7% |
80% |
True |
False |
2,924 |
| 10 |
147-06 |
142-09 |
4-29 |
3.3% |
1-04 |
0.8% |
87% |
True |
False |
10,861 |
| 20 |
147-06 |
141-00 |
6-06 |
4.2% |
1-01 |
0.7% |
89% |
True |
False |
176,521 |
| 40 |
147-06 |
140-08 |
6-30 |
4.7% |
1-01 |
0.7% |
91% |
True |
False |
241,943 |
| 60 |
148-00 |
136-20 |
11-12 |
7.8% |
1-05 |
0.8% |
87% |
False |
False |
315,018 |
| 80 |
148-00 |
135-13 |
12-19 |
8.6% |
1-04 |
0.8% |
88% |
False |
False |
322,567 |
| 100 |
148-00 |
134-31 |
13-01 |
8.9% |
1-03 |
0.7% |
89% |
False |
False |
258,608 |
| 120 |
148-00 |
133-01 |
14-31 |
10.2% |
1-00 |
0.7% |
90% |
False |
False |
215,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-01 |
|
2.618 |
149-18 |
|
1.618 |
148-21 |
|
1.000 |
148-03 |
|
0.618 |
147-24 |
|
HIGH |
147-06 |
|
0.618 |
146-27 |
|
0.500 |
146-24 |
|
0.382 |
146-20 |
|
LOW |
146-09 |
|
0.618 |
145-23 |
|
1.000 |
145-12 |
|
1.618 |
144-26 |
|
2.618 |
143-29 |
|
4.250 |
142-14 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
146-24 |
146-11 |
| PP |
146-21 |
146-06 |
| S1 |
146-19 |
146-00 |
|