ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
146-22 |
147-11 |
0-21 |
0.4% |
142-26 |
| High |
147-30 |
147-14 |
-0-16 |
-0.3% |
147-00 |
| Low |
146-22 |
146-04 |
-0-18 |
-0.4% |
142-13 |
| Close |
147-07 |
146-05 |
-1-02 |
-0.7% |
146-20 |
| Range |
1-08 |
1-10 |
0-02 |
5.0% |
4-19 |
| ATR |
1-04 |
1-05 |
0-00 |
1.2% |
0-00 |
| Volume |
4,593 |
2,299 |
-2,294 |
-49.9% |
24,455 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-16 |
149-21 |
146-28 |
|
| R3 |
149-06 |
148-11 |
146-17 |
|
| R2 |
147-28 |
147-28 |
146-13 |
|
| R1 |
147-01 |
147-01 |
146-09 |
146-26 |
| PP |
146-18 |
146-18 |
146-18 |
146-15 |
| S1 |
145-23 |
145-23 |
146-01 |
145-16 |
| S2 |
145-08 |
145-08 |
145-29 |
|
| S3 |
143-30 |
144-13 |
145-25 |
|
| S4 |
142-20 |
143-03 |
145-14 |
|
|
| 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 |
147-30 |
144-26 |
3-04 |
2.1% |
1-05 |
0.8% |
43% |
False |
False |
2,897 |
| 10 |
147-30 |
142-13 |
5-17 |
3.8% |
1-07 |
0.8% |
68% |
False |
False |
5,538 |
| 20 |
147-30 |
141-00 |
6-30 |
4.7% |
1-02 |
0.7% |
74% |
False |
False |
152,984 |
| 40 |
147-30 |
140-08 |
7-22 |
5.3% |
1-01 |
0.7% |
77% |
False |
False |
225,145 |
| 60 |
148-00 |
136-26 |
11-06 |
7.7% |
1-06 |
0.8% |
84% |
False |
False |
305,706 |
| 80 |
148-00 |
135-13 |
12-19 |
8.6% |
1-04 |
0.8% |
85% |
False |
False |
321,796 |
| 100 |
148-00 |
134-31 |
13-01 |
8.9% |
1-03 |
0.7% |
86% |
False |
False |
258,669 |
| 120 |
148-00 |
133-01 |
14-31 |
10.2% |
1-00 |
0.7% |
88% |
False |
False |
215,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-00 |
|
2.618 |
150-28 |
|
1.618 |
149-18 |
|
1.000 |
148-24 |
|
0.618 |
148-08 |
|
HIGH |
147-14 |
|
0.618 |
146-30 |
|
0.500 |
146-25 |
|
0.382 |
146-20 |
|
LOW |
146-04 |
|
0.618 |
145-10 |
|
1.000 |
144-26 |
|
1.618 |
144-00 |
|
2.618 |
142-22 |
|
4.250 |
140-18 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
146-25 |
147-01 |
| PP |
146-18 |
146-24 |
| S1 |
146-12 |
146-14 |
|