ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
147-11 |
146-14 |
-0-29 |
-0.6% |
142-26 |
| High |
147-14 |
146-28 |
-0-18 |
-0.4% |
147-00 |
| Low |
146-04 |
144-28 |
-1-08 |
-0.9% |
142-13 |
| Close |
146-05 |
145-06 |
-0-31 |
-0.7% |
146-20 |
| Range |
1-10 |
2-00 |
0-22 |
52.4% |
4-19 |
| ATR |
1-05 |
1-06 |
0-02 |
5.4% |
0-00 |
| Volume |
2,299 |
7,902 |
5,603 |
243.7% |
24,455 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-21 |
150-13 |
146-09 |
|
| R3 |
149-21 |
148-13 |
145-24 |
|
| R2 |
147-21 |
147-21 |
145-18 |
|
| R1 |
146-13 |
146-13 |
145-12 |
146-01 |
| PP |
145-21 |
145-21 |
145-21 |
145-14 |
| S1 |
144-13 |
144-13 |
145-00 |
144-01 |
| S2 |
143-21 |
143-21 |
144-26 |
|
| S3 |
141-21 |
142-13 |
144-20 |
|
| S4 |
139-21 |
140-13 |
144-03 |
|
|
| 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 |
144-28 |
3-02 |
2.1% |
1-10 |
0.9% |
10% |
False |
True |
3,920 |
| 10 |
147-30 |
142-13 |
5-17 |
3.8% |
1-10 |
0.9% |
50% |
False |
False |
5,524 |
| 20 |
147-30 |
141-02 |
6-28 |
4.7% |
1-04 |
0.8% |
60% |
False |
False |
135,739 |
| 40 |
147-30 |
140-08 |
7-22 |
5.3% |
1-02 |
0.7% |
64% |
False |
False |
216,106 |
| 60 |
148-00 |
136-26 |
11-06 |
7.7% |
1-06 |
0.8% |
75% |
False |
False |
301,385 |
| 80 |
148-00 |
135-13 |
12-19 |
8.7% |
1-04 |
0.8% |
78% |
False |
False |
318,281 |
| 100 |
148-00 |
134-31 |
13-01 |
9.0% |
1-03 |
0.8% |
78% |
False |
False |
258,743 |
| 120 |
148-00 |
133-01 |
14-31 |
10.3% |
1-01 |
0.7% |
81% |
False |
False |
215,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-12 |
|
2.618 |
152-04 |
|
1.618 |
150-04 |
|
1.000 |
148-28 |
|
0.618 |
148-04 |
|
HIGH |
146-28 |
|
0.618 |
146-04 |
|
0.500 |
145-28 |
|
0.382 |
145-20 |
|
LOW |
144-28 |
|
0.618 |
143-20 |
|
1.000 |
142-28 |
|
1.618 |
141-20 |
|
2.618 |
139-20 |
|
4.250 |
136-12 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
145-28 |
146-13 |
| PP |
145-21 |
146-00 |
| S1 |
145-13 |
145-19 |
|