ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
146-14 |
145-06 |
-1-08 |
-0.9% |
146-28 |
| High |
146-28 |
145-27 |
-1-01 |
-0.7% |
147-30 |
| Low |
144-28 |
144-19 |
-0-09 |
-0.2% |
144-19 |
| Close |
145-06 |
145-25 |
0-19 |
0.4% |
145-25 |
| Range |
2-00 |
1-08 |
-0-24 |
-37.5% |
3-11 |
| ATR |
1-06 |
1-07 |
0-00 |
0.3% |
0-00 |
| Volume |
7,902 |
199 |
-7,703 |
-97.5% |
17,632 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-05 |
148-23 |
146-15 |
|
| R3 |
147-29 |
147-15 |
146-04 |
|
| R2 |
146-21 |
146-21 |
146-00 |
|
| R1 |
146-07 |
146-07 |
145-29 |
146-14 |
| PP |
145-13 |
145-13 |
145-13 |
145-16 |
| S1 |
144-31 |
144-31 |
145-21 |
145-06 |
| S2 |
144-05 |
144-05 |
145-18 |
|
| S3 |
142-29 |
143-23 |
145-14 |
|
| S4 |
141-21 |
142-15 |
145-03 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-04 |
154-10 |
147-20 |
|
| R3 |
152-25 |
150-31 |
146-22 |
|
| R2 |
149-14 |
149-14 |
146-13 |
|
| R1 |
147-20 |
147-20 |
146-03 |
146-28 |
| PP |
146-03 |
146-03 |
146-03 |
145-23 |
| S1 |
144-09 |
144-09 |
145-15 |
143-16 |
| S2 |
142-24 |
142-24 |
145-05 |
|
| S3 |
139-13 |
140-30 |
144-28 |
|
| S4 |
136-02 |
137-19 |
143-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-30 |
144-19 |
3-11 |
2.3% |
1-11 |
0.9% |
36% |
False |
True |
3,526 |
| 10 |
147-30 |
142-13 |
5-17 |
3.8% |
1-10 |
0.9% |
61% |
False |
False |
4,208 |
| 20 |
147-30 |
141-12 |
6-18 |
4.5% |
1-04 |
0.8% |
67% |
False |
False |
116,744 |
| 40 |
147-30 |
140-08 |
7-22 |
5.3% |
1-02 |
0.7% |
72% |
False |
False |
206,809 |
| 60 |
148-00 |
137-05 |
10-27 |
7.4% |
1-06 |
0.8% |
80% |
False |
False |
295,251 |
| 80 |
148-00 |
135-13 |
12-19 |
8.6% |
1-05 |
0.8% |
82% |
False |
False |
312,026 |
| 100 |
148-00 |
134-31 |
13-01 |
8.9% |
1-03 |
0.8% |
83% |
False |
False |
258,738 |
| 120 |
148-00 |
133-01 |
14-31 |
10.3% |
1-01 |
0.7% |
85% |
False |
False |
215,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-05 |
|
2.618 |
149-04 |
|
1.618 |
147-28 |
|
1.000 |
147-03 |
|
0.618 |
146-20 |
|
HIGH |
145-27 |
|
0.618 |
145-12 |
|
0.500 |
145-07 |
|
0.382 |
145-02 |
|
LOW |
144-19 |
|
0.618 |
143-26 |
|
1.000 |
143-11 |
|
1.618 |
142-18 |
|
2.618 |
141-10 |
|
4.250 |
139-09 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
145-19 |
146-00 |
| PP |
145-13 |
145-30 |
| S1 |
145-07 |
145-28 |
|