ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
141-08 |
142-10 |
1-02 |
0.8% |
137-29 |
| High |
146-16 |
144-08 |
-2-08 |
-1.5% |
140-06 |
| Low |
141-02 |
141-27 |
0-25 |
0.6% |
137-28 |
| Close |
142-28 |
141-28 |
-1-00 |
-0.7% |
139-25 |
| Range |
5-14 |
2-13 |
-3-01 |
-55.7% |
2-10 |
| ATR |
1-04 |
1-07 |
0-03 |
8.2% |
0-00 |
| Volume |
96 |
1,442 |
1,346 |
1,402.1% |
331 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-28 |
148-09 |
143-06 |
|
| R3 |
147-15 |
145-28 |
142-17 |
|
| R2 |
145-02 |
145-02 |
142-10 |
|
| R1 |
143-15 |
143-15 |
142-03 |
143-02 |
| PP |
142-21 |
142-21 |
142-21 |
142-14 |
| S1 |
141-02 |
141-02 |
141-21 |
140-21 |
| S2 |
140-08 |
140-08 |
141-14 |
|
| S3 |
137-27 |
138-21 |
141-07 |
|
| S4 |
135-14 |
136-08 |
140-18 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-07 |
145-10 |
141-02 |
|
| R3 |
143-29 |
143-00 |
140-13 |
|
| R2 |
141-19 |
141-19 |
140-07 |
|
| R1 |
140-22 |
140-22 |
140-00 |
141-04 |
| PP |
139-09 |
139-09 |
139-09 |
139-16 |
| S1 |
138-12 |
138-12 |
139-18 |
138-26 |
| S2 |
136-31 |
136-31 |
139-11 |
|
| S3 |
134-21 |
136-02 |
139-05 |
|
| S4 |
132-11 |
133-24 |
138-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-16 |
139-08 |
7-08 |
5.1% |
2-03 |
1.5% |
36% |
False |
False |
397 |
| 10 |
146-16 |
137-00 |
9-16 |
6.7% |
1-13 |
1.0% |
51% |
False |
False |
230 |
| 20 |
146-16 |
134-00 |
12-16 |
8.8% |
1-03 |
0.8% |
63% |
False |
False |
123 |
| 40 |
146-16 |
134-00 |
12-16 |
8.8% |
0-20 |
0.4% |
63% |
False |
False |
62 |
| 60 |
146-16 |
134-00 |
12-16 |
8.8% |
0-14 |
0.3% |
63% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-15 |
|
2.618 |
150-18 |
|
1.618 |
148-05 |
|
1.000 |
146-21 |
|
0.618 |
145-24 |
|
HIGH |
144-08 |
|
0.618 |
143-11 |
|
0.500 |
143-02 |
|
0.382 |
142-24 |
|
LOW |
141-27 |
|
0.618 |
140-11 |
|
1.000 |
139-14 |
|
1.618 |
137-30 |
|
2.618 |
135-17 |
|
4.250 |
131-20 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143-02 |
143-20 |
| PP |
142-21 |
143-01 |
| S1 |
142-08 |
142-15 |
|