ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
142-10 |
141-30 |
-0-12 |
-0.3% |
140-14 |
| High |
144-08 |
142-10 |
-1-30 |
-1.3% |
146-16 |
| Low |
141-27 |
140-26 |
-1-01 |
-0.7% |
140-05 |
| Close |
141-28 |
141-12 |
-0-16 |
-0.4% |
141-12 |
| Range |
2-13 |
1-16 |
-0-29 |
-37.7% |
6-11 |
| ATR |
1-07 |
1-08 |
0-01 |
1.7% |
0-00 |
| Volume |
1,442 |
297 |
-1,145 |
-79.4% |
2,238 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-00 |
145-06 |
142-06 |
|
| R3 |
144-16 |
143-22 |
141-25 |
|
| R2 |
143-00 |
143-00 |
141-21 |
|
| R1 |
142-06 |
142-06 |
141-16 |
141-27 |
| PP |
141-16 |
141-16 |
141-16 |
141-10 |
| S1 |
140-22 |
140-22 |
141-08 |
140-11 |
| S2 |
140-00 |
140-00 |
141-03 |
|
| S3 |
138-16 |
139-06 |
140-31 |
|
| S4 |
137-00 |
137-22 |
140-18 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-23 |
157-28 |
144-28 |
|
| R3 |
155-12 |
151-17 |
143-04 |
|
| R2 |
149-01 |
149-01 |
142-17 |
|
| R1 |
145-06 |
145-06 |
141-31 |
147-04 |
| PP |
142-22 |
142-22 |
142-22 |
143-20 |
| S1 |
138-27 |
138-27 |
140-25 |
140-24 |
| S2 |
136-11 |
136-11 |
140-07 |
|
| S3 |
130-00 |
132-16 |
139-20 |
|
| S4 |
123-21 |
126-05 |
137-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-16 |
140-05 |
6-11 |
4.5% |
2-06 |
1.6% |
19% |
False |
False |
447 |
| 10 |
146-16 |
137-28 |
8-20 |
6.1% |
1-15 |
1.0% |
41% |
False |
False |
256 |
| 20 |
146-16 |
135-10 |
11-06 |
7.9% |
1-03 |
0.8% |
54% |
False |
False |
138 |
| 40 |
146-16 |
134-00 |
12-16 |
8.8% |
0-21 |
0.5% |
59% |
False |
False |
70 |
| 60 |
146-16 |
134-00 |
12-16 |
8.8% |
0-15 |
0.3% |
59% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-22 |
|
2.618 |
146-08 |
|
1.618 |
144-24 |
|
1.000 |
143-26 |
|
0.618 |
143-08 |
|
HIGH |
142-10 |
|
0.618 |
141-24 |
|
0.500 |
141-18 |
|
0.382 |
141-12 |
|
LOW |
140-26 |
|
0.618 |
139-28 |
|
1.000 |
139-10 |
|
1.618 |
138-12 |
|
2.618 |
136-28 |
|
4.250 |
134-14 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-18 |
143-21 |
| PP |
141-16 |
142-29 |
| S1 |
141-14 |
142-04 |
|