ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
140-01 |
139-24 |
-0-09 |
-0.2% |
140-05 |
| High |
140-01 |
139-29 |
-0-04 |
-0.1% |
140-22 |
| Low |
139-11 |
139-00 |
-0-11 |
-0.2% |
139-04 |
| Close |
139-21 |
139-07 |
-0-14 |
-0.3% |
139-20 |
| Range |
0-22 |
0-29 |
0-07 |
31.8% |
1-18 |
| ATR |
1-00 |
0-31 |
0-00 |
-0.6% |
0-00 |
| Volume |
1,057 |
931 |
-126 |
-11.9% |
2,524 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-03 |
141-18 |
139-23 |
|
| R3 |
141-06 |
140-21 |
139-15 |
|
| R2 |
140-09 |
140-09 |
139-12 |
|
| R1 |
139-24 |
139-24 |
139-10 |
139-18 |
| PP |
139-12 |
139-12 |
139-12 |
139-09 |
| S1 |
138-27 |
138-27 |
139-04 |
138-21 |
| S2 |
138-15 |
138-15 |
139-02 |
|
| S3 |
137-18 |
137-30 |
138-31 |
|
| S4 |
136-21 |
137-01 |
138-23 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-16 |
143-20 |
140-16 |
|
| R3 |
142-30 |
142-02 |
140-02 |
|
| R2 |
141-12 |
141-12 |
139-29 |
|
| R1 |
140-16 |
140-16 |
139-25 |
140-05 |
| PP |
139-26 |
139-26 |
139-26 |
139-20 |
| S1 |
138-30 |
138-30 |
139-15 |
138-19 |
| S2 |
138-08 |
138-08 |
139-11 |
|
| S3 |
136-22 |
137-12 |
139-06 |
|
| S4 |
135-04 |
135-26 |
138-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-09 |
139-00 |
1-09 |
0.9% |
0-25 |
0.6% |
17% |
False |
True |
1,008 |
| 10 |
141-00 |
139-00 |
2-00 |
1.4% |
0-25 |
0.6% |
11% |
False |
True |
648 |
| 20 |
146-16 |
139-00 |
7-16 |
5.4% |
1-06 |
0.8% |
3% |
False |
True |
552 |
| 40 |
146-16 |
134-00 |
12-16 |
9.0% |
0-29 |
0.7% |
42% |
False |
False |
289 |
| 60 |
146-16 |
134-00 |
12-16 |
9.0% |
0-21 |
0.5% |
42% |
False |
False |
193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-24 |
|
2.618 |
142-09 |
|
1.618 |
141-12 |
|
1.000 |
140-26 |
|
0.618 |
140-15 |
|
HIGH |
139-29 |
|
0.618 |
139-18 |
|
0.500 |
139-14 |
|
0.382 |
139-11 |
|
LOW |
139-00 |
|
0.618 |
138-14 |
|
1.000 |
138-03 |
|
1.618 |
137-17 |
|
2.618 |
136-20 |
|
4.250 |
135-05 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-14 |
139-20 |
| PP |
139-12 |
139-16 |
| S1 |
139-10 |
139-12 |
|