ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
139-14 |
139-26 |
0-12 |
0.3% |
140-14 |
| High |
140-00 |
140-10 |
0-10 |
0.2% |
140-22 |
| Low |
139-11 |
139-14 |
0-03 |
0.1% |
139-07 |
| Close |
139-26 |
140-08 |
0-14 |
0.3% |
140-08 |
| Range |
0-21 |
0-28 |
0-07 |
33.3% |
1-15 |
| ATR |
0-31 |
0-31 |
0-00 |
-0.7% |
0-00 |
| Volume |
323 |
984 |
661 |
204.6% |
3,640 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-20 |
142-10 |
140-23 |
|
| R3 |
141-24 |
141-14 |
140-16 |
|
| R2 |
140-28 |
140-28 |
140-13 |
|
| R1 |
140-18 |
140-18 |
140-11 |
140-23 |
| PP |
140-00 |
140-00 |
140-00 |
140-02 |
| S1 |
139-22 |
139-22 |
140-05 |
139-27 |
| S2 |
139-04 |
139-04 |
140-03 |
|
| S3 |
138-08 |
138-26 |
140-00 |
|
| S4 |
137-12 |
137-30 |
139-25 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-15 |
143-26 |
141-02 |
|
| R3 |
143-00 |
142-11 |
140-21 |
|
| R2 |
141-17 |
141-17 |
140-17 |
|
| R1 |
140-28 |
140-28 |
140-12 |
140-15 |
| PP |
140-02 |
140-02 |
140-02 |
139-27 |
| S1 |
139-13 |
139-13 |
140-04 |
139-00 |
| S2 |
138-19 |
138-19 |
139-31 |
|
| S3 |
137-04 |
137-30 |
139-27 |
|
| S4 |
135-21 |
136-15 |
139-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-22 |
139-07 |
1-15 |
1.0% |
0-25 |
0.6% |
70% |
False |
False |
728 |
| 10 |
140-22 |
138-28 |
1-26 |
1.3% |
0-28 |
0.6% |
76% |
False |
False |
894 |
| 20 |
142-06 |
138-28 |
3-10 |
2.4% |
0-28 |
0.6% |
42% |
False |
False |
701 |
| 40 |
146-16 |
135-10 |
11-06 |
8.0% |
0-31 |
0.7% |
44% |
False |
False |
420 |
| 60 |
146-16 |
134-00 |
12-16 |
8.9% |
0-23 |
0.5% |
50% |
False |
False |
280 |
| 80 |
146-16 |
134-00 |
12-16 |
8.9% |
0-18 |
0.4% |
50% |
False |
False |
210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-01 |
|
2.618 |
142-19 |
|
1.618 |
141-23 |
|
1.000 |
141-06 |
|
0.618 |
140-27 |
|
HIGH |
140-10 |
|
0.618 |
139-31 |
|
0.500 |
139-28 |
|
0.382 |
139-25 |
|
LOW |
139-14 |
|
0.618 |
138-29 |
|
1.000 |
138-18 |
|
1.618 |
138-01 |
|
2.618 |
137-05 |
|
4.250 |
135-23 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140-04 |
140-04 |
| PP |
140-00 |
139-31 |
| S1 |
139-28 |
139-26 |
|