ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
140-07 |
139-31 |
-0-08 |
-0.2% |
140-14 |
| High |
140-26 |
140-14 |
-0-12 |
-0.3% |
140-22 |
| Low |
139-23 |
139-29 |
0-06 |
0.1% |
139-07 |
| Close |
139-30 |
140-08 |
0-10 |
0.2% |
140-08 |
| Range |
1-03 |
0-17 |
-0-18 |
-51.4% |
1-15 |
| ATR |
0-31 |
0-30 |
-0-01 |
-3.2% |
0-00 |
| Volume |
2,231 |
2,027 |
-204 |
-9.1% |
3,640 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-25 |
141-18 |
140-17 |
|
| R3 |
141-08 |
141-01 |
140-13 |
|
| R2 |
140-23 |
140-23 |
140-11 |
|
| R1 |
140-16 |
140-16 |
140-10 |
140-20 |
| PP |
140-06 |
140-06 |
140-06 |
140-08 |
| S1 |
139-31 |
139-31 |
140-06 |
140-02 |
| S2 |
139-21 |
139-21 |
140-05 |
|
| S3 |
139-04 |
139-14 |
140-03 |
|
| S4 |
138-19 |
138-29 |
139-31 |
|
|
| 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 |
140-26 |
139-11 |
1-15 |
1.0% |
0-26 |
0.6% |
62% |
False |
False |
1,151 |
| 10 |
140-26 |
138-28 |
1-30 |
1.4% |
0-28 |
0.6% |
71% |
False |
False |
1,150 |
| 20 |
141-10 |
138-28 |
2-14 |
1.7% |
0-27 |
0.6% |
56% |
False |
False |
890 |
| 40 |
146-16 |
135-10 |
11-06 |
8.0% |
1-00 |
0.7% |
44% |
False |
False |
526 |
| 60 |
146-16 |
134-00 |
12-16 |
8.9% |
0-24 |
0.5% |
50% |
False |
False |
351 |
| 80 |
146-16 |
134-00 |
12-16 |
8.9% |
0-19 |
0.4% |
50% |
False |
False |
264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-22 |
|
2.618 |
141-27 |
|
1.618 |
141-10 |
|
1.000 |
140-31 |
|
0.618 |
140-25 |
|
HIGH |
140-14 |
|
0.618 |
140-08 |
|
0.500 |
140-06 |
|
0.382 |
140-03 |
|
LOW |
139-29 |
|
0.618 |
139-18 |
|
1.000 |
139-12 |
|
1.618 |
139-01 |
|
2.618 |
138-16 |
|
4.250 |
137-21 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140-07 |
140-07 |
| PP |
140-06 |
140-05 |
| S1 |
140-06 |
140-04 |
|