ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
139-21 |
140-02 |
0-13 |
0.3% |
140-07 |
| High |
140-21 |
140-21 |
0-00 |
0.0% |
140-26 |
| Low |
139-20 |
139-30 |
0-10 |
0.2% |
139-19 |
| Close |
140-04 |
140-18 |
0-14 |
0.3% |
140-18 |
| Range |
1-01 |
0-23 |
-0-10 |
-30.3% |
1-07 |
| ATR |
0-30 |
0-30 |
-0-01 |
-1.7% |
0-00 |
| Volume |
8,973 |
32,173 |
23,200 |
258.6% |
52,351 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-17 |
142-09 |
140-31 |
|
| R3 |
141-26 |
141-18 |
140-24 |
|
| R2 |
141-03 |
141-03 |
140-22 |
|
| R1 |
140-27 |
140-27 |
140-20 |
140-31 |
| PP |
140-12 |
140-12 |
140-12 |
140-14 |
| S1 |
140-04 |
140-04 |
140-16 |
140-08 |
| S2 |
139-21 |
139-21 |
140-14 |
|
| S3 |
138-30 |
139-13 |
140-12 |
|
| S4 |
138-07 |
138-22 |
140-05 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-31 |
143-16 |
141-07 |
|
| R3 |
142-24 |
142-09 |
140-29 |
|
| R2 |
141-17 |
141-17 |
140-25 |
|
| R1 |
141-02 |
141-02 |
140-22 |
141-10 |
| PP |
140-10 |
140-10 |
140-10 |
140-14 |
| S1 |
139-27 |
139-27 |
140-14 |
140-02 |
| S2 |
139-03 |
139-03 |
140-11 |
|
| S3 |
137-28 |
138-20 |
140-07 |
|
| S4 |
136-21 |
137-13 |
139-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-26 |
139-19 |
1-07 |
0.9% |
0-27 |
0.6% |
79% |
False |
False |
10,470 |
| 10 |
140-26 |
139-07 |
1-19 |
1.1% |
0-26 |
0.6% |
84% |
False |
False |
5,599 |
| 20 |
140-26 |
138-28 |
1-30 |
1.4% |
0-27 |
0.6% |
87% |
False |
False |
3,190 |
| 40 |
146-16 |
136-00 |
10-16 |
7.5% |
1-01 |
0.7% |
43% |
False |
False |
1,727 |
| 60 |
146-16 |
134-00 |
12-16 |
8.9% |
0-25 |
0.6% |
53% |
False |
False |
1,153 |
| 80 |
146-16 |
134-00 |
12-16 |
8.9% |
0-20 |
0.4% |
53% |
False |
False |
865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-23 |
|
2.618 |
142-17 |
|
1.618 |
141-26 |
|
1.000 |
141-12 |
|
0.618 |
141-03 |
|
HIGH |
140-21 |
|
0.618 |
140-12 |
|
0.500 |
140-10 |
|
0.382 |
140-07 |
|
LOW |
139-30 |
|
0.618 |
139-16 |
|
1.000 |
139-07 |
|
1.618 |
138-25 |
|
2.618 |
138-02 |
|
4.250 |
136-28 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140-15 |
140-13 |
| PP |
140-12 |
140-09 |
| S1 |
140-10 |
140-04 |
|