ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
140-19 |
140-21 |
0-02 |
0.0% |
140-07 |
| High |
140-25 |
141-19 |
0-26 |
0.6% |
140-26 |
| Low |
140-05 |
140-18 |
0-13 |
0.3% |
139-19 |
| Close |
140-20 |
141-17 |
0-29 |
0.6% |
140-18 |
| Range |
0-20 |
1-01 |
0-13 |
65.0% |
1-07 |
| ATR |
0-29 |
0-29 |
0-00 |
1.0% |
0-00 |
| Volume |
107,940 |
684,778 |
576,838 |
534.4% |
52,351 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-10 |
143-31 |
142-03 |
|
| R3 |
143-09 |
142-30 |
141-26 |
|
| R2 |
142-08 |
142-08 |
141-23 |
|
| R1 |
141-29 |
141-29 |
141-20 |
142-02 |
| PP |
141-07 |
141-07 |
141-07 |
141-10 |
| S1 |
140-28 |
140-28 |
141-14 |
141-02 |
| S2 |
140-06 |
140-06 |
141-11 |
|
| S3 |
139-05 |
139-27 |
141-08 |
|
| S4 |
138-04 |
138-26 |
140-31 |
|
|
| 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 |
141-19 |
139-19 |
2-00 |
1.4% |
0-27 |
0.6% |
97% |
True |
False |
168,162 |
| 10 |
141-19 |
139-11 |
2-08 |
1.6% |
0-26 |
0.6% |
97% |
True |
False |
84,657 |
| 20 |
141-19 |
138-28 |
2-23 |
1.9% |
0-27 |
0.6% |
98% |
True |
False |
42,790 |
| 40 |
146-16 |
137-00 |
9-16 |
6.7% |
1-01 |
0.7% |
48% |
False |
False |
21,544 |
| 60 |
146-16 |
134-00 |
12-16 |
8.8% |
0-26 |
0.6% |
60% |
False |
False |
14,365 |
| 80 |
146-16 |
134-00 |
12-16 |
8.8% |
0-20 |
0.5% |
60% |
False |
False |
10,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-31 |
|
2.618 |
144-09 |
|
1.618 |
143-08 |
|
1.000 |
142-20 |
|
0.618 |
142-07 |
|
HIGH |
141-19 |
|
0.618 |
141-06 |
|
0.500 |
141-02 |
|
0.382 |
140-31 |
|
LOW |
140-18 |
|
0.618 |
139-30 |
|
1.000 |
139-17 |
|
1.618 |
138-29 |
|
2.618 |
137-28 |
|
4.250 |
136-06 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-12 |
141-09 |
| PP |
141-07 |
141-01 |
| S1 |
141-02 |
140-24 |
|