ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
145-09 |
145-02 |
-0-07 |
-0.2% |
141-14 |
| High |
145-24 |
146-19 |
0-27 |
0.6% |
145-18 |
| Low |
144-23 |
145-00 |
0-09 |
0.2% |
140-30 |
| Close |
145-03 |
145-25 |
0-22 |
0.5% |
145-06 |
| Range |
1-01 |
1-19 |
0-18 |
54.5% |
4-20 |
| ATR |
1-03 |
1-04 |
0-01 |
3.3% |
0-00 |
| Volume |
396,553 |
452,553 |
56,000 |
14.1% |
2,045,010 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-18 |
149-25 |
146-21 |
|
| R3 |
148-31 |
148-06 |
146-07 |
|
| R2 |
147-12 |
147-12 |
146-02 |
|
| R1 |
146-19 |
146-19 |
145-30 |
147-00 |
| PP |
145-25 |
145-25 |
145-25 |
146-00 |
| S1 |
145-00 |
145-00 |
145-20 |
145-12 |
| S2 |
144-06 |
144-06 |
145-16 |
|
| S3 |
142-19 |
143-13 |
145-11 |
|
| S4 |
141-00 |
141-26 |
144-29 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-25 |
156-03 |
147-23 |
|
| R3 |
153-05 |
151-15 |
146-15 |
|
| R2 |
148-17 |
148-17 |
146-01 |
|
| R1 |
146-27 |
146-27 |
145-20 |
147-22 |
| PP |
143-29 |
143-29 |
143-29 |
144-10 |
| S1 |
142-07 |
142-07 |
144-24 |
143-02 |
| S2 |
139-09 |
139-09 |
144-11 |
|
| S3 |
134-21 |
137-19 |
143-29 |
|
| S4 |
130-01 |
132-31 |
142-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-19 |
143-01 |
3-18 |
2.4% |
1-08 |
0.8% |
77% |
True |
False |
434,043 |
| 10 |
146-19 |
140-26 |
5-25 |
4.0% |
1-07 |
0.8% |
86% |
True |
False |
393,900 |
| 20 |
146-19 |
139-19 |
7-00 |
4.8% |
1-02 |
0.7% |
88% |
True |
False |
307,017 |
| 40 |
146-19 |
138-28 |
7-23 |
5.3% |
0-31 |
0.7% |
89% |
True |
False |
153,911 |
| 60 |
146-19 |
135-10 |
11-09 |
7.7% |
1-01 |
0.7% |
93% |
True |
False |
102,656 |
| 80 |
146-19 |
134-00 |
12-19 |
8.6% |
0-26 |
0.6% |
94% |
True |
False |
76,992 |
| 100 |
146-19 |
134-00 |
12-19 |
8.6% |
0-22 |
0.5% |
94% |
True |
False |
61,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-12 |
|
2.618 |
150-25 |
|
1.618 |
149-06 |
|
1.000 |
148-06 |
|
0.618 |
147-19 |
|
HIGH |
146-19 |
|
0.618 |
146-00 |
|
0.500 |
145-26 |
|
0.382 |
145-19 |
|
LOW |
145-00 |
|
0.618 |
144-00 |
|
1.000 |
143-13 |
|
1.618 |
142-13 |
|
2.618 |
140-26 |
|
4.250 |
138-07 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
145-26 |
145-21 |
| PP |
145-25 |
145-18 |
| S1 |
145-25 |
145-14 |
|