ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
143-08 |
143-11 |
0-03 |
0.1% |
144-19 |
| High |
143-23 |
144-09 |
0-18 |
0.4% |
144-25 |
| Low |
143-02 |
143-07 |
0-05 |
0.1% |
142-11 |
| Close |
143-12 |
144-00 |
0-20 |
0.4% |
143-12 |
| Range |
0-21 |
1-02 |
0-13 |
61.9% |
2-14 |
| ATR |
1-07 |
1-06 |
0-00 |
-0.8% |
0-00 |
| Volume |
53,552 |
128,045 |
74,493 |
139.1% |
458,780 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-01 |
146-18 |
144-19 |
|
| R3 |
145-31 |
145-16 |
144-09 |
|
| R2 |
144-29 |
144-29 |
144-06 |
|
| R1 |
144-14 |
144-14 |
144-03 |
144-22 |
| PP |
143-27 |
143-27 |
143-27 |
143-30 |
| S1 |
143-12 |
143-12 |
143-29 |
143-20 |
| S2 |
142-25 |
142-25 |
143-26 |
|
| S3 |
141-23 |
142-10 |
143-23 |
|
| S4 |
140-21 |
141-08 |
143-13 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-26 |
149-17 |
144-23 |
|
| R3 |
148-12 |
147-03 |
144-01 |
|
| R2 |
145-30 |
145-30 |
143-26 |
|
| R1 |
144-21 |
144-21 |
143-19 |
144-02 |
| PP |
143-16 |
143-16 |
143-16 |
143-07 |
| S1 |
142-07 |
142-07 |
143-05 |
141-20 |
| S2 |
141-02 |
141-02 |
142-30 |
|
| S3 |
138-20 |
139-25 |
142-23 |
|
| S4 |
136-06 |
137-11 |
142-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-25 |
142-11 |
2-14 |
1.7% |
1-03 |
0.8% |
68% |
False |
False |
117,365 |
| 10 |
146-19 |
142-11 |
4-08 |
3.0% |
1-10 |
0.9% |
39% |
False |
False |
244,481 |
| 20 |
146-19 |
140-26 |
5-25 |
4.0% |
1-09 |
0.9% |
55% |
False |
False |
315,702 |
| 40 |
146-19 |
138-28 |
7-23 |
5.4% |
1-02 |
0.7% |
66% |
False |
False |
193,715 |
| 60 |
146-19 |
137-00 |
9-19 |
6.7% |
1-03 |
0.8% |
73% |
False |
False |
129,248 |
| 80 |
146-19 |
134-00 |
12-19 |
8.7% |
0-30 |
0.7% |
79% |
False |
False |
96,939 |
| 100 |
146-19 |
134-00 |
12-19 |
8.7% |
0-25 |
0.5% |
79% |
False |
False |
77,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-26 |
|
2.618 |
147-02 |
|
1.618 |
146-00 |
|
1.000 |
145-11 |
|
0.618 |
144-30 |
|
HIGH |
144-09 |
|
0.618 |
143-28 |
|
0.500 |
143-24 |
|
0.382 |
143-20 |
|
LOW |
143-07 |
|
0.618 |
142-18 |
|
1.000 |
142-05 |
|
1.618 |
141-16 |
|
2.618 |
140-14 |
|
4.250 |
138-22 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143-29 |
143-25 |
| PP |
143-27 |
143-17 |
| S1 |
143-24 |
143-10 |
|