ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
153-25 |
154-20 |
0-27 |
0.5% |
154-20 |
| High |
155-02 |
156-10 |
1-08 |
0.8% |
155-00 |
| Low |
153-20 |
154-20 |
1-00 |
0.7% |
152-02 |
| Close |
154-29 |
155-22 |
0-25 |
0.5% |
153-12 |
| Range |
1-14 |
1-22 |
0-08 |
17.4% |
2-30 |
| ATR |
1-06 |
1-07 |
0-01 |
3.0% |
0-00 |
| Volume |
117 |
123 |
6 |
5.1% |
544 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-19 |
159-27 |
156-20 |
|
| R3 |
158-29 |
158-05 |
156-05 |
|
| R2 |
157-07 |
157-07 |
156-00 |
|
| R1 |
156-15 |
156-15 |
155-27 |
156-27 |
| PP |
155-17 |
155-17 |
155-17 |
155-24 |
| S1 |
154-25 |
154-25 |
155-17 |
155-05 |
| S2 |
153-27 |
153-27 |
155-12 |
|
| S3 |
152-05 |
153-03 |
155-07 |
|
| S4 |
150-15 |
151-13 |
154-24 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-09 |
160-25 |
155-00 |
|
| R3 |
159-11 |
157-27 |
154-06 |
|
| R2 |
156-13 |
156-13 |
153-29 |
|
| R1 |
154-29 |
154-29 |
153-21 |
154-06 |
| PP |
153-15 |
153-15 |
153-15 |
153-04 |
| S1 |
151-31 |
151-31 |
153-03 |
151-08 |
| S2 |
150-17 |
150-17 |
152-27 |
|
| S3 |
147-19 |
149-01 |
152-18 |
|
| S4 |
144-21 |
146-03 |
151-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-16 |
|
2.618 |
160-23 |
|
1.618 |
159-01 |
|
1.000 |
158-00 |
|
0.618 |
157-11 |
|
HIGH |
156-10 |
|
0.618 |
155-21 |
|
0.500 |
155-15 |
|
0.382 |
155-09 |
|
LOW |
154-20 |
|
0.618 |
153-19 |
|
1.000 |
152-30 |
|
1.618 |
151-29 |
|
2.618 |
150-07 |
|
4.250 |
147-14 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
155-20 |
155-10 |
| PP |
155-17 |
154-29 |
| S1 |
155-15 |
154-16 |
|