ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
137-00 |
136-00 |
-1-00 |
-0.7% |
138-00 |
| High |
137-03 |
136-15 |
-0-20 |
-0.5% |
138-23 |
| Low |
135-25 |
135-26 |
0-01 |
0.0% |
135-25 |
| Close |
135-27 |
136-04 |
0-09 |
0.2% |
135-27 |
| Range |
1-10 |
0-21 |
-0-21 |
-50.0% |
2-30 |
| ATR |
0-31 |
0-30 |
-0-01 |
-2.2% |
0-00 |
| Volume |
451,892 |
240,304 |
-211,588 |
-46.8% |
1,791,080 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-03 |
137-25 |
136-16 |
|
| R3 |
137-14 |
137-04 |
136-10 |
|
| R2 |
136-25 |
136-25 |
136-08 |
|
| R1 |
136-15 |
136-15 |
136-06 |
136-20 |
| PP |
136-04 |
136-04 |
136-04 |
136-07 |
| S1 |
135-26 |
135-26 |
136-02 |
135-31 |
| S2 |
135-15 |
135-15 |
136-00 |
|
| S3 |
134-26 |
135-05 |
135-30 |
|
| S4 |
134-05 |
134-16 |
135-24 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-19 |
143-21 |
137-15 |
|
| R3 |
142-21 |
140-23 |
136-21 |
|
| R2 |
139-23 |
139-23 |
136-12 |
|
| R1 |
137-25 |
137-25 |
136-04 |
137-09 |
| PP |
136-25 |
136-25 |
136-25 |
136-17 |
| S1 |
134-27 |
134-27 |
135-18 |
134-11 |
| S2 |
133-27 |
133-27 |
135-10 |
|
| S3 |
130-29 |
131-29 |
135-01 |
|
| S4 |
127-31 |
128-31 |
134-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138-00 |
135-25 |
2-07 |
1.6% |
0-27 |
0.6% |
15% |
False |
False |
341,886 |
| 10 |
140-04 |
135-25 |
4-11 |
3.2% |
1-01 |
0.8% |
8% |
False |
False |
376,346 |
| 20 |
140-16 |
135-25 |
4-23 |
3.5% |
0-29 |
0.7% |
7% |
False |
False |
275,481 |
| 40 |
140-16 |
134-31 |
5-17 |
4.1% |
0-29 |
0.7% |
21% |
False |
False |
138,255 |
| 60 |
140-16 |
133-01 |
7-15 |
5.5% |
0-25 |
0.6% |
41% |
False |
False |
92,199 |
| 80 |
140-16 |
133-01 |
7-15 |
5.5% |
0-20 |
0.5% |
41% |
False |
False |
69,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-08 |
|
2.618 |
138-06 |
|
1.618 |
137-17 |
|
1.000 |
137-04 |
|
0.618 |
136-28 |
|
HIGH |
136-15 |
|
0.618 |
136-07 |
|
0.500 |
136-04 |
|
0.382 |
136-02 |
|
LOW |
135-26 |
|
0.618 |
135-13 |
|
1.000 |
135-05 |
|
1.618 |
134-24 |
|
2.618 |
134-03 |
|
4.250 |
133-01 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-04 |
136-24 |
| PP |
136-04 |
136-17 |
| S1 |
136-04 |
136-10 |
|