ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 29-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
137-28 |
137-25 |
-0-03 |
-0.1% |
136-24 |
| High |
138-07 |
138-19 |
0-12 |
0.3% |
138-07 |
| Low |
137-05 |
137-18 |
0-13 |
0.3% |
136-20 |
| Close |
137-20 |
138-10 |
0-22 |
0.5% |
137-20 |
| Range |
1-02 |
1-01 |
-0-01 |
-2.9% |
1-19 |
| ATR |
0-30 |
0-31 |
0-00 |
0.6% |
0-00 |
| Volume |
431,334 |
288,250 |
-143,084 |
-33.2% |
1,632,338 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-08 |
140-26 |
138-28 |
|
| R3 |
140-07 |
139-25 |
138-19 |
|
| R2 |
139-06 |
139-06 |
138-16 |
|
| R1 |
138-24 |
138-24 |
138-13 |
138-31 |
| PP |
138-05 |
138-05 |
138-05 |
138-08 |
| S1 |
137-23 |
137-23 |
138-07 |
137-30 |
| S2 |
137-04 |
137-04 |
138-04 |
|
| S3 |
136-03 |
136-22 |
138-01 |
|
| S4 |
135-02 |
135-21 |
137-24 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-09 |
141-17 |
138-16 |
|
| R3 |
140-22 |
139-30 |
138-02 |
|
| R2 |
139-03 |
139-03 |
137-29 |
|
| R1 |
138-11 |
138-11 |
137-25 |
138-23 |
| PP |
137-16 |
137-16 |
137-16 |
137-22 |
| S1 |
136-24 |
136-24 |
137-15 |
137-04 |
| S2 |
135-29 |
135-29 |
137-11 |
|
| S3 |
134-10 |
135-05 |
137-06 |
|
| S4 |
132-23 |
133-18 |
136-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138-19 |
136-22 |
1-29 |
1.4% |
0-31 |
0.7% |
85% |
True |
False |
324,460 |
| 10 |
138-19 |
135-13 |
3-06 |
2.3% |
0-31 |
0.7% |
91% |
True |
False |
335,163 |
| 20 |
140-04 |
135-13 |
4-23 |
3.4% |
1-00 |
0.7% |
62% |
False |
False |
355,754 |
| 40 |
140-16 |
135-13 |
5-03 |
3.7% |
0-30 |
0.7% |
57% |
False |
False |
221,886 |
| 60 |
140-16 |
133-31 |
6-17 |
4.7% |
0-28 |
0.6% |
67% |
False |
False |
148,058 |
| 80 |
140-16 |
133-01 |
7-15 |
5.4% |
0-23 |
0.5% |
71% |
False |
False |
111,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-31 |
|
2.618 |
141-09 |
|
1.618 |
140-08 |
|
1.000 |
139-20 |
|
0.618 |
139-07 |
|
HIGH |
138-19 |
|
0.618 |
138-06 |
|
0.500 |
138-02 |
|
0.382 |
137-31 |
|
LOW |
137-18 |
|
0.618 |
136-30 |
|
1.000 |
136-17 |
|
1.618 |
135-29 |
|
2.618 |
134-28 |
|
4.250 |
133-06 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
138-08 |
138-04 |
| PP |
138-05 |
137-29 |
| S1 |
138-02 |
137-22 |
|