ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 30-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
137-25 |
138-15 |
0-22 |
0.5% |
136-24 |
| High |
138-19 |
138-17 |
-0-02 |
0.0% |
138-07 |
| Low |
137-18 |
137-26 |
0-08 |
0.2% |
136-20 |
| Close |
138-10 |
137-29 |
-0-13 |
-0.3% |
137-20 |
| Range |
1-01 |
0-23 |
-0-10 |
-30.3% |
1-19 |
| ATR |
0-31 |
0-30 |
-0-01 |
-1.8% |
0-00 |
| Volume |
288,250 |
335,918 |
47,668 |
16.5% |
1,632,338 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-08 |
139-25 |
138-10 |
|
| R3 |
139-17 |
139-02 |
138-03 |
|
| R2 |
138-26 |
138-26 |
138-01 |
|
| R1 |
138-11 |
138-11 |
137-31 |
138-07 |
| PP |
138-03 |
138-03 |
138-03 |
138-00 |
| S1 |
137-20 |
137-20 |
137-27 |
137-16 |
| S2 |
137-12 |
137-12 |
137-25 |
|
| S3 |
136-21 |
136-29 |
137-23 |
|
| S4 |
135-30 |
136-06 |
137-16 |
|
|
| 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 |
136-26 |
1-25 |
1.3% |
0-30 |
0.7% |
61% |
False |
False |
338,185 |
| 10 |
138-19 |
135-13 |
3-06 |
2.3% |
0-30 |
0.7% |
78% |
False |
False |
334,860 |
| 20 |
139-11 |
135-13 |
3-30 |
2.9% |
0-31 |
0.7% |
63% |
False |
False |
351,630 |
| 40 |
140-16 |
135-13 |
5-03 |
3.7% |
0-30 |
0.7% |
49% |
False |
False |
230,256 |
| 60 |
140-16 |
134-11 |
6-05 |
4.5% |
0-29 |
0.6% |
58% |
False |
False |
153,656 |
| 80 |
140-16 |
133-01 |
7-15 |
5.4% |
0-23 |
0.5% |
65% |
False |
False |
115,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-19 |
|
2.618 |
140-13 |
|
1.618 |
139-22 |
|
1.000 |
139-08 |
|
0.618 |
138-31 |
|
HIGH |
138-17 |
|
0.618 |
138-08 |
|
0.500 |
138-06 |
|
0.382 |
138-03 |
|
LOW |
137-26 |
|
0.618 |
137-12 |
|
1.000 |
137-03 |
|
1.618 |
136-21 |
|
2.618 |
135-30 |
|
4.250 |
134-24 |
|
|
| Fisher Pivots for day following 30-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
138-06 |
137-29 |
| PP |
138-03 |
137-28 |
| S1 |
138-00 |
137-28 |
|