ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 01-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
138-15 |
138-06 |
-0-09 |
-0.2% |
136-24 |
| High |
138-17 |
139-31 |
1-14 |
1.0% |
138-07 |
| Low |
137-26 |
137-27 |
0-01 |
0.0% |
136-20 |
| Close |
137-29 |
139-20 |
1-23 |
1.2% |
137-20 |
| Range |
0-23 |
2-04 |
1-13 |
195.7% |
1-19 |
| ATR |
0-30 |
1-01 |
0-03 |
9.0% |
0-00 |
| Volume |
335,918 |
520,531 |
184,613 |
55.0% |
1,632,338 |
|
| Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-17 |
144-22 |
140-25 |
|
| R3 |
143-13 |
142-18 |
140-07 |
|
| R2 |
141-09 |
141-09 |
140-00 |
|
| R1 |
140-14 |
140-14 |
139-26 |
140-28 |
| PP |
139-05 |
139-05 |
139-05 |
139-11 |
| S1 |
138-10 |
138-10 |
139-14 |
138-24 |
| S2 |
137-01 |
137-01 |
139-08 |
|
| S3 |
134-29 |
136-06 |
139-01 |
|
| S4 |
132-25 |
134-02 |
138-15 |
|
|
| 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 |
139-31 |
136-26 |
3-05 |
2.3% |
1-07 |
0.9% |
89% |
True |
False |
388,858 |
| 10 |
139-31 |
135-13 |
4-18 |
3.3% |
1-02 |
0.7% |
92% |
True |
False |
346,633 |
| 20 |
139-31 |
135-13 |
4-18 |
3.3% |
1-00 |
0.7% |
92% |
True |
False |
359,432 |
| 40 |
140-16 |
135-13 |
5-03 |
3.6% |
0-31 |
0.7% |
83% |
False |
False |
243,263 |
| 60 |
140-16 |
134-28 |
5-20 |
4.0% |
0-29 |
0.7% |
84% |
False |
False |
162,330 |
| 80 |
140-16 |
133-01 |
7-15 |
5.3% |
0-24 |
0.5% |
88% |
False |
False |
121,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-00 |
|
2.618 |
145-17 |
|
1.618 |
143-13 |
|
1.000 |
142-03 |
|
0.618 |
141-09 |
|
HIGH |
139-31 |
|
0.618 |
139-05 |
|
0.500 |
138-29 |
|
0.382 |
138-21 |
|
LOW |
137-27 |
|
0.618 |
136-17 |
|
1.000 |
135-23 |
|
1.618 |
134-13 |
|
2.618 |
132-09 |
|
4.250 |
128-26 |
|
|
| Fisher Pivots for day following 01-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-12 |
139-11 |
| PP |
139-05 |
139-02 |
| S1 |
138-29 |
138-24 |
|