ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 03-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
139-27 |
139-03 |
-0-24 |
-0.5% |
137-25 |
| High |
140-01 |
139-13 |
-0-20 |
-0.4% |
140-01 |
| Low |
138-31 |
138-11 |
-0-20 |
-0.4% |
137-18 |
| Close |
139-00 |
139-07 |
0-07 |
0.2% |
139-07 |
| Range |
1-02 |
1-02 |
0-00 |
0.0% |
2-15 |
| ATR |
1-01 |
1-01 |
0-00 |
0.2% |
0-00 |
| Volume |
470,373 |
517,911 |
47,538 |
10.1% |
2,132,983 |
|
| Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-06 |
141-24 |
139-26 |
|
| R3 |
141-04 |
140-22 |
139-16 |
|
| R2 |
140-02 |
140-02 |
139-13 |
|
| R1 |
139-20 |
139-20 |
139-10 |
139-27 |
| PP |
139-00 |
139-00 |
139-00 |
139-03 |
| S1 |
138-18 |
138-18 |
139-04 |
138-25 |
| S2 |
137-30 |
137-30 |
139-01 |
|
| S3 |
136-28 |
137-16 |
138-30 |
|
| S4 |
135-26 |
136-14 |
138-20 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-11 |
145-08 |
140-18 |
|
| R3 |
143-28 |
142-25 |
139-29 |
|
| R2 |
141-13 |
141-13 |
139-21 |
|
| R1 |
140-10 |
140-10 |
139-14 |
140-28 |
| PP |
138-30 |
138-30 |
138-30 |
139-07 |
| S1 |
137-27 |
137-27 |
139-00 |
138-12 |
| S2 |
136-15 |
136-15 |
138-25 |
|
| S3 |
134-00 |
135-12 |
138-17 |
|
| S4 |
131-17 |
132-29 |
137-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-01 |
137-18 |
2-15 |
1.8% |
1-06 |
0.9% |
67% |
False |
False |
426,596 |
| 10 |
140-01 |
136-20 |
3-13 |
2.4% |
1-01 |
0.7% |
76% |
False |
False |
376,532 |
| 20 |
140-01 |
135-13 |
4-20 |
3.3% |
1-00 |
0.7% |
82% |
False |
False |
361,387 |
| 40 |
140-16 |
135-13 |
5-03 |
3.7% |
0-31 |
0.7% |
75% |
False |
False |
267,913 |
| 60 |
140-16 |
134-31 |
5-17 |
4.0% |
0-30 |
0.7% |
77% |
False |
False |
178,799 |
| 80 |
140-16 |
133-01 |
7-15 |
5.4% |
0-25 |
0.6% |
83% |
False |
False |
134,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-30 |
|
2.618 |
142-06 |
|
1.618 |
141-04 |
|
1.000 |
140-15 |
|
0.618 |
140-02 |
|
HIGH |
139-13 |
|
0.618 |
139-00 |
|
0.500 |
138-28 |
|
0.382 |
138-24 |
|
LOW |
138-11 |
|
0.618 |
137-22 |
|
1.000 |
137-09 |
|
1.618 |
136-20 |
|
2.618 |
135-18 |
|
4.250 |
133-26 |
|
|
| Fisher Pivots for day following 03-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-03 |
139-04 |
| PP |
139-00 |
139-01 |
| S1 |
138-28 |
138-30 |
|