ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
139-03 |
139-09 |
0-06 |
0.1% |
137-25 |
| High |
139-13 |
139-25 |
0-12 |
0.3% |
140-01 |
| Low |
138-11 |
139-01 |
0-22 |
0.5% |
137-18 |
| Close |
139-07 |
139-12 |
0-05 |
0.1% |
139-07 |
| Range |
1-02 |
0-24 |
-0-10 |
-29.4% |
2-15 |
| ATR |
1-01 |
1-00 |
-0-01 |
-1.9% |
0-00 |
| Volume |
517,911 |
294,479 |
-223,432 |
-43.1% |
2,132,983 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-21 |
141-08 |
139-25 |
|
| R3 |
140-29 |
140-16 |
139-19 |
|
| R2 |
140-05 |
140-05 |
139-16 |
|
| R1 |
139-24 |
139-24 |
139-14 |
139-30 |
| PP |
139-13 |
139-13 |
139-13 |
139-16 |
| S1 |
139-00 |
139-00 |
139-10 |
139-06 |
| S2 |
138-21 |
138-21 |
139-08 |
|
| S3 |
137-29 |
138-08 |
139-05 |
|
| S4 |
137-05 |
137-16 |
138-31 |
|
|
| 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 |
137-26 |
2-07 |
1.6% |
1-05 |
0.8% |
70% |
False |
False |
427,842 |
| 10 |
140-01 |
136-22 |
3-11 |
2.4% |
1-02 |
0.8% |
80% |
False |
False |
376,151 |
| 20 |
140-01 |
135-13 |
4-20 |
3.3% |
0-31 |
0.7% |
86% |
False |
False |
360,013 |
| 40 |
140-16 |
135-13 |
5-03 |
3.7% |
0-31 |
0.7% |
78% |
False |
False |
275,246 |
| 60 |
140-16 |
134-31 |
5-17 |
4.0% |
0-30 |
0.7% |
80% |
False |
False |
183,706 |
| 80 |
140-16 |
133-01 |
7-15 |
5.4% |
0-25 |
0.6% |
85% |
False |
False |
137,785 |
| 100 |
140-16 |
133-01 |
7-15 |
5.4% |
0-21 |
0.5% |
85% |
False |
False |
110,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-31 |
|
2.618 |
141-24 |
|
1.618 |
141-00 |
|
1.000 |
140-17 |
|
0.618 |
140-08 |
|
HIGH |
139-25 |
|
0.618 |
139-16 |
|
0.500 |
139-13 |
|
0.382 |
139-10 |
|
LOW |
139-01 |
|
0.618 |
138-18 |
|
1.000 |
138-09 |
|
1.618 |
137-26 |
|
2.618 |
137-02 |
|
4.250 |
135-27 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-13 |
139-10 |
| PP |
139-13 |
139-08 |
| S1 |
139-12 |
139-06 |
|