ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
139-09 |
139-14 |
0-05 |
0.1% |
137-25 |
| High |
139-25 |
140-25 |
1-00 |
0.7% |
140-01 |
| Low |
139-01 |
139-10 |
0-09 |
0.2% |
137-18 |
| Close |
139-12 |
140-19 |
1-07 |
0.9% |
139-07 |
| Range |
0-24 |
1-15 |
0-23 |
95.8% |
2-15 |
| ATR |
1-00 |
1-01 |
0-01 |
3.3% |
0-00 |
| Volume |
294,479 |
423,296 |
128,817 |
43.7% |
2,132,983 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-20 |
144-03 |
141-13 |
|
| R3 |
143-05 |
142-20 |
141-00 |
|
| R2 |
141-22 |
141-22 |
140-28 |
|
| R1 |
141-05 |
141-05 |
140-23 |
141-14 |
| PP |
140-07 |
140-07 |
140-07 |
140-12 |
| S1 |
139-22 |
139-22 |
140-15 |
139-30 |
| S2 |
138-24 |
138-24 |
140-10 |
|
| S3 |
137-09 |
138-07 |
140-06 |
|
| S4 |
135-26 |
136-24 |
139-25 |
|
|
| 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 |
140-25 |
137-27 |
2-30 |
2.1% |
1-09 |
0.9% |
94% |
True |
False |
445,318 |
| 10 |
140-25 |
136-26 |
3-31 |
2.8% |
1-04 |
0.8% |
95% |
True |
False |
391,751 |
| 20 |
140-25 |
135-13 |
5-12 |
3.8% |
1-01 |
0.7% |
97% |
True |
False |
364,982 |
| 40 |
140-25 |
135-13 |
5-12 |
3.8% |
0-31 |
0.7% |
97% |
True |
False |
285,764 |
| 60 |
140-25 |
134-31 |
5-26 |
4.1% |
0-30 |
0.7% |
97% |
True |
False |
190,759 |
| 80 |
140-25 |
133-01 |
7-24 |
5.5% |
0-26 |
0.6% |
98% |
True |
False |
143,076 |
| 100 |
140-25 |
133-01 |
7-24 |
5.5% |
0-21 |
0.5% |
98% |
True |
False |
114,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-01 |
|
2.618 |
144-20 |
|
1.618 |
143-05 |
|
1.000 |
142-08 |
|
0.618 |
141-22 |
|
HIGH |
140-25 |
|
0.618 |
140-07 |
|
0.500 |
140-02 |
|
0.382 |
139-28 |
|
LOW |
139-10 |
|
0.618 |
138-13 |
|
1.000 |
137-27 |
|
1.618 |
136-30 |
|
2.618 |
135-15 |
|
4.250 |
133-02 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140-13 |
140-08 |
| PP |
140-07 |
139-29 |
| S1 |
140-02 |
139-18 |
|