ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
141-00 |
141-22 |
0-22 |
0.5% |
139-09 |
| High |
141-22 |
142-17 |
0-27 |
0.6% |
141-22 |
| Low |
140-20 |
141-18 |
0-30 |
0.7% |
139-01 |
| Close |
141-09 |
142-01 |
0-24 |
0.5% |
141-09 |
| Range |
1-02 |
0-31 |
-0-03 |
-8.8% |
2-21 |
| ATR |
1-01 |
1-01 |
0-01 |
1.6% |
0-00 |
| Volume |
386,507 |
106,917 |
-279,590 |
-72.3% |
2,274,411 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-30 |
144-15 |
142-18 |
|
| R3 |
143-31 |
143-16 |
142-10 |
|
| R2 |
143-00 |
143-00 |
142-07 |
|
| R1 |
142-17 |
142-17 |
142-04 |
142-24 |
| PP |
142-01 |
142-01 |
142-01 |
142-05 |
| S1 |
141-18 |
141-18 |
141-30 |
141-26 |
| S2 |
141-02 |
141-02 |
141-27 |
|
| S3 |
140-03 |
140-19 |
141-24 |
|
| S4 |
139-04 |
139-20 |
141-16 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-20 |
147-20 |
142-24 |
|
| R3 |
145-31 |
144-31 |
142-00 |
|
| R2 |
143-10 |
143-10 |
141-25 |
|
| R1 |
142-10 |
142-10 |
141-17 |
142-26 |
| PP |
140-21 |
140-21 |
140-21 |
140-30 |
| S1 |
139-21 |
139-21 |
141-01 |
140-05 |
| S2 |
138-00 |
138-00 |
140-25 |
|
| S3 |
135-11 |
137-00 |
140-18 |
|
| S4 |
132-22 |
134-11 |
139-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-17 |
139-10 |
3-07 |
2.3% |
1-02 |
0.7% |
84% |
True |
False |
417,369 |
| 10 |
142-17 |
137-26 |
4-23 |
3.3% |
1-03 |
0.8% |
89% |
True |
False |
422,606 |
| 20 |
142-17 |
135-13 |
7-04 |
5.0% |
1-01 |
0.7% |
93% |
True |
False |
378,884 |
| 40 |
142-17 |
135-13 |
7-04 |
5.0% |
0-31 |
0.7% |
93% |
True |
False |
327,183 |
| 60 |
142-17 |
134-31 |
7-18 |
5.3% |
0-30 |
0.7% |
93% |
True |
False |
218,464 |
| 80 |
142-17 |
133-01 |
9-16 |
6.7% |
0-27 |
0.6% |
95% |
True |
False |
163,870 |
| 100 |
142-17 |
133-01 |
9-16 |
6.7% |
0-22 |
0.5% |
95% |
True |
False |
131,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-21 |
|
2.618 |
145-02 |
|
1.618 |
144-03 |
|
1.000 |
143-16 |
|
0.618 |
143-04 |
|
HIGH |
142-17 |
|
0.618 |
142-05 |
|
0.500 |
142-02 |
|
0.382 |
141-30 |
|
LOW |
141-18 |
|
0.618 |
140-31 |
|
1.000 |
140-19 |
|
1.618 |
140-00 |
|
2.618 |
139-01 |
|
4.250 |
137-14 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
142-02 |
141-28 |
| PP |
142-01 |
141-22 |
| S1 |
142-01 |
141-17 |
|