ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
141-22 |
142-08 |
0-18 |
0.4% |
139-09 |
| High |
142-17 |
143-06 |
0-21 |
0.5% |
141-22 |
| Low |
141-18 |
141-26 |
0-08 |
0.2% |
139-01 |
| Close |
142-01 |
142-22 |
0-21 |
0.5% |
141-09 |
| Range |
0-31 |
1-12 |
0-13 |
41.9% |
2-21 |
| ATR |
1-01 |
1-02 |
0-01 |
2.3% |
0-00 |
| Volume |
106,917 |
526,616 |
419,699 |
392.5% |
2,274,411 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-22 |
146-02 |
143-14 |
|
| R3 |
145-10 |
144-22 |
143-02 |
|
| R2 |
143-30 |
143-30 |
142-30 |
|
| R1 |
143-10 |
143-10 |
142-26 |
143-20 |
| PP |
142-18 |
142-18 |
142-18 |
142-23 |
| S1 |
141-30 |
141-30 |
142-18 |
142-08 |
| S2 |
141-06 |
141-06 |
142-14 |
|
| S3 |
139-26 |
140-18 |
142-10 |
|
| S4 |
138-14 |
139-06 |
141-30 |
|
|
| 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 |
143-06 |
140-02 |
3-04 |
2.2% |
1-01 |
0.7% |
84% |
True |
False |
438,033 |
| 10 |
143-06 |
137-27 |
5-11 |
3.7% |
1-05 |
0.8% |
91% |
True |
False |
441,675 |
| 20 |
143-06 |
135-13 |
7-25 |
5.5% |
1-02 |
0.7% |
94% |
True |
False |
388,268 |
| 40 |
143-06 |
135-13 |
7-25 |
5.5% |
0-31 |
0.7% |
94% |
True |
False |
340,177 |
| 60 |
143-06 |
134-31 |
8-07 |
5.8% |
0-31 |
0.7% |
94% |
True |
False |
227,234 |
| 80 |
143-06 |
133-01 |
10-05 |
7.1% |
0-27 |
0.6% |
95% |
True |
False |
170,453 |
| 100 |
143-06 |
133-01 |
10-05 |
7.1% |
0-23 |
0.5% |
95% |
True |
False |
136,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-01 |
|
2.618 |
146-25 |
|
1.618 |
145-13 |
|
1.000 |
144-18 |
|
0.618 |
144-01 |
|
HIGH |
143-06 |
|
0.618 |
142-21 |
|
0.500 |
142-16 |
|
0.382 |
142-11 |
|
LOW |
141-26 |
|
0.618 |
140-31 |
|
1.000 |
140-14 |
|
1.618 |
139-19 |
|
2.618 |
138-07 |
|
4.250 |
135-31 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
142-20 |
142-14 |
| PP |
142-18 |
142-05 |
| S1 |
142-16 |
141-29 |
|