ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
142-26 |
143-24 |
0-30 |
0.7% |
139-09 |
| High |
148-00 |
146-07 |
-1-25 |
-1.2% |
141-22 |
| Low |
142-13 |
143-02 |
0-21 |
0.5% |
139-01 |
| Close |
144-12 |
143-13 |
-0-31 |
-0.7% |
141-09 |
| Range |
5-19 |
3-05 |
-2-14 |
-43.6% |
2-21 |
| ATR |
1-12 |
1-16 |
0-04 |
9.1% |
0-00 |
| Volume |
1,190,563 |
860,837 |
-329,726 |
-27.7% |
2,274,411 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-22 |
151-23 |
145-05 |
|
| R3 |
150-17 |
148-18 |
144-09 |
|
| R2 |
147-12 |
147-12 |
144-00 |
|
| R1 |
145-13 |
145-13 |
143-22 |
144-26 |
| PP |
144-07 |
144-07 |
144-07 |
143-30 |
| S1 |
142-08 |
142-08 |
143-04 |
141-21 |
| S2 |
141-02 |
141-02 |
142-26 |
|
| S3 |
137-29 |
139-03 |
142-17 |
|
| S4 |
134-24 |
135-30 |
141-21 |
|
|
| 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 |
148-00 |
140-20 |
7-12 |
5.1% |
2-14 |
1.7% |
38% |
False |
False |
614,288 |
| 10 |
148-00 |
138-11 |
9-21 |
6.7% |
1-23 |
1.2% |
52% |
False |
False |
547,725 |
| 20 |
148-00 |
135-13 |
12-19 |
8.8% |
1-13 |
1.0% |
64% |
False |
False |
451,764 |
| 40 |
148-00 |
135-13 |
12-19 |
8.8% |
1-05 |
0.8% |
64% |
False |
False |
391,011 |
| 60 |
148-00 |
134-31 |
13-01 |
9.1% |
1-03 |
0.8% |
65% |
False |
False |
261,412 |
| 80 |
148-00 |
133-01 |
14-31 |
10.4% |
0-31 |
0.7% |
69% |
False |
False |
196,095 |
| 100 |
148-00 |
133-01 |
14-31 |
10.4% |
0-26 |
0.6% |
69% |
False |
False |
156,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-20 |
|
2.618 |
154-15 |
|
1.618 |
151-10 |
|
1.000 |
149-12 |
|
0.618 |
148-05 |
|
HIGH |
146-07 |
|
0.618 |
145-00 |
|
0.500 |
144-20 |
|
0.382 |
144-09 |
|
LOW |
143-02 |
|
0.618 |
141-04 |
|
1.000 |
139-29 |
|
1.618 |
137-31 |
|
2.618 |
134-26 |
|
4.250 |
129-21 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
144-20 |
144-29 |
| PP |
144-07 |
144-13 |
| S1 |
143-26 |
143-29 |
|