ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
143-24 |
143-14 |
-0-10 |
-0.2% |
141-22 |
| High |
146-07 |
143-29 |
-2-10 |
-1.6% |
148-00 |
| Low |
143-02 |
142-09 |
-0-25 |
-0.5% |
141-18 |
| Close |
143-13 |
142-29 |
-0-16 |
-0.3% |
142-29 |
| Range |
3-05 |
1-20 |
-1-17 |
-48.5% |
6-14 |
| ATR |
1-16 |
1-17 |
0-00 |
0.5% |
0-00 |
| Volume |
860,837 |
498,697 |
-362,140 |
-42.1% |
3,183,630 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-29 |
147-01 |
143-26 |
|
| R3 |
146-09 |
145-13 |
143-11 |
|
| R2 |
144-21 |
144-21 |
143-07 |
|
| R1 |
143-25 |
143-25 |
143-02 |
143-13 |
| PP |
143-01 |
143-01 |
143-01 |
142-27 |
| S1 |
142-05 |
142-05 |
142-24 |
141-25 |
| S2 |
141-13 |
141-13 |
142-19 |
|
| S3 |
139-25 |
140-17 |
142-15 |
|
| S4 |
138-05 |
138-29 |
142-00 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-15 |
159-20 |
146-14 |
|
| R3 |
157-01 |
153-06 |
144-22 |
|
| R2 |
150-19 |
150-19 |
144-03 |
|
| R1 |
146-24 |
146-24 |
143-16 |
148-22 |
| PP |
144-05 |
144-05 |
144-05 |
145-04 |
| S1 |
140-10 |
140-10 |
142-10 |
142-08 |
| S2 |
137-23 |
137-23 |
141-23 |
|
| S3 |
131-09 |
133-28 |
141-04 |
|
| S4 |
124-27 |
127-14 |
139-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-00 |
141-18 |
6-14 |
4.5% |
2-17 |
1.8% |
21% |
False |
False |
636,726 |
| 10 |
148-00 |
139-01 |
8-31 |
6.3% |
1-25 |
1.2% |
43% |
False |
False |
545,804 |
| 20 |
148-00 |
136-20 |
11-12 |
8.0% |
1-13 |
1.0% |
55% |
False |
False |
461,168 |
| 40 |
148-00 |
135-13 |
12-19 |
8.8% |
1-06 |
0.8% |
60% |
False |
False |
403,191 |
| 60 |
148-00 |
134-31 |
13-01 |
9.1% |
1-03 |
0.8% |
61% |
False |
False |
269,718 |
| 80 |
148-00 |
133-01 |
14-31 |
10.5% |
0-31 |
0.7% |
66% |
False |
False |
202,329 |
| 100 |
148-00 |
133-01 |
14-31 |
10.5% |
0-26 |
0.6% |
66% |
False |
False |
161,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-26 |
|
2.618 |
148-05 |
|
1.618 |
146-17 |
|
1.000 |
145-17 |
|
0.618 |
144-29 |
|
HIGH |
143-29 |
|
0.618 |
143-09 |
|
0.500 |
143-03 |
|
0.382 |
142-29 |
|
LOW |
142-09 |
|
0.618 |
141-09 |
|
1.000 |
140-21 |
|
1.618 |
139-21 |
|
2.618 |
138-01 |
|
4.250 |
135-12 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143-03 |
145-04 |
| PP |
143-01 |
144-13 |
| S1 |
142-31 |
143-21 |
|