ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
143-14 |
142-25 |
-0-21 |
-0.5% |
141-22 |
| High |
143-29 |
143-16 |
-0-13 |
-0.3% |
148-00 |
| Low |
142-09 |
142-14 |
0-05 |
0.1% |
141-18 |
| Close |
142-29 |
143-03 |
0-06 |
0.1% |
142-29 |
| Range |
1-20 |
1-02 |
-0-18 |
-34.6% |
6-14 |
| ATR |
1-17 |
1-16 |
-0-01 |
-2.2% |
0-00 |
| Volume |
498,697 |
326,398 |
-172,299 |
-34.5% |
3,183,630 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-06 |
145-23 |
143-22 |
|
| R3 |
145-04 |
144-21 |
143-12 |
|
| R2 |
144-02 |
144-02 |
143-09 |
|
| R1 |
143-19 |
143-19 |
143-06 |
143-26 |
| PP |
143-00 |
143-00 |
143-00 |
143-04 |
| S1 |
142-17 |
142-17 |
143-00 |
142-24 |
| S2 |
141-30 |
141-30 |
142-29 |
|
| S3 |
140-28 |
141-15 |
142-26 |
|
| S4 |
139-26 |
140-13 |
142-16 |
|
|
| 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 |
141-26 |
6-06 |
4.3% |
2-18 |
1.8% |
21% |
False |
False |
680,622 |
| 10 |
148-00 |
139-10 |
8-22 |
6.1% |
1-26 |
1.3% |
44% |
False |
False |
548,996 |
| 20 |
148-00 |
136-22 |
11-10 |
7.9% |
1-14 |
1.0% |
57% |
False |
False |
462,573 |
| 40 |
148-00 |
135-13 |
12-19 |
8.8% |
1-06 |
0.8% |
61% |
False |
False |
410,698 |
| 60 |
148-00 |
134-31 |
13-01 |
9.1% |
1-04 |
0.8% |
62% |
False |
False |
275,150 |
| 80 |
148-00 |
133-01 |
14-31 |
10.5% |
1-00 |
0.7% |
67% |
False |
False |
206,409 |
| 100 |
148-00 |
133-01 |
14-31 |
10.5% |
0-26 |
0.6% |
67% |
False |
False |
165,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-00 |
|
2.618 |
146-09 |
|
1.618 |
145-07 |
|
1.000 |
144-18 |
|
0.618 |
144-05 |
|
HIGH |
143-16 |
|
0.618 |
143-03 |
|
0.500 |
142-31 |
|
0.382 |
142-27 |
|
LOW |
142-14 |
|
0.618 |
141-25 |
|
1.000 |
141-12 |
|
1.618 |
140-23 |
|
2.618 |
139-21 |
|
4.250 |
137-30 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143-02 |
144-08 |
| PP |
143-00 |
143-28 |
| S1 |
142-31 |
143-15 |
|