ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
142-19 |
142-18 |
-0-01 |
0.0% |
141-22 |
| High |
143-08 |
142-28 |
-0-12 |
-0.3% |
148-00 |
| Low |
142-03 |
141-07 |
-0-28 |
-0.6% |
141-18 |
| Close |
142-13 |
141-23 |
-0-22 |
-0.5% |
142-29 |
| Range |
1-05 |
1-21 |
0-16 |
43.2% |
6-14 |
| ATR |
1-15 |
1-15 |
0-00 |
1.0% |
0-00 |
| Volume |
369,482 |
372,073 |
2,591 |
0.7% |
3,183,630 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-29 |
145-31 |
142-20 |
|
| R3 |
145-08 |
144-10 |
142-06 |
|
| R2 |
143-19 |
143-19 |
142-01 |
|
| R1 |
142-21 |
142-21 |
141-28 |
142-10 |
| PP |
141-30 |
141-30 |
141-30 |
141-24 |
| S1 |
141-00 |
141-00 |
141-18 |
140-20 |
| S2 |
140-09 |
140-09 |
141-13 |
|
| S3 |
138-20 |
139-11 |
141-08 |
|
| S4 |
136-31 |
137-22 |
140-26 |
|
|
| 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 |
143-29 |
141-07 |
2-22 |
1.9% |
1-12 |
1.0% |
19% |
False |
True |
383,813 |
| 10 |
148-00 |
140-20 |
7-12 |
5.2% |
1-29 |
1.3% |
15% |
False |
False |
499,050 |
| 20 |
148-00 |
137-05 |
10-27 |
7.7% |
1-16 |
1.1% |
42% |
False |
False |
472,136 |
| 40 |
148-00 |
135-13 |
12-19 |
8.9% |
1-08 |
0.9% |
50% |
False |
False |
417,243 |
| 60 |
148-00 |
134-31 |
13-01 |
9.2% |
1-04 |
0.8% |
52% |
False |
False |
293,358 |
| 80 |
148-00 |
133-01 |
14-31 |
10.6% |
1-01 |
0.7% |
58% |
False |
False |
220,083 |
| 100 |
148-00 |
133-01 |
14-31 |
10.6% |
0-28 |
0.6% |
58% |
False |
False |
176,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-29 |
|
2.618 |
147-07 |
|
1.618 |
145-18 |
|
1.000 |
144-17 |
|
0.618 |
143-29 |
|
HIGH |
142-28 |
|
0.618 |
142-08 |
|
0.500 |
142-02 |
|
0.382 |
141-27 |
|
LOW |
141-07 |
|
0.618 |
140-06 |
|
1.000 |
139-18 |
|
1.618 |
138-17 |
|
2.618 |
136-28 |
|
4.250 |
134-06 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
142-02 |
142-16 |
| PP |
141-30 |
142-08 |
| S1 |
141-26 |
141-31 |
|