ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
141-29 |
141-14 |
-0-15 |
-0.3% |
142-25 |
| High |
142-05 |
141-21 |
-0-16 |
-0.4% |
143-25 |
| Low |
141-08 |
140-16 |
-0-24 |
-0.5% |
141-07 |
| Close |
141-17 |
141-12 |
-0-05 |
-0.1% |
141-23 |
| Range |
0-29 |
1-05 |
0-08 |
27.6% |
2-18 |
| ATR |
1-11 |
1-11 |
0-00 |
-1.1% |
0-00 |
| Volume |
333,634 |
316,683 |
-16,951 |
-5.1% |
1,775,074 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-21 |
144-05 |
142-00 |
|
| R3 |
143-16 |
143-00 |
141-22 |
|
| R2 |
142-11 |
142-11 |
141-19 |
|
| R1 |
141-27 |
141-27 |
141-15 |
141-16 |
| PP |
141-06 |
141-06 |
141-06 |
141-00 |
| S1 |
140-22 |
140-22 |
141-09 |
140-12 |
| S2 |
140-01 |
140-01 |
141-05 |
|
| S3 |
138-28 |
139-17 |
141-02 |
|
| S4 |
137-23 |
138-12 |
140-24 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-30 |
148-12 |
143-04 |
|
| R3 |
147-12 |
145-26 |
142-14 |
|
| R2 |
144-26 |
144-26 |
142-06 |
|
| R1 |
143-08 |
143-08 |
141-31 |
142-24 |
| PP |
142-08 |
142-08 |
142-08 |
142-00 |
| S1 |
140-22 |
140-22 |
141-15 |
140-06 |
| S2 |
139-22 |
139-22 |
141-08 |
|
| S3 |
137-04 |
138-04 |
141-00 |
|
| S4 |
134-18 |
135-18 |
140-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-28 |
140-16 |
2-12 |
1.7% |
1-03 |
0.8% |
37% |
False |
True |
317,532 |
| 10 |
146-07 |
140-16 |
5-23 |
4.0% |
1-12 |
1.0% |
15% |
False |
True |
399,549 |
| 20 |
148-00 |
138-11 |
9-21 |
6.8% |
1-14 |
1.0% |
31% |
False |
False |
454,114 |
| 40 |
148-00 |
135-13 |
12-19 |
8.9% |
1-07 |
0.9% |
47% |
False |
False |
406,773 |
| 60 |
148-00 |
135-13 |
12-19 |
8.9% |
1-04 |
0.8% |
47% |
False |
False |
313,546 |
| 80 |
148-00 |
134-28 |
13-04 |
9.3% |
1-02 |
0.7% |
50% |
False |
False |
235,276 |
| 100 |
148-00 |
133-01 |
14-31 |
10.6% |
0-29 |
0.6% |
56% |
False |
False |
188,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-18 |
|
2.618 |
144-22 |
|
1.618 |
143-17 |
|
1.000 |
142-26 |
|
0.618 |
142-12 |
|
HIGH |
141-21 |
|
0.618 |
141-07 |
|
0.500 |
141-02 |
|
0.382 |
140-30 |
|
LOW |
140-16 |
|
0.618 |
139-25 |
|
1.000 |
139-11 |
|
1.618 |
138-20 |
|
2.618 |
137-15 |
|
4.250 |
135-19 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-09 |
141-12 |
| PP |
141-06 |
141-12 |
| S1 |
141-02 |
141-12 |
|