ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
141-15 |
141-06 |
-0-09 |
-0.2% |
141-24 |
| High |
141-19 |
141-20 |
0-01 |
0.0% |
142-09 |
| Low |
140-20 |
140-14 |
-0-06 |
-0.1% |
140-16 |
| Close |
141-03 |
141-02 |
-0-01 |
0.0% |
141-03 |
| Range |
0-31 |
1-06 |
0-07 |
22.6% |
1-25 |
| ATR |
1-09 |
1-09 |
0-00 |
-0.5% |
0-00 |
| Volume |
399,705 |
325,855 |
-73,850 |
-18.5% |
1,617,144 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-19 |
144-01 |
141-23 |
|
| R3 |
143-13 |
142-27 |
141-12 |
|
| R2 |
142-07 |
142-07 |
141-09 |
|
| R1 |
141-21 |
141-21 |
141-05 |
141-11 |
| PP |
141-01 |
141-01 |
141-01 |
140-28 |
| S1 |
140-15 |
140-15 |
140-31 |
140-05 |
| S2 |
139-27 |
139-27 |
140-27 |
|
| S3 |
138-21 |
139-09 |
140-24 |
|
| S4 |
137-15 |
138-03 |
140-13 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-20 |
145-21 |
142-02 |
|
| R3 |
144-27 |
143-28 |
141-19 |
|
| R2 |
143-02 |
143-02 |
141-13 |
|
| R1 |
142-03 |
142-03 |
141-08 |
141-22 |
| PP |
141-09 |
141-09 |
141-09 |
141-03 |
| S1 |
140-10 |
140-10 |
140-30 |
139-29 |
| S2 |
139-16 |
139-16 |
140-25 |
|
| S3 |
137-23 |
138-17 |
140-19 |
|
| S4 |
135-30 |
136-24 |
140-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-05 |
140-14 |
1-23 |
1.2% |
1-01 |
0.7% |
36% |
False |
True |
346,486 |
| 10 |
143-25 |
140-14 |
3-11 |
2.4% |
1-04 |
0.8% |
19% |
False |
True |
339,167 |
| 20 |
148-00 |
139-10 |
8-22 |
6.2% |
1-15 |
1.0% |
20% |
False |
False |
444,081 |
| 40 |
148-00 |
135-13 |
12-19 |
8.9% |
1-07 |
0.9% |
45% |
False |
False |
402,047 |
| 60 |
148-00 |
135-13 |
12-19 |
8.9% |
1-04 |
0.8% |
45% |
False |
False |
331,524 |
| 80 |
148-00 |
134-31 |
13-01 |
9.2% |
1-02 |
0.8% |
47% |
False |
False |
248,800 |
| 100 |
148-00 |
133-01 |
14-31 |
10.6% |
0-29 |
0.6% |
54% |
False |
False |
199,044 |
| 120 |
148-00 |
133-01 |
14-31 |
10.6% |
0-25 |
0.6% |
54% |
False |
False |
165,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-22 |
|
2.618 |
144-23 |
|
1.618 |
143-17 |
|
1.000 |
142-26 |
|
0.618 |
142-11 |
|
HIGH |
141-20 |
|
0.618 |
141-05 |
|
0.500 |
141-01 |
|
0.382 |
140-29 |
|
LOW |
140-14 |
|
0.618 |
139-23 |
|
1.000 |
139-08 |
|
1.618 |
138-17 |
|
2.618 |
137-11 |
|
4.250 |
135-12 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-02 |
141-09 |
| PP |
141-01 |
141-07 |
| S1 |
141-01 |
141-04 |
|