ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
141-06 |
141-03 |
-0-03 |
-0.1% |
141-24 |
| High |
141-20 |
141-28 |
0-08 |
0.2% |
142-09 |
| Low |
140-14 |
141-01 |
0-19 |
0.4% |
140-16 |
| Close |
141-02 |
141-08 |
0-06 |
0.1% |
141-03 |
| Range |
1-06 |
0-27 |
-0-11 |
-28.9% |
1-25 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.4% |
0-00 |
| Volume |
325,855 |
324,924 |
-931 |
-0.3% |
1,617,144 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-29 |
143-14 |
141-23 |
|
| R3 |
143-02 |
142-19 |
141-15 |
|
| R2 |
142-07 |
142-07 |
141-13 |
|
| R1 |
141-24 |
141-24 |
141-10 |
142-00 |
| PP |
141-12 |
141-12 |
141-12 |
141-16 |
| S1 |
140-29 |
140-29 |
141-06 |
141-04 |
| S2 |
140-17 |
140-17 |
141-03 |
|
| S3 |
139-22 |
140-02 |
141-01 |
|
| S4 |
138-27 |
139-07 |
140-25 |
|
|
| 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 |
142-04 |
140-14 |
1-22 |
1.2% |
1-00 |
0.7% |
48% |
False |
False |
344,744 |
| 10 |
143-08 |
140-14 |
2-26 |
2.0% |
1-02 |
0.7% |
29% |
False |
False |
336,418 |
| 20 |
148-00 |
140-02 |
7-30 |
5.6% |
1-14 |
1.0% |
15% |
False |
False |
439,163 |
| 40 |
148-00 |
135-13 |
12-19 |
8.9% |
1-07 |
0.9% |
46% |
False |
False |
402,073 |
| 60 |
148-00 |
135-13 |
12-19 |
8.9% |
1-04 |
0.8% |
46% |
False |
False |
336,897 |
| 80 |
148-00 |
134-31 |
13-01 |
9.2% |
1-02 |
0.8% |
48% |
False |
False |
252,860 |
| 100 |
148-00 |
133-01 |
14-31 |
10.6% |
0-30 |
0.7% |
55% |
False |
False |
202,293 |
| 120 |
148-00 |
133-01 |
14-31 |
10.6% |
0-25 |
0.6% |
55% |
False |
False |
168,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-15 |
|
2.618 |
144-03 |
|
1.618 |
143-08 |
|
1.000 |
142-23 |
|
0.618 |
142-13 |
|
HIGH |
141-28 |
|
0.618 |
141-18 |
|
0.500 |
141-14 |
|
0.382 |
141-11 |
|
LOW |
141-01 |
|
0.618 |
140-16 |
|
1.000 |
140-06 |
|
1.618 |
139-21 |
|
2.618 |
138-26 |
|
4.250 |
137-14 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-14 |
141-07 |
| PP |
141-12 |
141-06 |
| S1 |
141-10 |
141-05 |
|