ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
141-03 |
141-09 |
0-06 |
0.1% |
141-24 |
| High |
141-28 |
141-16 |
-0-12 |
-0.3% |
142-09 |
| Low |
141-01 |
140-24 |
-0-09 |
-0.2% |
140-16 |
| Close |
141-08 |
141-03 |
-0-05 |
-0.1% |
141-03 |
| Range |
0-27 |
0-24 |
-0-03 |
-11.1% |
1-25 |
| ATR |
1-08 |
1-07 |
-0-01 |
-2.9% |
0-00 |
| Volume |
324,924 |
250,605 |
-74,319 |
-22.9% |
1,617,144 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-12 |
142-31 |
141-16 |
|
| R3 |
142-20 |
142-07 |
141-10 |
|
| R2 |
141-28 |
141-28 |
141-07 |
|
| R1 |
141-15 |
141-15 |
141-05 |
141-10 |
| PP |
141-04 |
141-04 |
141-04 |
141-01 |
| S1 |
140-23 |
140-23 |
141-01 |
140-18 |
| S2 |
140-12 |
140-12 |
140-31 |
|
| S3 |
139-20 |
139-31 |
140-28 |
|
| S4 |
138-28 |
139-07 |
140-22 |
|
|
| 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% |
0-30 |
0.7% |
39% |
False |
False |
331,529 |
| 10 |
142-28 |
140-14 |
2-14 |
1.7% |
1-00 |
0.7% |
27% |
False |
False |
324,530 |
| 20 |
148-00 |
140-14 |
7-18 |
5.4% |
1-14 |
1.0% |
9% |
False |
False |
422,980 |
| 40 |
148-00 |
135-13 |
12-19 |
8.9% |
1-07 |
0.9% |
45% |
False |
False |
400,779 |
| 60 |
148-00 |
135-13 |
12-19 |
8.9% |
1-04 |
0.8% |
45% |
False |
False |
341,055 |
| 80 |
148-00 |
134-31 |
13-01 |
9.2% |
1-02 |
0.8% |
47% |
False |
False |
255,991 |
| 100 |
148-00 |
133-01 |
14-31 |
10.6% |
0-30 |
0.7% |
54% |
False |
False |
204,799 |
| 120 |
148-00 |
133-01 |
14-31 |
10.6% |
0-26 |
0.6% |
54% |
False |
False |
170,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-22 |
|
2.618 |
143-15 |
|
1.618 |
142-23 |
|
1.000 |
142-08 |
|
0.618 |
141-31 |
|
HIGH |
141-16 |
|
0.618 |
141-07 |
|
0.500 |
141-04 |
|
0.382 |
141-01 |
|
LOW |
140-24 |
|
0.618 |
140-09 |
|
1.000 |
140-00 |
|
1.618 |
139-17 |
|
2.618 |
138-25 |
|
4.250 |
137-18 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-04 |
141-05 |
| PP |
141-04 |
141-04 |
| S1 |
141-03 |
141-04 |
|