ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
141-09 |
141-05 |
-0-04 |
-0.1% |
141-24 |
| High |
141-16 |
141-14 |
-0-02 |
0.0% |
142-09 |
| Low |
140-24 |
140-13 |
-0-11 |
-0.2% |
140-16 |
| Close |
141-03 |
140-21 |
-0-14 |
-0.3% |
141-03 |
| Range |
0-24 |
1-01 |
0-09 |
37.5% |
1-25 |
| ATR |
1-07 |
1-06 |
0-00 |
-1.1% |
0-00 |
| Volume |
250,605 |
292,935 |
42,330 |
16.9% |
1,617,144 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-30 |
143-10 |
141-07 |
|
| R3 |
142-29 |
142-09 |
140-30 |
|
| R2 |
141-28 |
141-28 |
140-27 |
|
| R1 |
141-08 |
141-08 |
140-24 |
141-02 |
| PP |
140-27 |
140-27 |
140-27 |
140-23 |
| S1 |
140-07 |
140-07 |
140-18 |
140-00 |
| S2 |
139-26 |
139-26 |
140-15 |
|
| S3 |
138-25 |
139-06 |
140-12 |
|
| S4 |
137-24 |
138-05 |
140-03 |
|
|
| 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 |
141-28 |
140-13 |
1-15 |
1.0% |
0-31 |
0.7% |
17% |
False |
True |
318,804 |
| 10 |
142-17 |
140-13 |
2-04 |
1.5% |
0-30 |
0.7% |
12% |
False |
True |
316,616 |
| 20 |
148-00 |
140-13 |
7-19 |
5.4% |
1-14 |
1.0% |
3% |
False |
True |
407,833 |
| 40 |
148-00 |
135-13 |
12-19 |
9.0% |
1-07 |
0.9% |
42% |
False |
False |
398,328 |
| 60 |
148-00 |
135-13 |
12-19 |
9.0% |
1-04 |
0.8% |
42% |
False |
False |
345,916 |
| 80 |
148-00 |
134-31 |
13-01 |
9.3% |
1-02 |
0.8% |
44% |
False |
False |
259,651 |
| 100 |
148-00 |
133-01 |
14-31 |
10.6% |
0-30 |
0.7% |
51% |
False |
False |
207,729 |
| 120 |
148-00 |
133-01 |
14-31 |
10.6% |
0-26 |
0.6% |
51% |
False |
False |
173,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-26 |
|
2.618 |
144-04 |
|
1.618 |
143-03 |
|
1.000 |
142-15 |
|
0.618 |
142-02 |
|
HIGH |
141-14 |
|
0.618 |
141-01 |
|
0.500 |
140-30 |
|
0.382 |
140-26 |
|
LOW |
140-13 |
|
0.618 |
139-25 |
|
1.000 |
139-12 |
|
1.618 |
138-24 |
|
2.618 |
137-23 |
|
4.250 |
136-01 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140-30 |
141-04 |
| PP |
140-27 |
140-31 |
| S1 |
140-24 |
140-26 |
|