ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
141-05 |
140-16 |
-0-21 |
-0.5% |
141-06 |
| High |
141-14 |
141-31 |
0-17 |
0.4% |
141-31 |
| Low |
140-13 |
140-08 |
-0-05 |
-0.1% |
140-08 |
| Close |
140-21 |
141-21 |
1-00 |
0.7% |
141-21 |
| Range |
1-01 |
1-23 |
0-22 |
66.7% |
1-23 |
| ATR |
1-06 |
1-08 |
0-01 |
3.1% |
0-00 |
| Volume |
292,935 |
433,999 |
141,064 |
48.2% |
1,628,318 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-14 |
145-25 |
142-19 |
|
| R3 |
144-23 |
144-02 |
142-04 |
|
| R2 |
143-00 |
143-00 |
141-31 |
|
| R1 |
142-11 |
142-11 |
141-26 |
142-22 |
| PP |
141-09 |
141-09 |
141-09 |
141-15 |
| S1 |
140-20 |
140-20 |
141-16 |
140-30 |
| S2 |
139-18 |
139-18 |
141-11 |
|
| S3 |
137-27 |
138-29 |
141-06 |
|
| S4 |
136-04 |
137-06 |
140-23 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-14 |
145-25 |
142-19 |
|
| R3 |
144-23 |
144-02 |
142-04 |
|
| R2 |
143-00 |
143-00 |
141-31 |
|
| R1 |
142-11 |
142-11 |
141-26 |
142-22 |
| PP |
141-09 |
141-09 |
141-09 |
141-15 |
| S1 |
140-20 |
140-20 |
141-16 |
140-30 |
| S2 |
139-18 |
139-18 |
141-11 |
|
| S3 |
137-27 |
138-29 |
141-06 |
|
| S4 |
136-04 |
137-06 |
140-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-31 |
140-08 |
1-23 |
1.2% |
1-03 |
0.8% |
82% |
True |
True |
325,663 |
| 10 |
142-09 |
140-08 |
2-01 |
1.4% |
1-01 |
0.7% |
69% |
False |
True |
324,546 |
| 20 |
148-00 |
140-08 |
7-24 |
5.5% |
1-15 |
1.0% |
18% |
False |
True |
410,208 |
| 40 |
148-00 |
135-13 |
12-19 |
8.9% |
1-08 |
0.9% |
50% |
False |
False |
397,881 |
| 60 |
148-00 |
135-13 |
12-19 |
8.9% |
1-05 |
0.8% |
50% |
False |
False |
353,134 |
| 80 |
148-00 |
134-31 |
13-01 |
9.2% |
1-03 |
0.8% |
51% |
False |
False |
265,065 |
| 100 |
148-00 |
133-01 |
14-31 |
10.6% |
0-31 |
0.7% |
58% |
False |
False |
212,069 |
| 120 |
148-00 |
133-01 |
14-31 |
10.6% |
0-26 |
0.6% |
58% |
False |
False |
176,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-09 |
|
2.618 |
146-15 |
|
1.618 |
144-24 |
|
1.000 |
143-22 |
|
0.618 |
143-01 |
|
HIGH |
141-31 |
|
0.618 |
141-10 |
|
0.500 |
141-04 |
|
0.382 |
140-29 |
|
LOW |
140-08 |
|
0.618 |
139-06 |
|
1.000 |
138-17 |
|
1.618 |
137-15 |
|
2.618 |
135-24 |
|
4.250 |
132-30 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-15 |
141-15 |
| PP |
141-09 |
141-09 |
| S1 |
141-04 |
141-04 |
|