ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
140-16 |
141-29 |
1-13 |
1.0% |
141-06 |
| High |
141-31 |
142-08 |
0-09 |
0.2% |
141-31 |
| Low |
140-08 |
140-28 |
0-20 |
0.4% |
140-08 |
| Close |
141-21 |
140-31 |
-0-22 |
-0.5% |
141-21 |
| Range |
1-23 |
1-12 |
-0-11 |
-20.0% |
1-23 |
| ATR |
1-08 |
1-08 |
0-00 |
0.8% |
0-00 |
| Volume |
433,999 |
209,482 |
-224,517 |
-51.7% |
1,628,318 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-16 |
144-19 |
141-23 |
|
| R3 |
144-04 |
143-07 |
141-11 |
|
| R2 |
142-24 |
142-24 |
141-07 |
|
| R1 |
141-27 |
141-27 |
141-03 |
141-20 |
| PP |
141-12 |
141-12 |
141-12 |
141-08 |
| S1 |
140-15 |
140-15 |
140-27 |
140-08 |
| S2 |
140-00 |
140-00 |
140-23 |
|
| S3 |
138-20 |
139-03 |
140-19 |
|
| S4 |
137-08 |
137-23 |
140-07 |
|
|
| 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 |
142-08 |
140-08 |
2-00 |
1.4% |
1-05 |
0.8% |
36% |
True |
False |
302,389 |
| 10 |
142-08 |
140-08 |
2-00 |
1.4% |
1-03 |
0.8% |
36% |
True |
False |
324,437 |
| 20 |
148-00 |
140-08 |
7-24 |
5.5% |
1-15 |
1.1% |
9% |
False |
False |
415,336 |
| 40 |
148-00 |
135-13 |
12-19 |
8.9% |
1-08 |
0.9% |
44% |
False |
False |
397,110 |
| 60 |
148-00 |
135-13 |
12-19 |
8.9% |
1-05 |
0.8% |
44% |
False |
False |
356,567 |
| 80 |
148-00 |
134-31 |
13-01 |
9.2% |
1-03 |
0.8% |
46% |
False |
False |
267,682 |
| 100 |
148-00 |
133-01 |
14-31 |
10.6% |
0-31 |
0.7% |
53% |
False |
False |
214,163 |
| 120 |
148-00 |
133-01 |
14-31 |
10.6% |
0-27 |
0.6% |
53% |
False |
False |
178,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-03 |
|
2.618 |
145-27 |
|
1.618 |
144-15 |
|
1.000 |
143-20 |
|
0.618 |
143-03 |
|
HIGH |
142-08 |
|
0.618 |
141-23 |
|
0.500 |
141-18 |
|
0.382 |
141-13 |
|
LOW |
140-28 |
|
0.618 |
140-01 |
|
1.000 |
139-16 |
|
1.618 |
138-21 |
|
2.618 |
137-09 |
|
4.250 |
135-01 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-18 |
141-08 |
| PP |
141-12 |
141-05 |
| S1 |
141-05 |
141-02 |
|