ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
141-11 |
141-20 |
0-09 |
0.2% |
141-29 |
| High |
141-25 |
142-09 |
0-16 |
0.4% |
142-08 |
| Low |
140-27 |
141-05 |
0-10 |
0.2% |
140-17 |
| Close |
141-22 |
141-12 |
-0-10 |
-0.2% |
141-22 |
| Range |
0-30 |
1-04 |
0-06 |
20.0% |
1-23 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.1% |
0-00 |
| Volume |
270,101 |
266,078 |
-4,023 |
-1.5% |
1,126,767 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-31 |
144-10 |
142-00 |
|
| R3 |
143-27 |
143-06 |
141-22 |
|
| R2 |
142-23 |
142-23 |
141-19 |
|
| R1 |
142-02 |
142-02 |
141-15 |
141-26 |
| PP |
141-19 |
141-19 |
141-19 |
141-16 |
| S1 |
140-30 |
140-30 |
141-09 |
140-22 |
| S2 |
140-15 |
140-15 |
141-05 |
|
| S3 |
139-11 |
139-26 |
141-02 |
|
| S4 |
138-07 |
138-22 |
140-24 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-21 |
145-28 |
142-20 |
|
| R3 |
144-30 |
144-05 |
142-05 |
|
| R2 |
143-07 |
143-07 |
142-00 |
|
| R1 |
142-14 |
142-14 |
141-27 |
141-31 |
| PP |
141-16 |
141-16 |
141-16 |
141-08 |
| S1 |
140-23 |
140-23 |
141-17 |
140-08 |
| S2 |
139-25 |
139-25 |
141-12 |
|
| S3 |
138-02 |
139-00 |
141-07 |
|
| S4 |
136-11 |
137-09 |
140-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-09 |
140-17 |
1-24 |
1.2% |
0-28 |
0.6% |
48% |
True |
False |
236,672 |
| 10 |
142-09 |
140-08 |
2-01 |
1.4% |
1-00 |
0.7% |
55% |
True |
False |
269,530 |
| 20 |
143-25 |
140-08 |
3-17 |
2.5% |
1-02 |
0.7% |
32% |
False |
False |
304,349 |
| 40 |
148-00 |
136-22 |
11-10 |
8.0% |
1-08 |
0.9% |
41% |
False |
False |
383,461 |
| 60 |
148-00 |
135-13 |
12-19 |
8.9% |
1-05 |
0.8% |
47% |
False |
False |
375,248 |
| 80 |
148-00 |
134-31 |
13-01 |
9.2% |
1-03 |
0.8% |
49% |
False |
False |
282,449 |
| 100 |
148-00 |
133-01 |
14-31 |
10.6% |
1-00 |
0.7% |
56% |
False |
False |
225,997 |
| 120 |
148-00 |
133-01 |
14-31 |
10.6% |
0-28 |
0.6% |
56% |
False |
False |
188,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-02 |
|
2.618 |
145-07 |
|
1.618 |
144-03 |
|
1.000 |
143-13 |
|
0.618 |
142-31 |
|
HIGH |
142-09 |
|
0.618 |
141-27 |
|
0.500 |
141-23 |
|
0.382 |
141-19 |
|
LOW |
141-05 |
|
0.618 |
140-15 |
|
1.000 |
140-01 |
|
1.618 |
139-11 |
|
2.618 |
138-07 |
|
4.250 |
136-12 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-23 |
141-16 |
| PP |
141-19 |
141-14 |
| S1 |
141-16 |
141-13 |
|