ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
141-11 |
141-24 |
0-13 |
0.3% |
141-29 |
| High |
141-29 |
141-27 |
-0-02 |
0.0% |
142-08 |
| Low |
141-10 |
141-00 |
-0-10 |
-0.2% |
140-17 |
| Close |
141-22 |
141-07 |
-0-15 |
-0.3% |
141-22 |
| Range |
0-19 |
0-27 |
0-08 |
42.1% |
1-23 |
| ATR |
1-03 |
1-03 |
-0-01 |
-1.7% |
0-00 |
| Volume |
211,563 |
352,802 |
141,239 |
66.8% |
1,126,767 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-28 |
143-13 |
141-22 |
|
| R3 |
143-01 |
142-18 |
141-14 |
|
| R2 |
142-06 |
142-06 |
141-12 |
|
| R1 |
141-23 |
141-23 |
141-09 |
141-17 |
| PP |
141-11 |
141-11 |
141-11 |
141-08 |
| S1 |
140-28 |
140-28 |
141-05 |
140-22 |
| S2 |
140-16 |
140-16 |
141-02 |
|
| S3 |
139-21 |
140-01 |
141-00 |
|
| S4 |
138-26 |
139-06 |
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 |
140-22 |
1-19 |
1.1% |
0-27 |
0.6% |
33% |
False |
False |
287,129 |
| 10 |
142-09 |
140-08 |
2-01 |
1.4% |
1-00 |
0.7% |
48% |
False |
False |
268,414 |
| 20 |
142-28 |
140-08 |
2-20 |
1.9% |
1-00 |
0.7% |
37% |
False |
False |
296,472 |
| 40 |
148-00 |
136-26 |
11-06 |
7.9% |
1-08 |
0.9% |
39% |
False |
False |
384,209 |
| 60 |
148-00 |
135-13 |
12-19 |
8.9% |
1-05 |
0.8% |
46% |
False |
False |
379,129 |
| 80 |
148-00 |
134-31 |
13-01 |
9.2% |
1-03 |
0.8% |
48% |
False |
False |
289,494 |
| 100 |
148-00 |
133-01 |
14-31 |
10.6% |
1-00 |
0.7% |
55% |
False |
False |
231,640 |
| 120 |
148-00 |
133-01 |
14-31 |
10.6% |
0-28 |
0.6% |
55% |
False |
False |
193,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-14 |
|
2.618 |
144-02 |
|
1.618 |
143-07 |
|
1.000 |
142-22 |
|
0.618 |
142-12 |
|
HIGH |
141-27 |
|
0.618 |
141-17 |
|
0.500 |
141-14 |
|
0.382 |
141-10 |
|
LOW |
141-00 |
|
0.618 |
140-15 |
|
1.000 |
140-05 |
|
1.618 |
139-20 |
|
2.618 |
138-25 |
|
4.250 |
137-13 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-14 |
141-20 |
| PP |
141-11 |
141-16 |
| S1 |
141-09 |
141-12 |
|