ECBOT 30 Year Treasury Bond Future December 2014
Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
141-24 |
141-03 |
-0-21 |
-0.5% |
141-29 |
High |
141-27 |
142-03 |
0-08 |
0.2% |
142-08 |
Low |
141-00 |
141-02 |
0-02 |
0.0% |
140-17 |
Close |
141-07 |
141-18 |
0-11 |
0.2% |
141-22 |
Range |
0-27 |
1-01 |
0-06 |
22.2% |
1-23 |
ATR |
1-03 |
1-02 |
0-00 |
-0.3% |
0-00 |
Volume |
352,802 |
380,089 |
27,287 |
7.7% |
1,126,767 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-21 |
144-05 |
142-04 |
|
R3 |
143-20 |
143-04 |
141-27 |
|
R2 |
142-19 |
142-19 |
141-24 |
|
R1 |
142-03 |
142-03 |
141-21 |
142-11 |
PP |
141-18 |
141-18 |
141-18 |
141-22 |
S1 |
141-02 |
141-02 |
141-15 |
141-10 |
S2 |
140-17 |
140-17 |
141-12 |
|
S3 |
139-16 |
140-01 |
141-09 |
|
S4 |
138-15 |
139-00 |
141-00 |
|
|
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 |
140-27 |
1-14 |
1.0% |
0-29 |
0.6% |
50% |
False |
False |
296,126 |
10 |
142-09 |
140-08 |
2-01 |
1.4% |
1-00 |
0.7% |
65% |
False |
False |
277,129 |
20 |
142-17 |
140-08 |
2-09 |
1.6% |
0-31 |
0.7% |
58% |
False |
False |
296,873 |
40 |
148-00 |
137-05 |
10-27 |
7.7% |
1-08 |
0.9% |
41% |
False |
False |
384,504 |
60 |
148-00 |
135-13 |
12-19 |
8.9% |
1-05 |
0.8% |
49% |
False |
False |
377,120 |
80 |
148-00 |
134-31 |
13-01 |
9.2% |
1-03 |
0.8% |
51% |
False |
False |
294,237 |
100 |
148-00 |
133-01 |
14-31 |
10.6% |
1-01 |
0.7% |
57% |
False |
False |
235,441 |
120 |
148-00 |
133-01 |
14-31 |
10.6% |
0-28 |
0.6% |
57% |
False |
False |
196,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146-15 |
2.618 |
144-25 |
1.618 |
143-24 |
1.000 |
143-04 |
0.618 |
142-23 |
HIGH |
142-03 |
0.618 |
141-22 |
0.500 |
141-18 |
0.382 |
141-15 |
LOW |
141-02 |
0.618 |
140-14 |
1.000 |
140-01 |
1.618 |
139-13 |
2.618 |
138-12 |
4.250 |
136-22 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
141-18 |
141-18 |
PP |
141-18 |
141-18 |
S1 |
141-18 |
141-18 |
|