ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
141-03 |
141-17 |
0-14 |
0.3% |
141-20 |
| High |
142-03 |
142-03 |
0-00 |
0.0% |
142-09 |
| Low |
141-02 |
141-12 |
0-10 |
0.2% |
141-00 |
| Close |
141-18 |
142-00 |
0-14 |
0.3% |
142-00 |
| Range |
1-01 |
0-23 |
-0-10 |
-30.3% |
1-09 |
| ATR |
1-02 |
1-02 |
-0-01 |
-2.4% |
0-00 |
| Volume |
380,089 |
321,366 |
-58,723 |
-15.4% |
1,531,898 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-31 |
143-23 |
142-13 |
|
| R3 |
143-08 |
143-00 |
142-06 |
|
| R2 |
142-17 |
142-17 |
142-04 |
|
| R1 |
142-09 |
142-09 |
142-02 |
142-13 |
| PP |
141-26 |
141-26 |
141-26 |
141-28 |
| S1 |
141-18 |
141-18 |
141-30 |
141-22 |
| S2 |
141-03 |
141-03 |
141-28 |
|
| S3 |
140-12 |
140-27 |
141-26 |
|
| S4 |
139-21 |
140-04 |
141-19 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-19 |
145-03 |
142-23 |
|
| R3 |
144-10 |
143-26 |
142-11 |
|
| R2 |
143-01 |
143-01 |
142-08 |
|
| R1 |
142-17 |
142-17 |
142-04 |
142-25 |
| PP |
141-24 |
141-24 |
141-24 |
141-28 |
| S1 |
141-08 |
141-08 |
141-28 |
141-16 |
| S2 |
140-15 |
140-15 |
141-24 |
|
| S3 |
139-06 |
139-31 |
141-21 |
|
| S4 |
137-29 |
138-22 |
141-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-09 |
141-00 |
1-09 |
0.9% |
0-28 |
0.6% |
78% |
False |
False |
306,379 |
| 10 |
142-09 |
140-17 |
1-24 |
1.2% |
0-29 |
0.6% |
84% |
False |
False |
265,866 |
| 20 |
142-09 |
140-08 |
2-01 |
1.4% |
0-31 |
0.7% |
86% |
False |
False |
295,206 |
| 40 |
148-00 |
137-18 |
10-14 |
7.4% |
1-07 |
0.9% |
43% |
False |
False |
381,755 |
| 60 |
148-00 |
135-13 |
12-19 |
8.9% |
1-05 |
0.8% |
52% |
False |
False |
373,644 |
| 80 |
148-00 |
135-13 |
12-19 |
8.9% |
1-03 |
0.8% |
52% |
False |
False |
298,244 |
| 100 |
148-00 |
133-01 |
14-31 |
10.5% |
1-01 |
0.7% |
60% |
False |
False |
238,654 |
| 120 |
148-00 |
133-01 |
14-31 |
10.5% |
0-28 |
0.6% |
60% |
False |
False |
198,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-05 |
|
2.618 |
143-31 |
|
1.618 |
143-08 |
|
1.000 |
142-26 |
|
0.618 |
142-17 |
|
HIGH |
142-03 |
|
0.618 |
141-26 |
|
0.500 |
141-24 |
|
0.382 |
141-21 |
|
LOW |
141-12 |
|
0.618 |
140-30 |
|
1.000 |
140-21 |
|
1.618 |
140-07 |
|
2.618 |
139-16 |
|
4.250 |
138-10 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-29 |
141-27 |
| PP |
141-26 |
141-22 |
| S1 |
141-24 |
141-18 |
|