ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
142-00 |
142-04 |
0-04 |
0.1% |
141-20 |
| High |
142-07 |
143-01 |
0-26 |
0.6% |
142-09 |
| Low |
141-19 |
142-00 |
0-13 |
0.3% |
141-00 |
| Close |
142-02 |
142-31 |
0-29 |
0.6% |
142-00 |
| Range |
0-20 |
1-01 |
0-13 |
65.0% |
1-09 |
| ATR |
1-01 |
1-01 |
0-00 |
0.1% |
0-00 |
| Volume |
437,033 |
884,419 |
447,386 |
102.4% |
1,531,898 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-24 |
145-13 |
143-17 |
|
| R3 |
144-23 |
144-12 |
143-08 |
|
| R2 |
143-22 |
143-22 |
143-05 |
|
| R1 |
143-11 |
143-11 |
143-02 |
143-16 |
| PP |
142-21 |
142-21 |
142-21 |
142-24 |
| S1 |
142-10 |
142-10 |
142-28 |
142-16 |
| S2 |
141-20 |
141-20 |
142-25 |
|
| S3 |
140-19 |
141-09 |
142-22 |
|
| S4 |
139-18 |
140-08 |
142-13 |
|
|
| 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 |
143-01 |
141-00 |
2-01 |
1.4% |
0-27 |
0.6% |
97% |
True |
False |
475,141 |
| 10 |
143-01 |
140-22 |
2-11 |
1.6% |
0-28 |
0.6% |
97% |
True |
False |
372,979 |
| 20 |
143-01 |
140-08 |
2-25 |
1.9% |
0-31 |
0.7% |
98% |
True |
False |
334,068 |
| 40 |
148-00 |
137-27 |
10-05 |
7.1% |
1-07 |
0.9% |
50% |
False |
False |
399,187 |
| 60 |
148-00 |
135-13 |
12-19 |
8.8% |
1-04 |
0.8% |
60% |
False |
False |
383,335 |
| 80 |
148-00 |
135-13 |
12-19 |
8.8% |
1-03 |
0.8% |
60% |
False |
False |
314,722 |
| 100 |
148-00 |
134-11 |
13-21 |
9.6% |
1-01 |
0.7% |
63% |
False |
False |
251,869 |
| 120 |
148-00 |
133-01 |
14-31 |
10.5% |
0-29 |
0.6% |
66% |
False |
False |
209,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-13 |
|
2.618 |
145-23 |
|
1.618 |
144-22 |
|
1.000 |
144-02 |
|
0.618 |
143-21 |
|
HIGH |
143-01 |
|
0.618 |
142-20 |
|
0.500 |
142-16 |
|
0.382 |
142-13 |
|
LOW |
142-00 |
|
0.618 |
141-12 |
|
1.000 |
140-31 |
|
1.618 |
140-11 |
|
2.618 |
139-10 |
|
4.250 |
137-20 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
142-26 |
142-23 |
| PP |
142-21 |
142-15 |
| S1 |
142-16 |
142-06 |
|