ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
142-04 |
142-30 |
0-26 |
0.6% |
141-20 |
| High |
143-01 |
143-16 |
0-15 |
0.3% |
142-09 |
| Low |
142-00 |
142-29 |
0-29 |
0.6% |
141-00 |
| Close |
142-31 |
143-14 |
0-15 |
0.3% |
142-00 |
| Range |
1-01 |
0-19 |
-0-14 |
-42.4% |
1-09 |
| ATR |
1-01 |
1-00 |
-0-01 |
-3.0% |
0-00 |
| Volume |
884,419 |
440,672 |
-443,747 |
-50.2% |
1,531,898 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-02 |
144-27 |
143-24 |
|
| R3 |
144-15 |
144-08 |
143-19 |
|
| R2 |
143-28 |
143-28 |
143-17 |
|
| R1 |
143-21 |
143-21 |
143-16 |
143-24 |
| PP |
143-09 |
143-09 |
143-09 |
143-11 |
| S1 |
143-02 |
143-02 |
143-12 |
143-06 |
| S2 |
142-22 |
142-22 |
143-11 |
|
| S3 |
142-03 |
142-15 |
143-09 |
|
| S4 |
141-16 |
141-28 |
143-04 |
|
|
| 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 |
143-16 |
141-02 |
2-14 |
1.7% |
0-26 |
0.6% |
97% |
True |
False |
492,715 |
| 10 |
143-16 |
140-22 |
2-26 |
2.0% |
0-26 |
0.6% |
98% |
True |
False |
389,922 |
| 20 |
143-16 |
140-08 |
3-08 |
2.3% |
0-30 |
0.6% |
98% |
True |
False |
340,268 |
| 40 |
148-00 |
138-11 |
9-21 |
6.7% |
1-06 |
0.8% |
53% |
False |
False |
397,191 |
| 60 |
148-00 |
135-13 |
12-19 |
8.8% |
1-04 |
0.8% |
64% |
False |
False |
384,605 |
| 80 |
148-00 |
135-13 |
12-19 |
8.8% |
1-02 |
0.8% |
64% |
False |
False |
320,227 |
| 100 |
148-00 |
134-28 |
13-04 |
9.2% |
1-01 |
0.7% |
65% |
False |
False |
256,275 |
| 120 |
148-00 |
133-01 |
14-31 |
10.4% |
0-29 |
0.6% |
70% |
False |
False |
213,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-01 |
|
2.618 |
145-02 |
|
1.618 |
144-15 |
|
1.000 |
144-03 |
|
0.618 |
143-28 |
|
HIGH |
143-16 |
|
0.618 |
143-09 |
|
0.500 |
143-06 |
|
0.382 |
143-04 |
|
LOW |
142-29 |
|
0.618 |
142-17 |
|
1.000 |
142-10 |
|
1.618 |
141-30 |
|
2.618 |
141-11 |
|
4.250 |
140-12 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143-12 |
143-04 |
| PP |
143-09 |
142-27 |
| S1 |
143-06 |
142-18 |
|