ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
142-30 |
143-12 |
0-14 |
0.3% |
142-00 |
| High |
143-16 |
144-09 |
0-25 |
0.5% |
144-09 |
| Low |
142-29 |
143-08 |
0-11 |
0.2% |
141-19 |
| Close |
143-14 |
144-02 |
0-20 |
0.4% |
144-02 |
| Range |
0-19 |
1-01 |
0-14 |
73.7% |
2-22 |
| ATR |
1-00 |
1-00 |
0-00 |
0.3% |
0-00 |
| Volume |
440,672 |
52,884 |
-387,788 |
-88.0% |
1,815,008 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-31 |
146-17 |
144-20 |
|
| R3 |
145-30 |
145-16 |
144-11 |
|
| R2 |
144-29 |
144-29 |
144-08 |
|
| R1 |
144-15 |
144-15 |
144-05 |
144-22 |
| PP |
143-28 |
143-28 |
143-28 |
143-31 |
| S1 |
143-14 |
143-14 |
143-31 |
143-21 |
| S2 |
142-27 |
142-27 |
143-28 |
|
| S3 |
141-26 |
142-13 |
143-25 |
|
| S4 |
140-25 |
141-12 |
143-16 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-12 |
150-13 |
145-17 |
|
| R3 |
148-22 |
147-23 |
144-26 |
|
| R2 |
146-00 |
146-00 |
144-18 |
|
| R1 |
145-01 |
145-01 |
144-10 |
145-16 |
| PP |
143-10 |
143-10 |
143-10 |
143-18 |
| S1 |
142-11 |
142-11 |
143-26 |
142-26 |
| S2 |
140-20 |
140-20 |
143-18 |
|
| S3 |
137-30 |
139-21 |
143-10 |
|
| S4 |
135-08 |
136-31 |
142-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-09 |
141-12 |
2-29 |
2.0% |
0-26 |
0.6% |
92% |
True |
False |
427,274 |
| 10 |
144-09 |
140-27 |
3-14 |
2.4% |
0-27 |
0.6% |
94% |
True |
False |
361,700 |
| 20 |
144-09 |
140-08 |
4-01 |
2.8% |
0-30 |
0.6% |
95% |
True |
False |
325,084 |
| 40 |
148-00 |
138-11 |
9-21 |
6.7% |
1-06 |
0.8% |
59% |
False |
False |
386,754 |
| 60 |
148-00 |
135-13 |
12-19 |
8.7% |
1-04 |
0.8% |
69% |
False |
False |
377,320 |
| 80 |
148-00 |
135-13 |
12-19 |
8.7% |
1-03 |
0.7% |
69% |
False |
False |
320,877 |
| 100 |
148-00 |
134-31 |
13-01 |
9.0% |
1-01 |
0.7% |
70% |
False |
False |
256,802 |
| 120 |
148-00 |
133-01 |
14-31 |
10.4% |
0-29 |
0.6% |
74% |
False |
False |
214,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-21 |
|
2.618 |
146-31 |
|
1.618 |
145-30 |
|
1.000 |
145-10 |
|
0.618 |
144-29 |
|
HIGH |
144-09 |
|
0.618 |
143-28 |
|
0.500 |
143-24 |
|
0.382 |
143-21 |
|
LOW |
143-08 |
|
0.618 |
142-20 |
|
1.000 |
142-07 |
|
1.618 |
141-19 |
|
2.618 |
140-18 |
|
4.250 |
138-28 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143-31 |
143-24 |
| PP |
143-28 |
143-14 |
| S1 |
143-24 |
143-04 |
|