ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
143-08 |
142-13 |
-0-27 |
-0.6% |
142-00 |
| High |
143-14 |
142-27 |
-0-19 |
-0.4% |
144-09 |
| Low |
142-11 |
142-09 |
-0-02 |
0.0% |
141-19 |
| Close |
142-17 |
142-23 |
0-06 |
0.1% |
144-02 |
| Range |
1-03 |
0-18 |
-0-17 |
-48.6% |
2-22 |
| ATR |
1-02 |
1-00 |
-0-01 |
-3.3% |
0-00 |
| Volume |
45,003 |
15,123 |
-29,880 |
-66.4% |
1,815,008 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-10 |
144-02 |
143-01 |
|
| R3 |
143-24 |
143-16 |
142-28 |
|
| R2 |
143-06 |
143-06 |
142-26 |
|
| R1 |
142-30 |
142-30 |
142-25 |
143-02 |
| PP |
142-20 |
142-20 |
142-20 |
142-22 |
| S1 |
142-12 |
142-12 |
142-21 |
142-16 |
| S2 |
142-02 |
142-02 |
142-20 |
|
| S3 |
141-16 |
141-26 |
142-18 |
|
| S4 |
140-30 |
141-08 |
142-13 |
|
|
| 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 |
144-23 |
142-09 |
2-14 |
1.7% |
0-31 |
0.7% |
18% |
False |
True |
125,719 |
| 10 |
144-23 |
141-00 |
3-23 |
2.6% |
0-29 |
0.6% |
46% |
False |
False |
300,430 |
| 20 |
144-23 |
140-08 |
4-15 |
3.1% |
0-30 |
0.7% |
55% |
False |
False |
279,312 |
| 40 |
148-00 |
140-02 |
7-30 |
5.6% |
1-06 |
0.8% |
33% |
False |
False |
359,237 |
| 60 |
148-00 |
135-13 |
12-19 |
8.8% |
1-04 |
0.8% |
58% |
False |
False |
361,152 |
| 80 |
148-00 |
135-13 |
12-19 |
8.8% |
1-03 |
0.8% |
58% |
False |
False |
322,501 |
| 100 |
148-00 |
134-31 |
13-01 |
9.1% |
1-01 |
0.7% |
59% |
False |
False |
258,150 |
| 120 |
148-00 |
133-01 |
14-31 |
10.5% |
0-30 |
0.7% |
65% |
False |
False |
215,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-08 |
|
2.618 |
144-10 |
|
1.618 |
143-24 |
|
1.000 |
143-13 |
|
0.618 |
143-06 |
|
HIGH |
142-27 |
|
0.618 |
142-20 |
|
0.500 |
142-18 |
|
0.382 |
142-16 |
|
LOW |
142-09 |
|
0.618 |
141-30 |
|
1.000 |
141-23 |
|
1.618 |
141-12 |
|
2.618 |
140-26 |
|
4.250 |
139-28 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
142-21 |
143-16 |
| PP |
142-20 |
143-08 |
| S1 |
142-18 |
142-31 |
|