ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
142-13 |
142-26 |
0-13 |
0.3% |
142-00 |
| High |
142-27 |
143-22 |
0-27 |
0.6% |
144-09 |
| Low |
142-09 |
142-18 |
0-09 |
0.2% |
141-19 |
| Close |
142-23 |
143-09 |
0-18 |
0.4% |
144-02 |
| Range |
0-18 |
1-04 |
0-18 |
100.0% |
2-22 |
| ATR |
1-00 |
1-01 |
0-00 |
0.8% |
0-00 |
| Volume |
15,123 |
8,038 |
-7,085 |
-46.8% |
1,815,008 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-18 |
146-01 |
143-29 |
|
| R3 |
145-14 |
144-29 |
143-19 |
|
| R2 |
144-10 |
144-10 |
143-16 |
|
| R1 |
143-25 |
143-25 |
143-12 |
144-02 |
| PP |
143-06 |
143-06 |
143-06 |
143-10 |
| S1 |
142-21 |
142-21 |
143-06 |
142-30 |
| S2 |
142-02 |
142-02 |
143-02 |
|
| S3 |
140-30 |
141-17 |
142-31 |
|
| S4 |
139-26 |
140-13 |
142-21 |
|
|
| 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% |
1-03 |
0.8% |
41% |
False |
False |
39,192 |
| 10 |
144-23 |
141-02 |
3-21 |
2.6% |
0-30 |
0.7% |
61% |
False |
False |
265,954 |
| 20 |
144-23 |
140-08 |
4-15 |
3.1% |
0-31 |
0.7% |
68% |
False |
False |
267,184 |
| 40 |
148-00 |
140-08 |
7-24 |
5.4% |
1-06 |
0.8% |
39% |
False |
False |
345,082 |
| 60 |
148-00 |
135-13 |
12-19 |
8.8% |
1-04 |
0.8% |
63% |
False |
False |
356,247 |
| 80 |
148-00 |
135-13 |
12-19 |
8.8% |
1-03 |
0.8% |
63% |
False |
False |
322,587 |
| 100 |
148-00 |
134-31 |
13-01 |
9.1% |
1-02 |
0.7% |
64% |
False |
False |
258,230 |
| 120 |
148-00 |
133-01 |
14-31 |
10.4% |
0-30 |
0.7% |
68% |
False |
False |
215,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-15 |
|
2.618 |
146-20 |
|
1.618 |
145-16 |
|
1.000 |
144-26 |
|
0.618 |
144-12 |
|
HIGH |
143-22 |
|
0.618 |
143-08 |
|
0.500 |
143-04 |
|
0.382 |
143-00 |
|
LOW |
142-18 |
|
0.618 |
141-28 |
|
1.000 |
141-14 |
|
1.618 |
140-24 |
|
2.618 |
139-20 |
|
4.250 |
137-25 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143-07 |
143-06 |
| PP |
143-06 |
143-03 |
| S1 |
143-04 |
143-00 |
|