ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
143-18 |
142-26 |
-0-24 |
-0.5% |
144-09 |
| High |
143-19 |
144-05 |
0-18 |
0.4% |
144-23 |
| Low |
142-13 |
142-13 |
0-00 |
0.0% |
142-09 |
| Close |
142-31 |
144-00 |
1-01 |
0.7% |
142-31 |
| Range |
1-06 |
1-24 |
0-18 |
47.4% |
2-14 |
| ATR |
1-01 |
1-03 |
0-02 |
4.9% |
0-00 |
| Volume |
13,359 |
12,472 |
-887 |
-6.6% |
156,438 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-25 |
148-04 |
144-31 |
|
| R3 |
147-01 |
146-12 |
144-15 |
|
| R2 |
145-09 |
145-09 |
144-10 |
|
| R1 |
144-20 |
144-20 |
144-05 |
144-30 |
| PP |
143-17 |
143-17 |
143-17 |
143-22 |
| S1 |
142-28 |
142-28 |
143-27 |
143-06 |
| S2 |
141-25 |
141-25 |
143-22 |
|
| S3 |
140-01 |
141-04 |
143-17 |
|
| S4 |
138-09 |
139-12 |
143-01 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-20 |
149-08 |
144-10 |
|
| R3 |
148-06 |
146-26 |
143-20 |
|
| R2 |
145-24 |
145-24 |
143-13 |
|
| R1 |
144-12 |
144-12 |
143-06 |
143-27 |
| PP |
143-10 |
143-10 |
143-10 |
143-02 |
| S1 |
141-30 |
141-30 |
142-24 |
141-13 |
| S2 |
140-28 |
140-28 |
142-17 |
|
| S3 |
138-14 |
139-16 |
142-10 |
|
| S4 |
136-00 |
137-02 |
141-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-05 |
142-09 |
1-28 |
1.3% |
1-05 |
0.8% |
92% |
True |
False |
18,799 |
| 10 |
144-23 |
141-19 |
3-04 |
2.2% |
1-02 |
0.7% |
77% |
False |
False |
198,391 |
| 20 |
144-23 |
140-17 |
4-06 |
2.9% |
0-31 |
0.7% |
83% |
False |
False |
232,129 |
| 40 |
148-00 |
140-08 |
7-24 |
5.4% |
1-07 |
0.8% |
48% |
False |
False |
321,168 |
| 60 |
148-00 |
135-13 |
12-19 |
8.7% |
1-05 |
0.8% |
68% |
False |
False |
342,630 |
| 80 |
148-00 |
135-13 |
12-19 |
8.7% |
1-03 |
0.8% |
68% |
False |
False |
322,883 |
| 100 |
148-00 |
134-31 |
13-01 |
9.0% |
1-02 |
0.7% |
69% |
False |
False |
258,478 |
| 120 |
148-00 |
133-01 |
14-31 |
10.4% |
0-31 |
0.7% |
73% |
False |
False |
215,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-19 |
|
2.618 |
148-24 |
|
1.618 |
147-00 |
|
1.000 |
145-29 |
|
0.618 |
145-08 |
|
HIGH |
144-05 |
|
0.618 |
143-16 |
|
0.500 |
143-09 |
|
0.382 |
143-02 |
|
LOW |
142-13 |
|
0.618 |
141-10 |
|
1.000 |
140-21 |
|
1.618 |
139-18 |
|
2.618 |
137-26 |
|
4.250 |
134-31 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143-24 |
143-24 |
| PP |
143-17 |
143-17 |
| S1 |
143-09 |
143-09 |
|