ECBOT 30 Year Treasury Bond Future March 2015
Trading Metrics calculated at close of trading on 20-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
141-30 |
141-03 |
-0-27 |
-0.6% |
140-14 |
High |
142-10 |
141-30 |
-0-12 |
-0.3% |
146-16 |
Low |
140-26 |
140-31 |
0-05 |
0.1% |
140-05 |
Close |
141-12 |
141-19 |
0-07 |
0.2% |
141-12 |
Range |
1-16 |
0-31 |
-0-17 |
-35.4% |
6-11 |
ATR |
1-08 |
1-07 |
-0-01 |
-1.5% |
0-00 |
Volume |
297 |
147 |
-150 |
-50.5% |
2,238 |
|
Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-13 |
143-31 |
142-04 |
|
R3 |
143-14 |
143-00 |
141-28 |
|
R2 |
142-15 |
142-15 |
141-25 |
|
R1 |
142-01 |
142-01 |
141-22 |
142-08 |
PP |
141-16 |
141-16 |
141-16 |
141-20 |
S1 |
141-02 |
141-02 |
141-16 |
141-09 |
S2 |
140-17 |
140-17 |
141-13 |
|
S3 |
139-18 |
140-03 |
141-10 |
|
S4 |
138-19 |
139-04 |
141-02 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161-23 |
157-28 |
144-28 |
|
R3 |
155-12 |
151-17 |
143-04 |
|
R2 |
149-01 |
149-01 |
142-17 |
|
R1 |
145-06 |
145-06 |
141-31 |
147-04 |
PP |
142-22 |
142-22 |
142-22 |
143-20 |
S1 |
138-27 |
138-27 |
140-25 |
140-24 |
S2 |
136-11 |
136-11 |
140-07 |
|
S3 |
130-00 |
132-16 |
139-20 |
|
S4 |
123-21 |
126-05 |
137-28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146-16 |
140-24 |
5-24 |
4.1% |
2-07 |
1.6% |
15% |
False |
False |
421 |
10 |
146-16 |
137-28 |
8-20 |
6.1% |
1-18 |
1.1% |
43% |
False |
False |
270 |
20 |
146-16 |
135-10 |
11-06 |
7.9% |
1-05 |
0.8% |
56% |
False |
False |
145 |
40 |
146-16 |
134-00 |
12-16 |
8.8% |
0-22 |
0.5% |
61% |
False |
False |
73 |
60 |
146-16 |
134-00 |
12-16 |
8.8% |
0-15 |
0.3% |
61% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146-02 |
2.618 |
144-15 |
1.618 |
143-16 |
1.000 |
142-29 |
0.618 |
142-17 |
HIGH |
141-30 |
0.618 |
141-18 |
0.500 |
141-14 |
0.382 |
141-11 |
LOW |
140-31 |
0.618 |
140-12 |
1.000 |
140-00 |
1.618 |
139-13 |
2.618 |
138-14 |
4.250 |
136-27 |
|
|
Fisher Pivots for day following 20-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
141-18 |
142-17 |
PP |
141-16 |
142-07 |
S1 |
141-14 |
141-29 |
|