ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
141-10 |
141-04 |
-0-06 |
-0.1% |
140-14 |
| High |
141-10 |
141-04 |
-0-06 |
-0.1% |
146-16 |
| Low |
140-21 |
139-29 |
-0-24 |
-0.5% |
140-05 |
| Close |
140-29 |
140-07 |
-0-22 |
-0.5% |
141-12 |
| Range |
0-21 |
1-07 |
0-18 |
85.7% |
6-11 |
| ATR |
1-05 |
1-05 |
0-00 |
0.3% |
0-00 |
| Volume |
296 |
1,510 |
1,214 |
410.1% |
2,238 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-02 |
143-12 |
140-28 |
|
| R3 |
142-27 |
142-05 |
140-18 |
|
| R2 |
141-20 |
141-20 |
140-14 |
|
| R1 |
140-30 |
140-30 |
140-11 |
140-22 |
| PP |
140-13 |
140-13 |
140-13 |
140-09 |
| S1 |
139-23 |
139-23 |
140-03 |
139-14 |
| S2 |
139-06 |
139-06 |
140-00 |
|
| S3 |
137-31 |
138-16 |
139-28 |
|
| S4 |
136-24 |
137-09 |
139-18 |
|
|
| 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 |
142-10 |
139-29 |
2-13 |
1.7% |
1-03 |
0.8% |
13% |
False |
True |
516 |
| 10 |
146-16 |
139-08 |
7-08 |
5.2% |
1-19 |
1.1% |
13% |
False |
False |
456 |
| 20 |
146-16 |
135-24 |
10-24 |
7.7% |
1-06 |
0.9% |
42% |
False |
False |
251 |
| 40 |
146-16 |
134-00 |
12-16 |
8.9% |
0-24 |
0.5% |
50% |
False |
False |
127 |
| 60 |
146-16 |
134-00 |
12-16 |
8.9% |
0-17 |
0.4% |
50% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-10 |
|
2.618 |
144-10 |
|
1.618 |
143-03 |
|
1.000 |
142-11 |
|
0.618 |
141-28 |
|
HIGH |
141-04 |
|
0.618 |
140-21 |
|
0.500 |
140-16 |
|
0.382 |
140-12 |
|
LOW |
139-29 |
|
0.618 |
139-05 |
|
1.000 |
138-22 |
|
1.618 |
137-30 |
|
2.618 |
136-23 |
|
4.250 |
134-23 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140-16 |
141-02 |
| PP |
140-13 |
140-25 |
| S1 |
140-10 |
140-16 |
|