ECBOT 30 Year Treasury Bond Future March 2015
Trading Metrics calculated at close of trading on 24-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
141-04 |
140-24 |
-0-12 |
-0.3% |
141-03 |
High |
141-04 |
141-00 |
-0-04 |
-0.1% |
142-06 |
Low |
139-29 |
140-06 |
0-09 |
0.2% |
139-29 |
Close |
140-07 |
140-07 |
0-00 |
0.0% |
140-07 |
Range |
1-07 |
0-26 |
-0-13 |
-33.3% |
2-09 |
ATR |
1-05 |
1-05 |
-0-01 |
-2.2% |
0-00 |
Volume |
1,510 |
287 |
-1,223 |
-81.0% |
2,570 |
|
Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-29 |
142-12 |
140-21 |
|
R3 |
142-03 |
141-18 |
140-14 |
|
R2 |
141-09 |
141-09 |
140-12 |
|
R1 |
140-24 |
140-24 |
140-09 |
140-20 |
PP |
140-15 |
140-15 |
140-15 |
140-13 |
S1 |
139-30 |
139-30 |
140-05 |
139-26 |
S2 |
139-21 |
139-21 |
140-02 |
|
S3 |
138-27 |
139-04 |
140-00 |
|
S4 |
138-01 |
138-10 |
139-25 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-20 |
146-06 |
141-15 |
|
R3 |
145-11 |
143-29 |
140-27 |
|
R2 |
143-02 |
143-02 |
140-20 |
|
R1 |
141-20 |
141-20 |
140-14 |
141-06 |
PP |
140-25 |
140-25 |
140-25 |
140-18 |
S1 |
139-11 |
139-11 |
140-00 |
138-30 |
S2 |
138-16 |
138-16 |
139-26 |
|
S3 |
136-07 |
137-02 |
139-19 |
|
S4 |
133-30 |
134-25 |
138-31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142-06 |
139-29 |
2-09 |
1.6% |
0-30 |
0.7% |
14% |
False |
False |
514 |
10 |
146-16 |
139-29 |
6-19 |
4.7% |
1-18 |
1.1% |
5% |
False |
False |
480 |
20 |
146-16 |
136-00 |
10-16 |
7.5% |
1-06 |
0.9% |
40% |
False |
False |
264 |
40 |
146-16 |
134-00 |
12-16 |
8.9% |
0-24 |
0.5% |
50% |
False |
False |
134 |
60 |
146-16 |
134-00 |
12-16 |
8.9% |
0-17 |
0.4% |
50% |
False |
False |
89 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144-14 |
2.618 |
143-04 |
1.618 |
142-10 |
1.000 |
141-26 |
0.618 |
141-16 |
HIGH |
141-00 |
0.618 |
140-22 |
0.500 |
140-19 |
0.382 |
140-16 |
LOW |
140-06 |
0.618 |
139-22 |
1.000 |
139-12 |
1.618 |
138-28 |
2.618 |
138-02 |
4.250 |
136-24 |
|
|
Fisher Pivots for day following 24-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
140-19 |
140-20 |
PP |
140-15 |
140-15 |
S1 |
140-11 |
140-11 |
|