ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
140-17 |
139-30 |
-0-19 |
-0.4% |
141-03 |
| High |
140-20 |
140-00 |
-0-20 |
-0.4% |
142-06 |
| Low |
139-26 |
139-04 |
-0-22 |
-0.5% |
139-29 |
| Close |
140-01 |
139-28 |
-0-05 |
-0.1% |
140-07 |
| Range |
0-26 |
0-28 |
0-02 |
7.7% |
2-09 |
| ATR |
1-03 |
1-02 |
0-00 |
-1.2% |
0-00 |
| Volume |
508 |
85 |
-423 |
-83.3% |
2,570 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-09 |
141-31 |
140-11 |
|
| R3 |
141-13 |
141-03 |
140-04 |
|
| R2 |
140-17 |
140-17 |
140-01 |
|
| R1 |
140-07 |
140-07 |
139-31 |
139-30 |
| PP |
139-21 |
139-21 |
139-21 |
139-17 |
| S1 |
139-11 |
139-11 |
139-25 |
139-02 |
| S2 |
138-25 |
138-25 |
139-23 |
|
| S3 |
137-29 |
138-15 |
139-20 |
|
| S4 |
137-01 |
137-19 |
139-13 |
|
|
| 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 |
141-04 |
139-04 |
2-00 |
1.4% |
0-28 |
0.6% |
38% |
False |
True |
519 |
| 10 |
144-08 |
139-04 |
5-04 |
3.7% |
1-03 |
0.8% |
15% |
False |
True |
511 |
| 20 |
146-16 |
137-00 |
9-16 |
6.8% |
1-06 |
0.8% |
30% |
False |
False |
301 |
| 40 |
146-16 |
134-00 |
12-16 |
8.9% |
0-26 |
0.6% |
47% |
False |
False |
154 |
| 60 |
146-16 |
134-00 |
12-16 |
8.9% |
0-19 |
0.4% |
47% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-23 |
|
2.618 |
142-09 |
|
1.618 |
141-13 |
|
1.000 |
140-28 |
|
0.618 |
140-17 |
|
HIGH |
140-00 |
|
0.618 |
139-21 |
|
0.500 |
139-18 |
|
0.382 |
139-15 |
|
LOW |
139-04 |
|
0.618 |
138-19 |
|
1.000 |
138-08 |
|
1.618 |
137-23 |
|
2.618 |
136-27 |
|
4.250 |
135-13 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-25 |
139-29 |
| PP |
139-21 |
139-29 |
| S1 |
139-18 |
139-28 |
|