ECBOT 30 Year Treasury Bond Future March 2015
Trading Metrics calculated at close of trading on 30-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
139-30 |
140-08 |
0-10 |
0.2% |
141-03 |
High |
140-00 |
140-18 |
0-18 |
0.4% |
142-06 |
Low |
139-04 |
139-30 |
0-26 |
0.6% |
139-29 |
Close |
139-28 |
140-03 |
0-07 |
0.2% |
140-07 |
Range |
0-28 |
0-20 |
-0-08 |
-28.6% |
2-09 |
ATR |
1-02 |
1-02 |
-0-01 |
-2.6% |
0-00 |
Volume |
85 |
355 |
270 |
317.6% |
2,570 |
|
Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-02 |
141-23 |
140-14 |
|
R3 |
141-14 |
141-03 |
140-08 |
|
R2 |
140-26 |
140-26 |
140-07 |
|
R1 |
140-15 |
140-15 |
140-05 |
140-10 |
PP |
140-06 |
140-06 |
140-06 |
140-04 |
S1 |
139-27 |
139-27 |
140-01 |
139-22 |
S2 |
139-18 |
139-18 |
139-31 |
|
S3 |
138-30 |
139-07 |
139-30 |
|
S4 |
138-10 |
138-19 |
139-24 |
|
|
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 |
141-00 |
139-04 |
1-28 |
1.3% |
0-24 |
0.5% |
52% |
False |
False |
288 |
10 |
142-10 |
139-04 |
3-06 |
2.3% |
0-30 |
0.7% |
30% |
False |
False |
402 |
20 |
146-16 |
137-00 |
9-16 |
6.8% |
1-05 |
0.8% |
33% |
False |
False |
316 |
40 |
146-16 |
134-00 |
12-16 |
8.9% |
0-26 |
0.6% |
49% |
False |
False |
163 |
60 |
146-16 |
134-00 |
12-16 |
8.9% |
0-19 |
0.4% |
49% |
False |
False |
109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143-07 |
2.618 |
142-06 |
1.618 |
141-18 |
1.000 |
141-06 |
0.618 |
140-30 |
HIGH |
140-18 |
0.618 |
140-10 |
0.500 |
140-08 |
0.382 |
140-06 |
LOW |
139-30 |
0.618 |
139-18 |
1.000 |
139-10 |
1.618 |
138-30 |
2.618 |
138-10 |
4.250 |
137-09 |
|
|
Fisher Pivots for day following 30-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
140-08 |
140-01 |
PP |
140-06 |
139-30 |
S1 |
140-05 |
139-28 |
|