ECBOT 30 Year Treasury Bond Future March 2015
Trading Metrics calculated at close of trading on 31-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
140-08 |
139-29 |
-0-11 |
-0.2% |
140-05 |
High |
140-18 |
140-00 |
-0-18 |
-0.4% |
140-22 |
Low |
139-30 |
139-08 |
-0-22 |
-0.5% |
139-04 |
Close |
140-03 |
139-20 |
-0-15 |
-0.3% |
139-20 |
Range |
0-20 |
0-24 |
0-04 |
20.0% |
1-18 |
ATR |
1-02 |
1-01 |
0-00 |
-1.4% |
0-00 |
Volume |
355 |
1,367 |
1,012 |
285.1% |
2,524 |
|
Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-28 |
141-16 |
140-01 |
|
R3 |
141-04 |
140-24 |
139-27 |
|
R2 |
140-12 |
140-12 |
139-24 |
|
R1 |
140-00 |
140-00 |
139-22 |
139-26 |
PP |
139-20 |
139-20 |
139-20 |
139-17 |
S1 |
139-08 |
139-08 |
139-18 |
139-02 |
S2 |
138-28 |
138-28 |
139-16 |
|
S3 |
138-04 |
138-16 |
139-13 |
|
S4 |
137-12 |
137-24 |
139-07 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-16 |
143-20 |
140-16 |
|
R3 |
142-30 |
142-02 |
140-02 |
|
R2 |
141-12 |
141-12 |
139-29 |
|
R1 |
140-16 |
140-16 |
139-25 |
140-05 |
PP |
139-26 |
139-26 |
139-26 |
139-20 |
S1 |
138-30 |
138-30 |
139-15 |
138-19 |
S2 |
138-08 |
138-08 |
139-11 |
|
S3 |
136-22 |
137-12 |
139-06 |
|
S4 |
135-04 |
135-26 |
138-24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140-22 |
139-04 |
1-18 |
1.1% |
0-24 |
0.5% |
32% |
False |
False |
504 |
10 |
142-06 |
139-04 |
3-02 |
2.2% |
0-27 |
0.6% |
16% |
False |
False |
509 |
20 |
146-16 |
137-28 |
8-20 |
6.2% |
1-05 |
0.8% |
20% |
False |
False |
383 |
40 |
146-16 |
134-00 |
12-16 |
9.0% |
0-27 |
0.6% |
45% |
False |
False |
197 |
60 |
146-16 |
134-00 |
12-16 |
9.0% |
0-19 |
0.4% |
45% |
False |
False |
131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143-06 |
2.618 |
141-31 |
1.618 |
141-07 |
1.000 |
140-24 |
0.618 |
140-15 |
HIGH |
140-00 |
0.618 |
139-23 |
0.500 |
139-20 |
0.382 |
139-17 |
LOW |
139-08 |
0.618 |
138-25 |
1.000 |
138-16 |
1.618 |
138-01 |
2.618 |
137-09 |
4.250 |
136-02 |
|
|
Fisher Pivots for day following 31-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
139-20 |
139-27 |
PP |
139-20 |
139-25 |
S1 |
139-20 |
139-22 |
|