ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
139-29 |
139-23 |
-0-06 |
-0.1% |
140-05 |
| High |
140-00 |
140-03 |
0-03 |
0.1% |
140-22 |
| Low |
139-08 |
139-00 |
-0-08 |
-0.2% |
139-04 |
| Close |
139-20 |
139-19 |
-0-01 |
0.0% |
139-20 |
| Range |
0-24 |
1-03 |
0-11 |
45.8% |
1-18 |
| ATR |
1-01 |
1-01 |
0-00 |
0.4% |
0-00 |
| Volume |
1,367 |
1,454 |
87 |
6.4% |
2,524 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-27 |
142-10 |
140-06 |
|
| R3 |
141-24 |
141-07 |
139-29 |
|
| R2 |
140-21 |
140-21 |
139-25 |
|
| R1 |
140-04 |
140-04 |
139-22 |
139-27 |
| PP |
139-18 |
139-18 |
139-18 |
139-14 |
| S1 |
139-01 |
139-01 |
139-16 |
138-24 |
| S2 |
138-15 |
138-15 |
139-13 |
|
| S3 |
137-12 |
137-30 |
139-09 |
|
| S4 |
136-09 |
136-27 |
139-00 |
|
|
| 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 |
140-20 |
139-00 |
1-20 |
1.2% |
0-27 |
0.6% |
37% |
False |
True |
753 |
| 10 |
142-06 |
139-00 |
3-06 |
2.3% |
0-28 |
0.6% |
19% |
False |
True |
640 |
| 20 |
146-16 |
137-28 |
8-20 |
6.2% |
1-07 |
0.9% |
20% |
False |
False |
455 |
| 40 |
146-16 |
134-00 |
12-16 |
9.0% |
0-28 |
0.6% |
45% |
False |
False |
233 |
| 60 |
146-16 |
134-00 |
12-16 |
9.0% |
0-20 |
0.4% |
45% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-24 |
|
2.618 |
142-31 |
|
1.618 |
141-28 |
|
1.000 |
141-06 |
|
0.618 |
140-25 |
|
HIGH |
140-03 |
|
0.618 |
139-22 |
|
0.500 |
139-18 |
|
0.382 |
139-13 |
|
LOW |
139-00 |
|
0.618 |
138-10 |
|
1.000 |
137-29 |
|
1.618 |
137-07 |
|
2.618 |
136-04 |
|
4.250 |
134-11 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-18 |
139-25 |
| PP |
139-18 |
139-23 |
| S1 |
139-18 |
139-21 |
|