ECBOT 30 Year Treasury Bond Future March 2015
Trading Metrics calculated at close of trading on 04-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
139-23 |
140-00 |
0-09 |
0.2% |
140-05 |
High |
140-03 |
140-09 |
0-06 |
0.1% |
140-22 |
Low |
139-00 |
139-26 |
0-26 |
0.6% |
139-04 |
Close |
139-19 |
139-26 |
0-07 |
0.2% |
139-20 |
Range |
1-03 |
0-15 |
-0-20 |
-57.1% |
1-18 |
ATR |
1-01 |
1-00 |
-0-01 |
-2.4% |
0-00 |
Volume |
1,454 |
235 |
-1,219 |
-83.8% |
2,524 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-12 |
141-02 |
140-02 |
|
R3 |
140-29 |
140-19 |
139-30 |
|
R2 |
140-14 |
140-14 |
139-29 |
|
R1 |
140-04 |
140-04 |
139-27 |
140-02 |
PP |
139-31 |
139-31 |
139-31 |
139-30 |
S1 |
139-21 |
139-21 |
139-25 |
139-18 |
S2 |
139-16 |
139-16 |
139-23 |
|
S3 |
139-01 |
139-06 |
139-22 |
|
S4 |
138-18 |
138-23 |
139-18 |
|
|
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 |
140-18 |
139-00 |
1-18 |
1.1% |
0-24 |
0.5% |
52% |
False |
False |
699 |
10 |
141-10 |
139-00 |
2-10 |
1.7% |
0-26 |
0.6% |
35% |
False |
False |
630 |
20 |
146-16 |
138-25 |
7-23 |
5.5% |
1-05 |
0.8% |
13% |
False |
False |
466 |
40 |
146-16 |
134-00 |
12-16 |
8.9% |
0-28 |
0.6% |
47% |
False |
False |
239 |
60 |
146-16 |
134-00 |
12-16 |
8.9% |
0-20 |
0.5% |
47% |
False |
False |
160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142-09 |
2.618 |
141-16 |
1.618 |
141-01 |
1.000 |
140-24 |
0.618 |
140-18 |
HIGH |
140-09 |
0.618 |
140-03 |
0.500 |
140-02 |
0.382 |
140-00 |
LOW |
139-26 |
0.618 |
139-17 |
1.000 |
139-11 |
1.618 |
139-02 |
2.618 |
138-19 |
4.250 |
137-26 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
140-02 |
139-24 |
PP |
139-31 |
139-22 |
S1 |
139-28 |
139-20 |
|