ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
140-00 |
140-01 |
0-01 |
0.0% |
140-05 |
| High |
140-09 |
140-01 |
-0-08 |
-0.2% |
140-22 |
| Low |
139-26 |
139-11 |
-0-15 |
-0.3% |
139-04 |
| Close |
139-26 |
139-21 |
-0-05 |
-0.1% |
139-20 |
| Range |
0-15 |
0-22 |
0-07 |
46.7% |
1-18 |
| ATR |
1-00 |
1-00 |
-0-01 |
-2.3% |
0-00 |
| Volume |
235 |
1,057 |
822 |
349.8% |
2,524 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-24 |
141-12 |
140-01 |
|
| R3 |
141-02 |
140-22 |
139-27 |
|
| R2 |
140-12 |
140-12 |
139-25 |
|
| R1 |
140-00 |
140-00 |
139-23 |
139-27 |
| PP |
139-22 |
139-22 |
139-22 |
139-19 |
| S1 |
139-10 |
139-10 |
139-19 |
139-05 |
| S2 |
139-00 |
139-00 |
139-17 |
|
| S3 |
138-10 |
138-20 |
139-15 |
|
| S4 |
137-20 |
137-30 |
139-09 |
|
|
| 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% |
0-23 |
0.5% |
42% |
False |
False |
893 |
| 10 |
141-04 |
139-00 |
2-04 |
1.5% |
0-26 |
0.6% |
31% |
False |
False |
706 |
| 20 |
146-16 |
139-00 |
7-16 |
5.4% |
1-05 |
0.8% |
9% |
False |
False |
514 |
| 40 |
146-16 |
134-00 |
12-16 |
9.0% |
0-29 |
0.6% |
45% |
False |
False |
265 |
| 60 |
146-16 |
134-00 |
12-16 |
9.0% |
0-21 |
0.5% |
45% |
False |
False |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-30 |
|
2.618 |
141-27 |
|
1.618 |
141-05 |
|
1.000 |
140-23 |
|
0.618 |
140-15 |
|
HIGH |
140-01 |
|
0.618 |
139-25 |
|
0.500 |
139-22 |
|
0.382 |
139-19 |
|
LOW |
139-11 |
|
0.618 |
138-29 |
|
1.000 |
138-21 |
|
1.618 |
138-07 |
|
2.618 |
137-17 |
|
4.250 |
136-14 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-22 |
139-21 |
| PP |
139-22 |
139-21 |
| S1 |
139-21 |
139-20 |
|