ECBOT 30 Year Treasury Bond Future March 2015
Trading Metrics calculated at close of trading on 07-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
139-24 |
139-04 |
-0-20 |
-0.4% |
139-23 |
High |
139-29 |
140-17 |
0-20 |
0.4% |
140-17 |
Low |
139-00 |
138-28 |
-0-04 |
-0.1% |
138-28 |
Close |
139-07 |
140-07 |
1-00 |
0.7% |
140-07 |
Range |
0-29 |
1-21 |
0-24 |
82.8% |
1-21 |
ATR |
0-31 |
1-01 |
0-02 |
4.9% |
0-00 |
Volume |
931 |
1,623 |
692 |
74.3% |
5,300 |
|
Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-27 |
144-06 |
141-04 |
|
R3 |
143-06 |
142-17 |
140-22 |
|
R2 |
141-17 |
141-17 |
140-17 |
|
R1 |
140-28 |
140-28 |
140-12 |
141-06 |
PP |
139-28 |
139-28 |
139-28 |
140-01 |
S1 |
139-07 |
139-07 |
140-02 |
139-18 |
S2 |
138-07 |
138-07 |
139-29 |
|
S3 |
136-18 |
137-18 |
139-24 |
|
S4 |
134-29 |
135-29 |
139-10 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-27 |
144-06 |
141-04 |
|
R3 |
143-06 |
142-17 |
140-22 |
|
R2 |
141-17 |
141-17 |
140-17 |
|
R1 |
140-28 |
140-28 |
140-12 |
141-06 |
PP |
139-28 |
139-28 |
139-28 |
140-01 |
S1 |
139-07 |
139-07 |
140-02 |
139-18 |
S2 |
138-07 |
138-07 |
139-29 |
|
S3 |
136-18 |
137-18 |
139-24 |
|
S4 |
134-29 |
135-29 |
139-10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140-17 |
138-28 |
1-21 |
1.2% |
0-31 |
0.7% |
81% |
True |
True |
1,060 |
10 |
140-22 |
138-28 |
1-26 |
1.3% |
0-27 |
0.6% |
74% |
False |
True |
782 |
20 |
146-16 |
138-28 |
7-20 |
5.4% |
1-07 |
0.9% |
18% |
False |
True |
631 |
40 |
146-16 |
134-00 |
12-16 |
8.9% |
0-30 |
0.7% |
50% |
False |
False |
329 |
60 |
146-16 |
134-00 |
12-16 |
8.9% |
0-22 |
0.5% |
50% |
False |
False |
220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147-18 |
2.618 |
144-28 |
1.618 |
143-07 |
1.000 |
142-06 |
0.618 |
141-18 |
HIGH |
140-17 |
0.618 |
139-29 |
0.500 |
139-22 |
0.382 |
139-16 |
LOW |
138-28 |
0.618 |
137-27 |
1.000 |
137-07 |
1.618 |
136-06 |
2.618 |
134-17 |
4.250 |
131-27 |
|
|
Fisher Pivots for day following 07-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
140-02 |
140-02 |
PP |
139-28 |
139-28 |
S1 |
139-22 |
139-22 |
|