ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
140-14 |
139-18 |
-0-28 |
-0.6% |
139-23 |
| High |
140-22 |
139-18 |
-1-04 |
-0.8% |
140-17 |
| Low |
139-14 |
139-07 |
-0-07 |
-0.2% |
138-28 |
| Close |
139-17 |
139-09 |
-0-08 |
-0.2% |
140-07 |
| Range |
1-08 |
0-11 |
-0-29 |
-72.5% |
1-21 |
| ATR |
1-02 |
1-00 |
-0-02 |
-4.8% |
0-00 |
| Volume |
1,614 |
525 |
-1,089 |
-67.5% |
5,300 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-12 |
140-06 |
139-15 |
|
| R3 |
140-01 |
139-27 |
139-12 |
|
| R2 |
139-22 |
139-22 |
139-11 |
|
| R1 |
139-16 |
139-16 |
139-10 |
139-14 |
| PP |
139-11 |
139-11 |
139-11 |
139-10 |
| S1 |
139-05 |
139-05 |
139-08 |
139-02 |
| S2 |
139-00 |
139-00 |
139-07 |
|
| S3 |
138-21 |
138-26 |
139-06 |
|
| S4 |
138-10 |
138-15 |
139-03 |
|
|
| 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 |
140-22 |
138-28 |
1-26 |
1.3% |
0-31 |
0.7% |
22% |
False |
False |
1,150 |
| 10 |
140-22 |
138-28 |
1-26 |
1.3% |
0-28 |
0.6% |
22% |
False |
False |
924 |
| 20 |
146-16 |
138-28 |
7-20 |
5.5% |
1-07 |
0.9% |
5% |
False |
False |
718 |
| 40 |
146-16 |
134-00 |
12-16 |
9.0% |
0-31 |
0.7% |
42% |
False |
False |
382 |
| 60 |
146-16 |
134-00 |
12-16 |
9.0% |
0-22 |
0.5% |
42% |
False |
False |
255 |
| 80 |
146-16 |
134-00 |
12-16 |
9.0% |
0-17 |
0.4% |
42% |
False |
False |
192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-01 |
|
2.618 |
140-15 |
|
1.618 |
140-04 |
|
1.000 |
139-29 |
|
0.618 |
139-25 |
|
HIGH |
139-18 |
|
0.618 |
139-14 |
|
0.500 |
139-12 |
|
0.382 |
139-11 |
|
LOW |
139-07 |
|
0.618 |
139-00 |
|
1.000 |
138-28 |
|
1.618 |
138-21 |
|
2.618 |
138-10 |
|
4.250 |
137-24 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-12 |
139-25 |
| PP |
139-11 |
139-20 |
| S1 |
139-10 |
139-14 |
|