ECBOT 30 Year Treasury Bond Future March 2015
Trading Metrics calculated at close of trading on 13-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
139-13 |
139-14 |
0-01 |
0.0% |
139-23 |
High |
140-08 |
140-00 |
-0-08 |
-0.2% |
140-17 |
Low |
139-13 |
139-11 |
-0-02 |
0.0% |
138-28 |
Close |
139-22 |
139-26 |
0-04 |
0.1% |
140-07 |
Range |
0-27 |
0-21 |
-0-06 |
-22.2% |
1-21 |
ATR |
1-00 |
0-31 |
-0-01 |
-2.4% |
0-00 |
Volume |
194 |
323 |
129 |
66.5% |
5,300 |
|
Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-22 |
141-13 |
140-06 |
|
R3 |
141-01 |
140-24 |
140-00 |
|
R2 |
140-12 |
140-12 |
139-30 |
|
R1 |
140-03 |
140-03 |
139-28 |
140-08 |
PP |
139-23 |
139-23 |
139-23 |
139-25 |
S1 |
139-14 |
139-14 |
139-24 |
139-18 |
S2 |
139-02 |
139-02 |
139-22 |
|
S3 |
138-13 |
138-25 |
139-20 |
|
S4 |
137-24 |
138-04 |
139-14 |
|
|
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% |
0-30 |
0.7% |
52% |
False |
False |
855 |
10 |
140-22 |
138-28 |
1-26 |
1.3% |
0-28 |
0.6% |
52% |
False |
False |
932 |
20 |
142-10 |
138-28 |
3-14 |
2.5% |
0-29 |
0.6% |
27% |
False |
False |
667 |
40 |
146-16 |
134-00 |
12-16 |
8.9% |
1-00 |
0.7% |
47% |
False |
False |
395 |
60 |
146-16 |
134-00 |
12-16 |
8.9% |
0-23 |
0.5% |
47% |
False |
False |
264 |
80 |
146-16 |
134-00 |
12-16 |
8.9% |
0-18 |
0.4% |
47% |
False |
False |
198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142-25 |
2.618 |
141-23 |
1.618 |
141-02 |
1.000 |
140-21 |
0.618 |
140-13 |
HIGH |
140-00 |
0.618 |
139-24 |
0.500 |
139-22 |
0.382 |
139-19 |
LOW |
139-11 |
0.618 |
138-30 |
1.000 |
138-22 |
1.618 |
138-09 |
2.618 |
137-20 |
4.250 |
136-18 |
|
|
Fisher Pivots for day following 13-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
139-24 |
139-25 |
PP |
139-23 |
139-24 |
S1 |
139-22 |
139-24 |
|