ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
139-26 |
140-07 |
0-13 |
0.3% |
140-14 |
| High |
140-10 |
140-26 |
0-16 |
0.4% |
140-22 |
| Low |
139-14 |
139-23 |
0-09 |
0.2% |
139-07 |
| Close |
140-08 |
139-30 |
-0-10 |
-0.2% |
140-08 |
| Range |
0-28 |
1-03 |
0-07 |
25.0% |
1-15 |
| ATR |
0-31 |
0-31 |
0-00 |
1.0% |
0-00 |
| Volume |
984 |
2,231 |
1,247 |
126.7% |
3,640 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-14 |
142-25 |
140-17 |
|
| R3 |
142-11 |
141-22 |
140-08 |
|
| R2 |
141-08 |
141-08 |
140-04 |
|
| R1 |
140-19 |
140-19 |
140-01 |
140-12 |
| PP |
140-05 |
140-05 |
140-05 |
140-02 |
| S1 |
139-16 |
139-16 |
139-27 |
139-09 |
| S2 |
139-02 |
139-02 |
139-24 |
|
| S3 |
137-31 |
138-13 |
139-20 |
|
| S4 |
136-28 |
137-10 |
139-11 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-15 |
143-26 |
141-02 |
|
| R3 |
143-00 |
142-11 |
140-21 |
|
| R2 |
141-17 |
141-17 |
140-17 |
|
| R1 |
140-28 |
140-28 |
140-12 |
140-15 |
| PP |
140-02 |
140-02 |
140-02 |
139-27 |
| S1 |
139-13 |
139-13 |
140-04 |
139-00 |
| S2 |
138-19 |
138-19 |
139-31 |
|
| S3 |
137-04 |
137-30 |
139-27 |
|
| S4 |
135-21 |
136-15 |
139-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-26 |
139-07 |
1-19 |
1.1% |
0-24 |
0.5% |
45% |
True |
False |
851 |
| 10 |
140-26 |
138-28 |
1-30 |
1.4% |
0-28 |
0.6% |
55% |
True |
False |
971 |
| 20 |
142-06 |
138-28 |
3-10 |
2.4% |
0-28 |
0.6% |
32% |
False |
False |
805 |
| 40 |
146-16 |
135-10 |
11-06 |
8.0% |
1-00 |
0.7% |
41% |
False |
False |
475 |
| 60 |
146-16 |
134-00 |
12-16 |
8.9% |
0-24 |
0.5% |
48% |
False |
False |
317 |
| 80 |
146-16 |
134-00 |
12-16 |
8.9% |
0-19 |
0.4% |
48% |
False |
False |
238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-15 |
|
2.618 |
143-22 |
|
1.618 |
142-19 |
|
1.000 |
141-29 |
|
0.618 |
141-16 |
|
HIGH |
140-26 |
|
0.618 |
140-13 |
|
0.500 |
140-08 |
|
0.382 |
140-04 |
|
LOW |
139-23 |
|
0.618 |
139-01 |
|
1.000 |
138-20 |
|
1.618 |
137-30 |
|
2.618 |
136-27 |
|
4.250 |
135-02 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140-08 |
140-02 |
| PP |
140-05 |
140-01 |
| S1 |
140-02 |
140-00 |
|