ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
139-31 |
140-09 |
0-10 |
0.2% |
140-14 |
| High |
140-14 |
140-12 |
-0-02 |
0.0% |
140-22 |
| Low |
139-29 |
139-19 |
-0-10 |
-0.2% |
139-07 |
| Close |
140-08 |
139-25 |
-0-15 |
-0.3% |
140-08 |
| Range |
0-17 |
0-25 |
0-08 |
47.1% |
1-15 |
| ATR |
0-30 |
0-30 |
0-00 |
-1.2% |
0-00 |
| Volume |
2,027 |
6,947 |
4,920 |
242.7% |
3,640 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-08 |
141-26 |
140-07 |
|
| R3 |
141-15 |
141-01 |
140-00 |
|
| R2 |
140-22 |
140-22 |
139-30 |
|
| R1 |
140-08 |
140-08 |
139-27 |
140-02 |
| PP |
139-29 |
139-29 |
139-29 |
139-27 |
| S1 |
139-15 |
139-15 |
139-23 |
139-10 |
| S2 |
139-04 |
139-04 |
139-20 |
|
| S3 |
138-11 |
138-22 |
139-18 |
|
| S4 |
137-18 |
137-29 |
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 |
139-11 |
1-15 |
1.1% |
0-25 |
0.6% |
30% |
False |
False |
2,502 |
| 10 |
140-26 |
138-28 |
1-30 |
1.4% |
0-29 |
0.6% |
47% |
False |
False |
1,739 |
| 20 |
141-04 |
138-28 |
2-08 |
1.6% |
0-27 |
0.6% |
40% |
False |
False |
1,223 |
| 40 |
146-16 |
135-16 |
11-00 |
7.9% |
1-00 |
0.7% |
39% |
False |
False |
699 |
| 60 |
146-16 |
134-00 |
12-16 |
8.9% |
0-24 |
0.5% |
46% |
False |
False |
467 |
| 80 |
146-16 |
134-00 |
12-16 |
8.9% |
0-19 |
0.4% |
46% |
False |
False |
350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-22 |
|
2.618 |
142-13 |
|
1.618 |
141-20 |
|
1.000 |
141-05 |
|
0.618 |
140-27 |
|
HIGH |
140-12 |
|
0.618 |
140-02 |
|
0.500 |
140-00 |
|
0.382 |
139-29 |
|
LOW |
139-19 |
|
0.618 |
139-04 |
|
1.000 |
138-26 |
|
1.618 |
138-11 |
|
2.618 |
137-18 |
|
4.250 |
136-09 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140-00 |
140-06 |
| PP |
139-29 |
140-02 |
| S1 |
139-27 |
139-30 |
|