ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
140-09 |
139-21 |
-0-20 |
-0.4% |
140-14 |
| High |
140-12 |
140-21 |
0-09 |
0.2% |
140-22 |
| Low |
139-19 |
139-20 |
0-01 |
0.0% |
139-07 |
| Close |
139-25 |
140-04 |
0-11 |
0.2% |
140-08 |
| Range |
0-25 |
1-01 |
0-08 |
32.0% |
1-15 |
| ATR |
0-30 |
0-30 |
0-00 |
0.8% |
0-00 |
| Volume |
6,947 |
8,973 |
2,026 |
29.2% |
3,640 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-07 |
142-23 |
140-22 |
|
| R3 |
142-06 |
141-22 |
140-13 |
|
| R2 |
141-05 |
141-05 |
140-10 |
|
| R1 |
140-21 |
140-21 |
140-07 |
140-29 |
| PP |
140-04 |
140-04 |
140-04 |
140-08 |
| S1 |
139-20 |
139-20 |
140-01 |
139-28 |
| S2 |
139-03 |
139-03 |
139-30 |
|
| S3 |
138-02 |
138-19 |
139-27 |
|
| S4 |
137-01 |
137-18 |
139-18 |
|
|
| 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 |
139-14 |
1-12 |
1.0% |
0-28 |
0.6% |
50% |
False |
False |
4,232 |
| 10 |
140-26 |
138-28 |
1-30 |
1.4% |
0-29 |
0.6% |
65% |
False |
False |
2,544 |
| 20 |
141-00 |
138-28 |
2-04 |
1.5% |
0-27 |
0.6% |
59% |
False |
False |
1,596 |
| 40 |
146-16 |
135-24 |
10-24 |
7.7% |
1-01 |
0.7% |
41% |
False |
False |
923 |
| 60 |
146-16 |
134-00 |
12-16 |
8.9% |
0-25 |
0.6% |
49% |
False |
False |
616 |
| 80 |
146-16 |
134-00 |
12-16 |
8.9% |
0-19 |
0.4% |
49% |
False |
False |
462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-01 |
|
2.618 |
143-11 |
|
1.618 |
142-10 |
|
1.000 |
141-22 |
|
0.618 |
141-09 |
|
HIGH |
140-21 |
|
0.618 |
140-08 |
|
0.500 |
140-04 |
|
0.382 |
140-01 |
|
LOW |
139-20 |
|
0.618 |
139-00 |
|
1.000 |
138-19 |
|
1.618 |
137-31 |
|
2.618 |
136-30 |
|
4.250 |
135-08 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140-04 |
140-04 |
| PP |
140-04 |
140-04 |
| S1 |
140-04 |
140-04 |
|