ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
140-02 |
140-19 |
0-17 |
0.4% |
140-07 |
| High |
140-21 |
140-25 |
0-04 |
0.1% |
140-26 |
| Low |
139-30 |
140-05 |
0-07 |
0.2% |
139-19 |
| Close |
140-18 |
140-20 |
0-02 |
0.0% |
140-18 |
| Range |
0-23 |
0-20 |
-0-03 |
-13.0% |
1-07 |
| ATR |
0-30 |
0-29 |
-0-01 |
-2.3% |
0-00 |
| Volume |
32,173 |
107,940 |
75,767 |
235.5% |
52,351 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-13 |
142-04 |
140-31 |
|
| R3 |
141-25 |
141-16 |
140-26 |
|
| R2 |
141-05 |
141-05 |
140-24 |
|
| R1 |
140-28 |
140-28 |
140-22 |
141-00 |
| PP |
140-17 |
140-17 |
140-17 |
140-19 |
| S1 |
140-08 |
140-08 |
140-18 |
140-12 |
| S2 |
139-29 |
139-29 |
140-16 |
|
| S3 |
139-09 |
139-20 |
140-14 |
|
| S4 |
138-21 |
139-00 |
140-09 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-31 |
143-16 |
141-07 |
|
| R3 |
142-24 |
142-09 |
140-29 |
|
| R2 |
141-17 |
141-17 |
140-25 |
|
| R1 |
141-02 |
141-02 |
140-22 |
141-10 |
| PP |
140-10 |
140-10 |
140-10 |
140-14 |
| S1 |
139-27 |
139-27 |
140-14 |
140-02 |
| S2 |
139-03 |
139-03 |
140-11 |
|
| S3 |
137-28 |
138-20 |
140-07 |
|
| S4 |
136-21 |
137-13 |
139-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-25 |
139-19 |
1-06 |
0.8% |
0-24 |
0.5% |
87% |
True |
False |
31,612 |
| 10 |
140-26 |
139-07 |
1-19 |
1.1% |
0-24 |
0.5% |
88% |
False |
False |
16,231 |
| 20 |
140-26 |
138-28 |
1-30 |
1.4% |
0-27 |
0.6% |
90% |
False |
False |
8,577 |
| 40 |
146-16 |
136-12 |
10-04 |
7.2% |
1-00 |
0.7% |
42% |
False |
False |
4,425 |
| 60 |
146-16 |
134-00 |
12-16 |
8.9% |
0-25 |
0.6% |
53% |
False |
False |
2,952 |
| 80 |
146-16 |
134-00 |
12-16 |
8.9% |
0-20 |
0.4% |
53% |
False |
False |
2,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-14 |
|
2.618 |
142-13 |
|
1.618 |
141-25 |
|
1.000 |
141-13 |
|
0.618 |
141-05 |
|
HIGH |
140-25 |
|
0.618 |
140-17 |
|
0.500 |
140-15 |
|
0.382 |
140-13 |
|
LOW |
140-05 |
|
0.618 |
139-25 |
|
1.000 |
139-17 |
|
1.618 |
139-05 |
|
2.618 |
138-17 |
|
4.250 |
137-16 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140-18 |
140-16 |
| PP |
140-17 |
140-11 |
| S1 |
140-15 |
140-06 |
|