ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
140-21 |
141-17 |
0-28 |
0.6% |
140-07 |
| High |
141-19 |
142-02 |
0-15 |
0.3% |
140-26 |
| Low |
140-18 |
141-16 |
0-30 |
0.7% |
139-19 |
| Close |
141-17 |
142-00 |
0-15 |
0.3% |
140-18 |
| Range |
1-01 |
0-18 |
-0-15 |
-45.5% |
1-07 |
| ATR |
0-29 |
0-28 |
-0-01 |
-2.7% |
0-00 |
| Volume |
684,778 |
368,625 |
-316,153 |
-46.2% |
52,351 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-17 |
143-11 |
142-10 |
|
| R3 |
142-31 |
142-25 |
142-05 |
|
| R2 |
142-13 |
142-13 |
142-03 |
|
| R1 |
142-07 |
142-07 |
142-02 |
142-10 |
| PP |
141-27 |
141-27 |
141-27 |
141-29 |
| S1 |
141-21 |
141-21 |
141-30 |
141-24 |
| S2 |
141-09 |
141-09 |
141-29 |
|
| S3 |
140-23 |
141-03 |
141-27 |
|
| S4 |
140-05 |
140-17 |
141-22 |
|
|
| 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 |
142-02 |
139-20 |
2-14 |
1.7% |
0-25 |
0.6% |
97% |
True |
False |
240,497 |
| 10 |
142-02 |
139-11 |
2-23 |
1.9% |
0-25 |
0.6% |
98% |
True |
False |
121,500 |
| 20 |
142-02 |
138-28 |
3-06 |
2.2% |
0-26 |
0.6% |
98% |
True |
False |
61,217 |
| 40 |
146-16 |
137-00 |
9-16 |
6.7% |
1-00 |
0.7% |
53% |
False |
False |
30,759 |
| 60 |
146-16 |
134-00 |
12-16 |
8.8% |
0-26 |
0.6% |
64% |
False |
False |
20,508 |
| 80 |
146-16 |
134-00 |
12-16 |
8.8% |
0-21 |
0.5% |
64% |
False |
False |
15,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-14 |
|
2.618 |
143-17 |
|
1.618 |
142-31 |
|
1.000 |
142-20 |
|
0.618 |
142-13 |
|
HIGH |
142-02 |
|
0.618 |
141-27 |
|
0.500 |
141-25 |
|
0.382 |
141-23 |
|
LOW |
141-16 |
|
0.618 |
141-05 |
|
1.000 |
140-30 |
|
1.618 |
140-19 |
|
2.618 |
140-01 |
|
4.250 |
139-04 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-30 |
141-22 |
| PP |
141-27 |
141-13 |
| S1 |
141-25 |
141-04 |
|