ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
141-17 |
141-29 |
0-12 |
0.3% |
140-19 |
| High |
142-02 |
142-26 |
0-24 |
0.5% |
142-26 |
| Low |
141-16 |
141-25 |
0-09 |
0.2% |
140-05 |
| Close |
142-00 |
142-20 |
0-20 |
0.4% |
142-20 |
| Range |
0-18 |
1-01 |
0-15 |
83.3% |
2-21 |
| ATR |
0-28 |
0-29 |
0-00 |
1.2% |
0-00 |
| Volume |
368,625 |
210,558 |
-158,067 |
-42.9% |
1,371,901 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-16 |
145-03 |
143-06 |
|
| R3 |
144-15 |
144-02 |
142-29 |
|
| R2 |
143-14 |
143-14 |
142-26 |
|
| R1 |
143-01 |
143-01 |
142-23 |
143-08 |
| PP |
142-13 |
142-13 |
142-13 |
142-16 |
| S1 |
142-00 |
142-00 |
142-17 |
142-06 |
| S2 |
141-12 |
141-12 |
142-14 |
|
| S3 |
140-11 |
140-31 |
142-11 |
|
| S4 |
139-10 |
139-30 |
142-02 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-27 |
148-28 |
144-03 |
|
| R3 |
147-06 |
146-07 |
143-11 |
|
| R2 |
144-17 |
144-17 |
143-04 |
|
| R1 |
143-18 |
143-18 |
142-28 |
144-02 |
| PP |
141-28 |
141-28 |
141-28 |
142-03 |
| S1 |
140-29 |
140-29 |
142-12 |
141-12 |
| S2 |
139-07 |
139-07 |
142-04 |
|
| S3 |
136-18 |
138-08 |
141-29 |
|
| S4 |
133-29 |
135-19 |
141-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-26 |
139-30 |
2-28 |
2.0% |
0-25 |
0.6% |
93% |
True |
False |
280,814 |
| 10 |
142-26 |
139-14 |
3-12 |
2.4% |
0-26 |
0.6% |
94% |
True |
False |
142,523 |
| 20 |
142-26 |
138-28 |
3-30 |
2.8% |
0-27 |
0.6% |
95% |
True |
False |
71,727 |
| 40 |
146-16 |
137-00 |
9-16 |
6.7% |
1-00 |
0.7% |
59% |
False |
False |
36,022 |
| 60 |
146-16 |
134-00 |
12-16 |
8.8% |
0-26 |
0.6% |
69% |
False |
False |
24,018 |
| 80 |
146-16 |
134-00 |
12-16 |
8.8% |
0-21 |
0.5% |
69% |
False |
False |
18,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-06 |
|
2.618 |
145-16 |
|
1.618 |
144-15 |
|
1.000 |
143-27 |
|
0.618 |
143-14 |
|
HIGH |
142-26 |
|
0.618 |
142-13 |
|
0.500 |
142-10 |
|
0.382 |
142-06 |
|
LOW |
141-25 |
|
0.618 |
141-05 |
|
1.000 |
140-24 |
|
1.618 |
140-04 |
|
2.618 |
139-03 |
|
4.250 |
137-13 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
142-16 |
142-10 |
| PP |
142-13 |
142-00 |
| S1 |
142-10 |
141-22 |
|