ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
141-29 |
142-28 |
0-31 |
0.7% |
140-19 |
| High |
142-26 |
143-09 |
0-15 |
0.3% |
142-26 |
| Low |
141-25 |
141-20 |
-0-05 |
-0.1% |
140-05 |
| Close |
142-20 |
142-02 |
-0-18 |
-0.4% |
142-20 |
| Range |
1-01 |
1-21 |
0-20 |
60.6% |
2-21 |
| ATR |
0-29 |
0-30 |
0-02 |
6.1% |
0-00 |
| Volume |
210,558 |
418,358 |
207,800 |
98.7% |
1,371,901 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-09 |
146-11 |
142-31 |
|
| R3 |
145-20 |
144-22 |
142-17 |
|
| R2 |
143-31 |
143-31 |
142-12 |
|
| R1 |
143-01 |
143-01 |
142-07 |
142-22 |
| PP |
142-10 |
142-10 |
142-10 |
142-05 |
| S1 |
141-12 |
141-12 |
141-29 |
141-00 |
| S2 |
140-21 |
140-21 |
141-24 |
|
| S3 |
139-00 |
139-23 |
141-19 |
|
| S4 |
137-11 |
138-02 |
141-05 |
|
|
| 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 |
143-09 |
140-05 |
3-04 |
2.2% |
0-31 |
0.7% |
61% |
True |
False |
358,051 |
| 10 |
143-09 |
139-19 |
3-22 |
2.6% |
0-29 |
0.6% |
67% |
True |
False |
184,261 |
| 20 |
143-09 |
138-28 |
4-13 |
3.1% |
0-29 |
0.6% |
72% |
True |
False |
92,577 |
| 40 |
146-16 |
137-28 |
8-20 |
6.1% |
1-01 |
0.7% |
49% |
False |
False |
46,480 |
| 60 |
146-16 |
134-00 |
12-16 |
8.8% |
0-27 |
0.6% |
65% |
False |
False |
30,990 |
| 80 |
146-16 |
134-00 |
12-16 |
8.8% |
0-22 |
0.5% |
65% |
False |
False |
23,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-10 |
|
2.618 |
147-20 |
|
1.618 |
145-31 |
|
1.000 |
144-30 |
|
0.618 |
144-10 |
|
HIGH |
143-09 |
|
0.618 |
142-21 |
|
0.500 |
142-14 |
|
0.382 |
142-08 |
|
LOW |
141-20 |
|
0.618 |
140-19 |
|
1.000 |
139-31 |
|
1.618 |
138-30 |
|
2.618 |
137-09 |
|
4.250 |
134-19 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
142-14 |
142-12 |
| PP |
142-10 |
142-09 |
| S1 |
142-06 |
142-06 |
|