ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
142-28 |
141-24 |
-1-04 |
-0.8% |
140-19 |
| High |
143-09 |
142-00 |
-1-09 |
-0.9% |
142-26 |
| Low |
141-20 |
140-28 |
-0-24 |
-0.5% |
140-05 |
| Close |
142-02 |
141-02 |
-1-00 |
-0.7% |
142-20 |
| Range |
1-21 |
1-04 |
-0-17 |
-32.1% |
2-21 |
| ATR |
0-30 |
0-31 |
0-01 |
1.8% |
0-00 |
| Volume |
418,358 |
360,975 |
-57,383 |
-13.7% |
1,371,901 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-22 |
144-00 |
141-22 |
|
| R3 |
143-18 |
142-28 |
141-12 |
|
| R2 |
142-14 |
142-14 |
141-09 |
|
| R1 |
141-24 |
141-24 |
141-05 |
141-17 |
| PP |
141-10 |
141-10 |
141-10 |
141-06 |
| S1 |
140-20 |
140-20 |
140-31 |
140-13 |
| S2 |
140-06 |
140-06 |
140-27 |
|
| S3 |
139-02 |
139-16 |
140-24 |
|
| S4 |
137-30 |
138-12 |
140-14 |
|
|
| 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 |
140-18 |
2-23 |
1.9% |
1-03 |
0.8% |
18% |
False |
False |
408,658 |
| 10 |
143-09 |
139-19 |
3-22 |
2.6% |
0-29 |
0.6% |
40% |
False |
False |
220,135 |
| 20 |
143-09 |
138-28 |
4-13 |
3.1% |
0-29 |
0.6% |
50% |
False |
False |
110,553 |
| 40 |
146-16 |
137-28 |
8-20 |
6.1% |
1-02 |
0.7% |
37% |
False |
False |
55,504 |
| 60 |
146-16 |
134-00 |
12-16 |
8.9% |
0-28 |
0.6% |
57% |
False |
False |
37,006 |
| 80 |
146-16 |
134-00 |
12-16 |
8.9% |
0-22 |
0.5% |
57% |
False |
False |
27,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-25 |
|
2.618 |
144-30 |
|
1.618 |
143-26 |
|
1.000 |
143-04 |
|
0.618 |
142-22 |
|
HIGH |
142-00 |
|
0.618 |
141-18 |
|
0.500 |
141-14 |
|
0.382 |
141-10 |
|
LOW |
140-28 |
|
0.618 |
140-06 |
|
1.000 |
139-24 |
|
1.618 |
139-02 |
|
2.618 |
137-30 |
|
4.250 |
136-03 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-14 |
142-02 |
| PP |
141-10 |
141-24 |
| S1 |
141-06 |
141-13 |
|