ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
140-30 |
141-13 |
0-15 |
0.3% |
140-19 |
| High |
141-12 |
142-07 |
0-27 |
0.6% |
142-26 |
| Low |
140-26 |
141-03 |
0-09 |
0.2% |
140-05 |
| Close |
141-08 |
141-27 |
0-19 |
0.4% |
142-20 |
| Range |
0-18 |
1-04 |
0-18 |
100.0% |
2-21 |
| ATR |
0-30 |
0-30 |
0-00 |
1.4% |
0-00 |
| Volume |
289,209 |
315,023 |
25,814 |
8.9% |
1,371,901 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-03 |
144-19 |
142-15 |
|
| R3 |
143-31 |
143-15 |
142-05 |
|
| R2 |
142-27 |
142-27 |
142-02 |
|
| R1 |
142-11 |
142-11 |
141-30 |
142-19 |
| PP |
141-23 |
141-23 |
141-23 |
141-27 |
| S1 |
141-07 |
141-07 |
141-24 |
141-15 |
| S2 |
140-19 |
140-19 |
141-20 |
|
| S3 |
139-15 |
140-03 |
141-17 |
|
| S4 |
138-11 |
138-31 |
141-07 |
|
|
| 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 |
140-26 |
2-15 |
1.7% |
1-03 |
0.8% |
42% |
False |
False |
318,824 |
| 10 |
143-09 |
139-20 |
3-21 |
2.6% |
0-30 |
0.7% |
61% |
False |
False |
279,661 |
| 20 |
143-09 |
138-28 |
4-13 |
3.1% |
0-29 |
0.6% |
67% |
False |
False |
140,700 |
| 40 |
146-16 |
138-28 |
7-20 |
5.4% |
1-01 |
0.7% |
39% |
False |
False |
70,607 |
| 60 |
146-16 |
134-00 |
12-16 |
8.8% |
0-29 |
0.6% |
63% |
False |
False |
47,077 |
| 80 |
146-16 |
134-00 |
12-16 |
8.8% |
0-23 |
0.5% |
63% |
False |
False |
35,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-00 |
|
2.618 |
145-05 |
|
1.618 |
144-01 |
|
1.000 |
143-11 |
|
0.618 |
142-29 |
|
HIGH |
142-07 |
|
0.618 |
141-25 |
|
0.500 |
141-21 |
|
0.382 |
141-17 |
|
LOW |
141-03 |
|
0.618 |
140-13 |
|
1.000 |
139-31 |
|
1.618 |
139-09 |
|
2.618 |
138-05 |
|
4.250 |
136-10 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-25 |
141-24 |
| PP |
141-23 |
141-20 |
| S1 |
141-21 |
141-16 |
|