ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
141-13 |
142-06 |
0-25 |
0.6% |
142-28 |
| High |
142-07 |
142-08 |
0-01 |
0.0% |
143-09 |
| Low |
141-03 |
141-00 |
-0-03 |
-0.1% |
140-26 |
| Close |
141-27 |
141-17 |
-0-10 |
-0.2% |
141-17 |
| Range |
1-04 |
1-08 |
0-04 |
11.1% |
2-15 |
| ATR |
0-30 |
0-31 |
0-01 |
2.2% |
0-00 |
| Volume |
315,023 |
440,657 |
125,634 |
39.9% |
1,824,222 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-11 |
144-22 |
142-07 |
|
| R3 |
144-03 |
143-14 |
141-28 |
|
| R2 |
142-27 |
142-27 |
141-24 |
|
| R1 |
142-06 |
142-06 |
141-21 |
141-28 |
| PP |
141-19 |
141-19 |
141-19 |
141-14 |
| S1 |
140-30 |
140-30 |
141-13 |
140-20 |
| S2 |
140-11 |
140-11 |
141-10 |
|
| S3 |
139-03 |
139-22 |
141-06 |
|
| S4 |
137-27 |
138-14 |
140-27 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-09 |
147-28 |
142-28 |
|
| R3 |
146-26 |
145-13 |
142-07 |
|
| R2 |
144-11 |
144-11 |
141-31 |
|
| R1 |
142-30 |
142-30 |
141-24 |
142-13 |
| PP |
141-28 |
141-28 |
141-28 |
141-20 |
| S1 |
140-15 |
140-15 |
141-10 |
139-30 |
| S2 |
139-13 |
139-13 |
141-03 |
|
| S3 |
136-30 |
138-00 |
140-27 |
|
| S4 |
134-15 |
135-17 |
140-06 |
|
|
| 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% |
1-05 |
0.8% |
29% |
False |
False |
364,844 |
| 10 |
143-09 |
139-30 |
3-11 |
2.4% |
0-31 |
0.7% |
48% |
False |
False |
322,829 |
| 20 |
143-09 |
138-28 |
4-13 |
3.1% |
0-30 |
0.7% |
60% |
False |
False |
162,686 |
| 40 |
146-16 |
138-28 |
7-20 |
5.4% |
1-02 |
0.7% |
35% |
False |
False |
81,619 |
| 60 |
146-16 |
134-00 |
12-16 |
8.8% |
0-29 |
0.6% |
60% |
False |
False |
54,421 |
| 80 |
146-16 |
134-00 |
12-16 |
8.8% |
0-23 |
0.5% |
60% |
False |
False |
40,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-18 |
|
2.618 |
145-17 |
|
1.618 |
144-09 |
|
1.000 |
143-16 |
|
0.618 |
143-01 |
|
HIGH |
142-08 |
|
0.618 |
141-25 |
|
0.500 |
141-20 |
|
0.382 |
141-15 |
|
LOW |
141-00 |
|
0.618 |
140-07 |
|
1.000 |
139-24 |
|
1.618 |
138-31 |
|
2.618 |
137-23 |
|
4.250 |
135-22 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141-20 |
141-17 |
| PP |
141-19 |
141-17 |
| S1 |
141-18 |
141-17 |
|