ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
142-06 |
141-14 |
-0-24 |
-0.5% |
142-28 |
| High |
142-08 |
142-25 |
0-17 |
0.4% |
143-09 |
| Low |
141-00 |
140-30 |
-0-02 |
0.0% |
140-26 |
| Close |
141-17 |
142-18 |
1-01 |
0.7% |
141-17 |
| Range |
1-08 |
1-27 |
0-19 |
47.5% |
2-15 |
| ATR |
0-31 |
1-01 |
0-02 |
6.4% |
0-00 |
| Volume |
440,657 |
301,332 |
-139,325 |
-31.6% |
1,824,222 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-20 |
146-30 |
143-18 |
|
| R3 |
145-25 |
145-03 |
143-02 |
|
| R2 |
143-30 |
143-30 |
142-29 |
|
| R1 |
143-08 |
143-08 |
142-23 |
143-19 |
| PP |
142-03 |
142-03 |
142-03 |
142-08 |
| S1 |
141-13 |
141-13 |
142-13 |
141-24 |
| S2 |
140-08 |
140-08 |
142-07 |
|
| S3 |
138-13 |
139-18 |
142-02 |
|
| S4 |
136-18 |
137-23 |
141-18 |
|
|
| 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 |
142-25 |
140-26 |
1-31 |
1.4% |
1-06 |
0.8% |
89% |
True |
False |
341,439 |
| 10 |
143-09 |
140-05 |
3-04 |
2.2% |
1-03 |
0.8% |
77% |
False |
False |
349,745 |
| 20 |
143-09 |
139-07 |
4-02 |
2.8% |
0-30 |
0.7% |
82% |
False |
False |
177,672 |
| 40 |
146-16 |
138-28 |
7-20 |
5.3% |
1-03 |
0.8% |
48% |
False |
False |
89,151 |
| 60 |
146-16 |
134-00 |
12-16 |
8.8% |
0-30 |
0.7% |
69% |
False |
False |
59,443 |
| 80 |
146-16 |
134-00 |
12-16 |
8.8% |
0-24 |
0.5% |
69% |
False |
False |
44,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-20 |
|
2.618 |
147-19 |
|
1.618 |
145-24 |
|
1.000 |
144-20 |
|
0.618 |
143-29 |
|
HIGH |
142-25 |
|
0.618 |
142-02 |
|
0.500 |
141-28 |
|
0.382 |
141-21 |
|
LOW |
140-30 |
|
0.618 |
139-26 |
|
1.000 |
139-03 |
|
1.618 |
137-31 |
|
2.618 |
136-04 |
|
4.250 |
133-03 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
142-10 |
142-10 |
| PP |
142-03 |
142-03 |
| S1 |
141-28 |
141-28 |
|