ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
141-14 |
142-15 |
1-01 |
0.7% |
142-28 |
| High |
142-25 |
143-21 |
0-28 |
0.6% |
143-09 |
| Low |
140-30 |
142-11 |
1-13 |
1.0% |
140-26 |
| Close |
142-18 |
143-05 |
0-19 |
0.4% |
141-17 |
| Range |
1-27 |
1-10 |
-0-17 |
-28.8% |
2-15 |
| ATR |
1-01 |
1-02 |
0-01 |
1.9% |
0-00 |
| Volume |
301,332 |
422,568 |
121,236 |
40.2% |
1,824,222 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-00 |
146-12 |
143-28 |
|
| R3 |
145-22 |
145-02 |
143-17 |
|
| R2 |
144-12 |
144-12 |
143-13 |
|
| R1 |
143-24 |
143-24 |
143-09 |
144-02 |
| PP |
143-02 |
143-02 |
143-02 |
143-06 |
| S1 |
142-14 |
142-14 |
143-01 |
142-24 |
| S2 |
141-24 |
141-24 |
142-29 |
|
| S3 |
140-14 |
141-04 |
142-25 |
|
| S4 |
139-04 |
139-26 |
142-14 |
|
|
| 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 |
143-21 |
140-26 |
2-27 |
2.0% |
1-07 |
0.9% |
82% |
True |
False |
353,757 |
| 10 |
143-21 |
140-18 |
3-03 |
2.2% |
1-05 |
0.8% |
84% |
True |
False |
381,208 |
| 20 |
143-21 |
139-07 |
4-14 |
3.1% |
0-30 |
0.7% |
89% |
True |
False |
198,720 |
| 40 |
146-16 |
138-28 |
7-20 |
5.3% |
1-03 |
0.8% |
56% |
False |
False |
99,709 |
| 60 |
146-16 |
134-00 |
12-16 |
8.7% |
0-31 |
0.7% |
73% |
False |
False |
66,486 |
| 80 |
146-16 |
134-00 |
12-16 |
8.7% |
0-24 |
0.5% |
73% |
False |
False |
49,865 |
| 100 |
146-16 |
134-00 |
12-16 |
8.7% |
0-20 |
0.4% |
73% |
False |
False |
39,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-08 |
|
2.618 |
147-03 |
|
1.618 |
145-25 |
|
1.000 |
144-31 |
|
0.618 |
144-15 |
|
HIGH |
143-21 |
|
0.618 |
143-05 |
|
0.500 |
143-00 |
|
0.382 |
142-27 |
|
LOW |
142-11 |
|
0.618 |
141-17 |
|
1.000 |
141-01 |
|
1.618 |
140-07 |
|
2.618 |
138-29 |
|
4.250 |
136-24 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143-03 |
142-28 |
| PP |
143-02 |
142-19 |
| S1 |
143-00 |
142-10 |
|