ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
142-15 |
143-08 |
0-25 |
0.5% |
142-28 |
| High |
143-21 |
144-06 |
0-17 |
0.4% |
143-09 |
| Low |
142-11 |
143-01 |
0-22 |
0.5% |
140-26 |
| Close |
143-05 |
143-30 |
0-25 |
0.5% |
141-17 |
| Range |
1-10 |
1-05 |
-0-05 |
-11.9% |
2-15 |
| ATR |
1-02 |
1-02 |
0-00 |
0.7% |
0-00 |
| Volume |
422,568 |
360,405 |
-62,163 |
-14.7% |
1,824,222 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-06 |
146-23 |
144-18 |
|
| R3 |
146-01 |
145-18 |
144-08 |
|
| R2 |
144-28 |
144-28 |
144-05 |
|
| R1 |
144-13 |
144-13 |
144-01 |
144-20 |
| PP |
143-23 |
143-23 |
143-23 |
143-27 |
| S1 |
143-08 |
143-08 |
143-27 |
143-16 |
| S2 |
142-18 |
142-18 |
143-23 |
|
| S3 |
141-13 |
142-03 |
143-20 |
|
| S4 |
140-08 |
140-30 |
143-10 |
|
|
| 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 |
144-06 |
140-30 |
3-08 |
2.3% |
1-11 |
0.9% |
92% |
True |
False |
367,997 |
| 10 |
144-06 |
140-26 |
3-12 |
2.3% |
1-05 |
0.8% |
93% |
True |
False |
348,771 |
| 20 |
144-06 |
139-11 |
4-27 |
3.4% |
1-00 |
0.7% |
95% |
True |
False |
216,714 |
| 40 |
146-16 |
138-28 |
7-20 |
5.3% |
1-03 |
0.8% |
66% |
False |
False |
108,716 |
| 60 |
146-16 |
134-00 |
12-16 |
8.7% |
0-31 |
0.7% |
80% |
False |
False |
72,493 |
| 80 |
146-16 |
134-00 |
12-16 |
8.7% |
0-24 |
0.5% |
80% |
False |
False |
54,370 |
| 100 |
146-16 |
134-00 |
12-16 |
8.7% |
0-20 |
0.4% |
80% |
False |
False |
43,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-03 |
|
2.618 |
147-07 |
|
1.618 |
146-02 |
|
1.000 |
145-11 |
|
0.618 |
144-29 |
|
HIGH |
144-06 |
|
0.618 |
143-24 |
|
0.500 |
143-20 |
|
0.382 |
143-15 |
|
LOW |
143-01 |
|
0.618 |
142-10 |
|
1.000 |
141-28 |
|
1.618 |
141-05 |
|
2.618 |
140-00 |
|
4.250 |
138-04 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143-26 |
143-15 |
| PP |
143-23 |
143-01 |
| S1 |
143-20 |
142-18 |
|