ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
143-08 |
143-30 |
0-22 |
0.5% |
142-28 |
| High |
144-06 |
144-15 |
0-09 |
0.2% |
143-09 |
| Low |
143-01 |
143-11 |
0-10 |
0.2% |
140-26 |
| Close |
143-30 |
144-03 |
0-05 |
0.1% |
141-17 |
| Range |
1-05 |
1-04 |
-0-01 |
-2.7% |
2-15 |
| ATR |
1-02 |
1-02 |
0-00 |
0.4% |
0-00 |
| Volume |
360,405 |
507,223 |
146,818 |
40.7% |
1,824,222 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-11 |
146-27 |
144-23 |
|
| R3 |
146-07 |
145-23 |
144-13 |
|
| R2 |
145-03 |
145-03 |
144-10 |
|
| R1 |
144-19 |
144-19 |
144-06 |
144-27 |
| PP |
143-31 |
143-31 |
143-31 |
144-03 |
| S1 |
143-15 |
143-15 |
144-00 |
143-23 |
| S2 |
142-27 |
142-27 |
143-28 |
|
| S3 |
141-23 |
142-11 |
143-25 |
|
| S4 |
140-19 |
141-07 |
143-15 |
|
|
| 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 |
144-15 |
140-30 |
3-17 |
2.5% |
1-11 |
0.9% |
89% |
True |
False |
406,437 |
| 10 |
144-15 |
140-26 |
3-21 |
2.5% |
1-07 |
0.8% |
90% |
True |
False |
362,630 |
| 20 |
144-15 |
139-11 |
5-04 |
3.6% |
1-00 |
0.7% |
93% |
True |
False |
242,065 |
| 40 |
144-15 |
138-28 |
5-19 |
3.9% |
1-00 |
0.7% |
93% |
True |
False |
121,394 |
| 60 |
146-16 |
134-00 |
12-16 |
8.7% |
1-00 |
0.7% |
81% |
False |
False |
80,946 |
| 80 |
146-16 |
134-00 |
12-16 |
8.7% |
0-25 |
0.5% |
81% |
False |
False |
60,710 |
| 100 |
146-16 |
134-00 |
12-16 |
8.7% |
0-20 |
0.4% |
81% |
False |
False |
48,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-08 |
|
2.618 |
147-13 |
|
1.618 |
146-09 |
|
1.000 |
145-19 |
|
0.618 |
145-05 |
|
HIGH |
144-15 |
|
0.618 |
144-01 |
|
0.500 |
143-29 |
|
0.382 |
143-25 |
|
LOW |
143-11 |
|
0.618 |
142-21 |
|
1.000 |
142-07 |
|
1.618 |
141-17 |
|
2.618 |
140-13 |
|
4.250 |
138-18 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
144-01 |
143-28 |
| PP |
143-31 |
143-20 |
| S1 |
143-29 |
143-13 |
|