ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
143-30 |
144-11 |
0-13 |
0.3% |
141-14 |
| High |
144-15 |
145-18 |
1-03 |
0.8% |
145-18 |
| Low |
143-11 |
144-09 |
0-30 |
0.7% |
140-30 |
| Close |
144-03 |
145-06 |
1-03 |
0.8% |
145-06 |
| Range |
1-04 |
1-09 |
0-05 |
13.9% |
4-20 |
| ATR |
1-02 |
1-03 |
0-01 |
2.7% |
0-00 |
| Volume |
507,223 |
453,482 |
-53,741 |
-10.6% |
2,045,010 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-27 |
148-10 |
145-29 |
|
| R3 |
147-18 |
147-01 |
145-17 |
|
| R2 |
146-09 |
146-09 |
145-14 |
|
| R1 |
145-24 |
145-24 |
145-10 |
146-00 |
| PP |
145-00 |
145-00 |
145-00 |
145-05 |
| S1 |
144-15 |
144-15 |
145-02 |
144-24 |
| S2 |
143-23 |
143-23 |
144-30 |
|
| S3 |
142-14 |
143-06 |
144-27 |
|
| S4 |
141-05 |
141-29 |
144-15 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-25 |
156-03 |
147-23 |
|
| R3 |
153-05 |
151-15 |
146-15 |
|
| R2 |
148-17 |
148-17 |
146-01 |
|
| R1 |
146-27 |
146-27 |
145-20 |
147-22 |
| PP |
143-29 |
143-29 |
143-29 |
144-10 |
| S1 |
142-07 |
142-07 |
144-24 |
143-02 |
| S2 |
139-09 |
139-09 |
144-11 |
|
| S3 |
134-21 |
137-19 |
143-29 |
|
| S4 |
130-01 |
132-31 |
142-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-18 |
140-30 |
4-20 |
3.2% |
1-11 |
0.9% |
92% |
True |
False |
409,002 |
| 10 |
145-18 |
140-26 |
4-24 |
3.3% |
1-08 |
0.9% |
92% |
True |
False |
386,923 |
| 20 |
145-18 |
139-14 |
6-04 |
4.2% |
1-01 |
0.7% |
94% |
True |
False |
264,723 |
| 40 |
145-18 |
138-28 |
6-22 |
4.6% |
0-31 |
0.7% |
94% |
True |
False |
132,695 |
| 60 |
146-16 |
134-00 |
12-16 |
8.6% |
1-00 |
0.7% |
90% |
False |
False |
88,504 |
| 80 |
146-16 |
134-00 |
12-16 |
8.6% |
0-25 |
0.5% |
90% |
False |
False |
66,379 |
| 100 |
146-16 |
134-00 |
12-16 |
8.6% |
0-21 |
0.4% |
90% |
False |
False |
53,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-00 |
|
2.618 |
148-29 |
|
1.618 |
147-20 |
|
1.000 |
146-27 |
|
0.618 |
146-11 |
|
HIGH |
145-18 |
|
0.618 |
145-02 |
|
0.500 |
144-30 |
|
0.382 |
144-25 |
|
LOW |
144-09 |
|
0.618 |
143-16 |
|
1.000 |
143-00 |
|
1.618 |
142-07 |
|
2.618 |
140-30 |
|
4.250 |
138-27 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
145-03 |
144-28 |
| PP |
145-00 |
144-19 |
| S1 |
144-30 |
144-10 |
|