ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
144-11 |
145-09 |
0-30 |
0.6% |
141-14 |
| High |
145-18 |
145-24 |
0-06 |
0.1% |
145-18 |
| Low |
144-09 |
144-23 |
0-14 |
0.3% |
140-30 |
| Close |
145-06 |
145-03 |
-0-03 |
-0.1% |
145-06 |
| Range |
1-09 |
1-01 |
-0-08 |
-19.5% |
4-20 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.4% |
0-00 |
| Volume |
453,482 |
396,553 |
-56,929 |
-12.6% |
2,045,010 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-09 |
147-23 |
145-21 |
|
| R3 |
147-08 |
146-22 |
145-12 |
|
| R2 |
146-07 |
146-07 |
145-09 |
|
| R1 |
145-21 |
145-21 |
145-06 |
145-14 |
| PP |
145-06 |
145-06 |
145-06 |
145-02 |
| S1 |
144-20 |
144-20 |
145-00 |
144-12 |
| S2 |
144-05 |
144-05 |
144-29 |
|
| S3 |
143-04 |
143-19 |
144-26 |
|
| S4 |
142-03 |
142-18 |
144-17 |
|
|
| 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 |
145-24 |
142-11 |
3-13 |
2.3% |
1-06 |
0.8% |
81% |
True |
False |
428,046 |
| 10 |
145-24 |
140-26 |
4-30 |
3.4% |
1-06 |
0.8% |
87% |
True |
False |
384,742 |
| 20 |
145-24 |
139-19 |
6-05 |
4.2% |
1-01 |
0.7% |
89% |
True |
False |
284,501 |
| 40 |
145-24 |
138-28 |
6-28 |
4.7% |
0-30 |
0.7% |
90% |
True |
False |
142,601 |
| 60 |
146-16 |
135-10 |
11-06 |
7.7% |
1-00 |
0.7% |
87% |
False |
False |
95,113 |
| 80 |
146-16 |
134-00 |
12-16 |
8.6% |
0-26 |
0.6% |
89% |
False |
False |
71,336 |
| 100 |
146-16 |
134-00 |
12-16 |
8.6% |
0-21 |
0.5% |
89% |
False |
False |
57,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-04 |
|
2.618 |
148-14 |
|
1.618 |
147-13 |
|
1.000 |
146-25 |
|
0.618 |
146-12 |
|
HIGH |
145-24 |
|
0.618 |
145-11 |
|
0.500 |
145-08 |
|
0.382 |
145-04 |
|
LOW |
144-23 |
|
0.618 |
144-03 |
|
1.000 |
143-22 |
|
1.618 |
143-02 |
|
2.618 |
142-01 |
|
4.250 |
140-11 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
145-08 |
144-29 |
| PP |
145-06 |
144-23 |
| S1 |
145-04 |
144-18 |
|