ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
145-02 |
145-29 |
0-27 |
0.6% |
141-14 |
| High |
146-19 |
146-04 |
-0-15 |
-0.3% |
145-18 |
| Low |
145-00 |
144-20 |
-0-12 |
-0.3% |
140-30 |
| Close |
145-25 |
144-23 |
-1-02 |
-0.7% |
145-06 |
| Range |
1-19 |
1-16 |
-0-03 |
-5.9% |
4-20 |
| ATR |
1-04 |
1-05 |
0-01 |
2.4% |
0-00 |
| Volume |
452,553 |
401,326 |
-51,227 |
-11.3% |
2,045,010 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-21 |
148-22 |
145-17 |
|
| R3 |
148-05 |
147-06 |
145-04 |
|
| R2 |
146-21 |
146-21 |
145-00 |
|
| R1 |
145-22 |
145-22 |
144-27 |
145-14 |
| PP |
145-05 |
145-05 |
145-05 |
145-01 |
| S1 |
144-06 |
144-06 |
144-19 |
143-30 |
| S2 |
143-21 |
143-21 |
144-14 |
|
| S3 |
142-05 |
142-22 |
144-10 |
|
| S4 |
140-21 |
141-06 |
143-29 |
|
|
| 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 |
146-19 |
143-11 |
3-08 |
2.2% |
1-10 |
0.9% |
42% |
False |
False |
442,227 |
| 10 |
146-19 |
140-30 |
5-21 |
3.9% |
1-10 |
0.9% |
67% |
False |
False |
405,112 |
| 20 |
146-19 |
139-19 |
7-00 |
4.8% |
1-04 |
0.8% |
73% |
False |
False |
326,982 |
| 40 |
146-19 |
138-28 |
7-23 |
5.3% |
0-31 |
0.7% |
76% |
False |
False |
163,936 |
| 60 |
146-19 |
135-10 |
11-09 |
7.8% |
1-02 |
0.7% |
83% |
False |
False |
109,345 |
| 80 |
146-19 |
134-00 |
12-19 |
8.7% |
0-27 |
0.6% |
85% |
False |
False |
82,009 |
| 100 |
146-19 |
134-00 |
12-19 |
8.7% |
0-22 |
0.5% |
85% |
False |
False |
65,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-16 |
|
2.618 |
150-02 |
|
1.618 |
148-18 |
|
1.000 |
147-20 |
|
0.618 |
147-02 |
|
HIGH |
146-04 |
|
0.618 |
145-18 |
|
0.500 |
145-12 |
|
0.382 |
145-06 |
|
LOW |
144-20 |
|
0.618 |
143-22 |
|
1.000 |
143-04 |
|
1.618 |
142-06 |
|
2.618 |
140-22 |
|
4.250 |
138-08 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
145-12 |
145-20 |
| PP |
145-05 |
145-10 |
| S1 |
144-30 |
145-00 |
|