ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
145-29 |
144-28 |
-1-01 |
-0.7% |
141-14 |
| High |
146-04 |
145-13 |
-0-23 |
-0.5% |
145-18 |
| Low |
144-20 |
143-12 |
-1-08 |
-0.9% |
140-30 |
| Close |
144-23 |
143-24 |
-0-31 |
-0.7% |
145-06 |
| Range |
1-16 |
2-01 |
0-17 |
35.4% |
4-20 |
| ATR |
1-05 |
1-07 |
0-02 |
5.4% |
0-00 |
| Volume |
401,326 |
360,682 |
-40,644 |
-10.1% |
2,045,010 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-09 |
149-01 |
144-28 |
|
| R3 |
148-08 |
147-00 |
144-10 |
|
| R2 |
146-07 |
146-07 |
144-04 |
|
| R1 |
144-31 |
144-31 |
143-30 |
144-18 |
| PP |
144-06 |
144-06 |
144-06 |
143-31 |
| S1 |
142-30 |
142-30 |
143-18 |
142-18 |
| S2 |
142-05 |
142-05 |
143-12 |
|
| S3 |
140-04 |
140-29 |
143-06 |
|
| S4 |
138-03 |
138-28 |
142-20 |
|
|
| 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 |
143-12 |
3-07 |
2.2% |
1-16 |
1.0% |
12% |
False |
True |
412,919 |
| 10 |
146-19 |
140-30 |
5-21 |
3.9% |
1-13 |
1.0% |
50% |
False |
False |
409,678 |
| 20 |
146-19 |
139-20 |
6-31 |
4.8% |
1-06 |
0.8% |
59% |
False |
False |
344,669 |
| 40 |
146-19 |
138-28 |
7-23 |
5.4% |
1-00 |
0.7% |
63% |
False |
False |
172,946 |
| 60 |
146-19 |
135-16 |
11-03 |
7.7% |
1-02 |
0.7% |
74% |
False |
False |
115,356 |
| 80 |
146-19 |
134-00 |
12-19 |
8.8% |
0-28 |
0.6% |
77% |
False |
False |
86,518 |
| 100 |
146-19 |
134-00 |
12-19 |
8.8% |
0-23 |
0.5% |
77% |
False |
False |
69,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-01 |
|
2.618 |
150-23 |
|
1.618 |
148-22 |
|
1.000 |
147-14 |
|
0.618 |
146-21 |
|
HIGH |
145-13 |
|
0.618 |
144-20 |
|
0.500 |
144-12 |
|
0.382 |
144-05 |
|
LOW |
143-12 |
|
0.618 |
142-04 |
|
1.000 |
141-11 |
|
1.618 |
140-03 |
|
2.618 |
138-02 |
|
4.250 |
134-24 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
144-12 |
145-00 |
| PP |
144-06 |
144-18 |
| S1 |
143-31 |
144-05 |
|