ECBOT 30 Year Treasury Bond Future March 2015
Trading Metrics calculated at close of trading on 19-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
144-28 |
143-19 |
-1-09 |
-0.9% |
145-09 |
High |
145-13 |
144-23 |
-0-22 |
-0.5% |
146-19 |
Low |
143-12 |
143-03 |
-0-09 |
-0.2% |
143-03 |
Close |
143-24 |
144-10 |
0-18 |
0.4% |
144-10 |
Range |
2-01 |
1-20 |
-0-13 |
-20.0% |
3-16 |
ATR |
1-07 |
1-08 |
0-01 |
2.4% |
0-00 |
Volume |
360,682 |
246,876 |
-113,806 |
-31.6% |
1,857,990 |
|
Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148-29 |
148-08 |
145-07 |
|
R3 |
147-09 |
146-20 |
144-24 |
|
R2 |
145-21 |
145-21 |
144-20 |
|
R1 |
145-00 |
145-00 |
144-15 |
145-10 |
PP |
144-01 |
144-01 |
144-01 |
144-07 |
S1 |
143-12 |
143-12 |
144-05 |
143-22 |
S2 |
142-13 |
142-13 |
144-00 |
|
S3 |
140-25 |
141-24 |
143-28 |
|
S4 |
139-05 |
140-04 |
143-13 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-05 |
153-08 |
146-08 |
|
R3 |
151-21 |
149-24 |
145-09 |
|
R2 |
148-05 |
148-05 |
144-31 |
|
R1 |
146-08 |
146-08 |
144-20 |
145-14 |
PP |
144-21 |
144-21 |
144-21 |
144-09 |
S1 |
142-24 |
142-24 |
144-00 |
141-30 |
S2 |
141-05 |
141-05 |
143-21 |
|
S3 |
137-21 |
139-08 |
143-11 |
|
S4 |
134-05 |
135-24 |
142-12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146-19 |
143-03 |
3-16 |
2.4% |
1-18 |
1.1% |
35% |
False |
True |
371,598 |
10 |
146-19 |
140-30 |
5-21 |
3.9% |
1-14 |
1.0% |
60% |
False |
False |
390,300 |
20 |
146-19 |
139-30 |
6-21 |
4.6% |
1-07 |
0.8% |
66% |
False |
False |
356,564 |
40 |
146-19 |
138-28 |
7-23 |
5.3% |
1-01 |
0.7% |
70% |
False |
False |
179,080 |
60 |
146-19 |
135-24 |
10-27 |
7.5% |
1-03 |
0.8% |
79% |
False |
False |
119,470 |
80 |
146-19 |
134-00 |
12-19 |
8.7% |
0-28 |
0.6% |
82% |
False |
False |
89,603 |
100 |
146-19 |
134-00 |
12-19 |
8.7% |
0-23 |
0.5% |
82% |
False |
False |
71,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151-20 |
2.618 |
148-31 |
1.618 |
147-11 |
1.000 |
146-11 |
0.618 |
145-23 |
HIGH |
144-23 |
0.618 |
144-03 |
0.500 |
143-29 |
0.382 |
143-23 |
LOW |
143-03 |
0.618 |
142-03 |
1.000 |
141-15 |
1.618 |
140-15 |
2.618 |
138-27 |
4.250 |
136-06 |
|
|
Fisher Pivots for day following 19-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
144-06 |
144-20 |
PP |
144-01 |
144-16 |
S1 |
143-29 |
144-13 |
|