ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
143-19 |
144-19 |
1-00 |
0.7% |
145-09 |
| High |
144-23 |
144-25 |
0-02 |
0.0% |
146-19 |
| Low |
143-03 |
144-02 |
0-31 |
0.7% |
143-03 |
| Close |
144-10 |
144-19 |
0-09 |
0.2% |
144-10 |
| Range |
1-20 |
0-23 |
-0-29 |
-55.8% |
3-16 |
| ATR |
1-08 |
1-07 |
-0-01 |
-3.0% |
0-00 |
| Volume |
246,876 |
145,756 |
-101,120 |
-41.0% |
1,857,990 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-20 |
146-11 |
145-00 |
|
| R3 |
145-29 |
145-20 |
144-25 |
|
| R2 |
145-06 |
145-06 |
144-23 |
|
| R1 |
144-29 |
144-29 |
144-21 |
144-30 |
| PP |
144-15 |
144-15 |
144-15 |
144-16 |
| S1 |
144-06 |
144-06 |
144-17 |
144-08 |
| S2 |
143-24 |
143-24 |
144-15 |
|
| S3 |
143-01 |
143-15 |
144-13 |
|
| S4 |
142-10 |
142-24 |
144-06 |
|
|
| 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% |
1-16 |
1.0% |
43% |
False |
False |
321,438 |
| 10 |
146-19 |
142-11 |
4-08 |
2.9% |
1-11 |
0.9% |
53% |
False |
False |
374,742 |
| 20 |
146-19 |
140-05 |
6-14 |
4.5% |
1-07 |
0.8% |
69% |
False |
False |
362,243 |
| 40 |
146-19 |
138-28 |
7-23 |
5.3% |
1-01 |
0.7% |
74% |
False |
False |
182,717 |
| 60 |
146-19 |
136-00 |
10-19 |
7.3% |
1-03 |
0.7% |
81% |
False |
False |
121,899 |
| 80 |
146-19 |
134-00 |
12-19 |
8.7% |
0-29 |
0.6% |
84% |
False |
False |
91,425 |
| 100 |
146-19 |
134-00 |
12-19 |
8.7% |
0-24 |
0.5% |
84% |
False |
False |
73,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-27 |
|
2.618 |
146-21 |
|
1.618 |
145-30 |
|
1.000 |
145-16 |
|
0.618 |
145-07 |
|
HIGH |
144-25 |
|
0.618 |
144-16 |
|
0.500 |
144-14 |
|
0.382 |
144-11 |
|
LOW |
144-02 |
|
0.618 |
143-20 |
|
1.000 |
143-11 |
|
1.618 |
142-29 |
|
2.618 |
142-06 |
|
4.250 |
141-00 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
144-17 |
144-15 |
| PP |
144-15 |
144-12 |
| S1 |
144-14 |
144-08 |
|