ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
144-19 |
144-22 |
0-03 |
0.1% |
145-09 |
| High |
144-25 |
144-24 |
-0-01 |
0.0% |
146-19 |
| Low |
144-02 |
142-21 |
-1-13 |
-1.0% |
143-03 |
| Close |
144-19 |
142-28 |
-1-23 |
-1.2% |
144-10 |
| Range |
0-23 |
2-03 |
1-12 |
191.3% |
3-16 |
| ATR |
1-07 |
1-09 |
0-02 |
5.2% |
0-00 |
| Volume |
145,756 |
175,337 |
29,581 |
20.3% |
1,857,990 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-23 |
148-12 |
144-01 |
|
| R3 |
147-20 |
146-09 |
143-14 |
|
| R2 |
145-17 |
145-17 |
143-08 |
|
| R1 |
144-06 |
144-06 |
143-02 |
143-26 |
| PP |
143-14 |
143-14 |
143-14 |
143-08 |
| S1 |
142-03 |
142-03 |
142-22 |
141-23 |
| S2 |
141-11 |
141-11 |
142-16 |
|
| S3 |
139-08 |
140-00 |
142-10 |
|
| S4 |
137-05 |
137-29 |
141-23 |
|
|
| 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 |
146-04 |
142-21 |
3-15 |
2.4% |
1-19 |
1.1% |
6% |
False |
True |
265,995 |
| 10 |
146-19 |
142-21 |
3-30 |
2.8% |
1-13 |
1.0% |
6% |
False |
True |
350,019 |
| 20 |
146-19 |
140-18 |
6-01 |
4.2% |
1-09 |
0.9% |
38% |
False |
False |
365,613 |
| 40 |
146-19 |
138-28 |
7-23 |
5.4% |
1-02 |
0.7% |
52% |
False |
False |
187,095 |
| 60 |
146-19 |
136-12 |
10-07 |
7.2% |
1-03 |
0.8% |
64% |
False |
False |
124,821 |
| 80 |
146-19 |
134-00 |
12-19 |
8.8% |
0-29 |
0.6% |
70% |
False |
False |
93,617 |
| 100 |
146-19 |
134-00 |
12-19 |
8.8% |
0-24 |
0.5% |
70% |
False |
False |
74,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-21 |
|
2.618 |
150-07 |
|
1.618 |
148-04 |
|
1.000 |
146-27 |
|
0.618 |
146-01 |
|
HIGH |
144-24 |
|
0.618 |
143-30 |
|
0.500 |
143-22 |
|
0.382 |
143-15 |
|
LOW |
142-21 |
|
0.618 |
141-12 |
|
1.000 |
140-18 |
|
1.618 |
139-09 |
|
2.618 |
137-06 |
|
4.250 |
133-24 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143-22 |
143-23 |
| PP |
143-14 |
143-14 |
| S1 |
143-05 |
143-05 |
|