ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
144-22 |
142-28 |
-1-26 |
-1.3% |
145-09 |
| High |
144-24 |
143-09 |
-1-15 |
-1.0% |
146-19 |
| Low |
142-21 |
142-11 |
-0-10 |
-0.2% |
143-03 |
| Close |
142-28 |
143-05 |
0-09 |
0.2% |
144-10 |
| Range |
2-03 |
0-30 |
-1-05 |
-55.2% |
3-16 |
| ATR |
1-09 |
1-08 |
-0-01 |
-1.9% |
0-00 |
| Volume |
175,337 |
84,135 |
-91,202 |
-52.0% |
1,857,990 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-24 |
145-12 |
143-22 |
|
| R3 |
144-26 |
144-14 |
143-13 |
|
| R2 |
143-28 |
143-28 |
143-10 |
|
| R1 |
143-16 |
143-16 |
143-08 |
143-22 |
| PP |
142-30 |
142-30 |
142-30 |
143-00 |
| S1 |
142-18 |
142-18 |
143-02 |
142-24 |
| S2 |
142-00 |
142-00 |
143-00 |
|
| S3 |
141-02 |
141-20 |
142-29 |
|
| S4 |
140-04 |
140-22 |
142-20 |
|
|
| 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 |
145-13 |
142-11 |
3-02 |
2.1% |
1-15 |
1.0% |
27% |
False |
True |
202,557 |
| 10 |
146-19 |
142-11 |
4-08 |
3.0% |
1-13 |
1.0% |
19% |
False |
True |
322,392 |
| 20 |
146-19 |
140-26 |
5-25 |
4.0% |
1-09 |
0.9% |
41% |
False |
False |
335,581 |
| 40 |
146-19 |
138-28 |
7-23 |
5.4% |
1-02 |
0.7% |
55% |
False |
False |
189,186 |
| 60 |
146-19 |
137-00 |
9-19 |
6.7% |
1-03 |
0.8% |
64% |
False |
False |
126,223 |
| 80 |
146-19 |
134-00 |
12-19 |
8.8% |
0-30 |
0.6% |
73% |
False |
False |
94,669 |
| 100 |
146-19 |
134-00 |
12-19 |
8.8% |
0-24 |
0.5% |
73% |
False |
False |
75,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-08 |
|
2.618 |
145-24 |
|
1.618 |
144-26 |
|
1.000 |
144-07 |
|
0.618 |
143-28 |
|
HIGH |
143-09 |
|
0.618 |
142-30 |
|
0.500 |
142-26 |
|
0.382 |
142-22 |
|
LOW |
142-11 |
|
0.618 |
141-24 |
|
1.000 |
141-13 |
|
1.618 |
140-26 |
|
2.618 |
139-28 |
|
4.250 |
138-12 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143-01 |
143-18 |
| PP |
142-30 |
143-14 |
| S1 |
142-26 |
143-09 |
|