ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
144-01 |
144-09 |
0-08 |
0.2% |
144-19 |
| High |
144-22 |
144-21 |
-0-01 |
0.0% |
144-25 |
| Low |
143-29 |
144-04 |
0-07 |
0.2% |
142-11 |
| Close |
144-09 |
144-18 |
0-09 |
0.2% |
143-12 |
| Range |
0-25 |
0-17 |
-0-08 |
-32.0% |
2-14 |
| ATR |
1-05 |
1-04 |
-0-01 |
-3.9% |
0-00 |
| Volume |
120,893 |
106,324 |
-14,569 |
-12.1% |
458,780 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-01 |
145-27 |
144-27 |
|
| R3 |
145-16 |
145-10 |
144-23 |
|
| R2 |
144-31 |
144-31 |
144-21 |
|
| R1 |
144-25 |
144-25 |
144-20 |
144-28 |
| PP |
144-14 |
144-14 |
144-14 |
144-16 |
| S1 |
144-08 |
144-08 |
144-16 |
144-11 |
| S2 |
143-29 |
143-29 |
144-15 |
|
| S3 |
143-12 |
143-23 |
144-13 |
|
| S4 |
142-27 |
143-06 |
144-09 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-26 |
149-17 |
144-23 |
|
| R3 |
148-12 |
147-03 |
144-01 |
|
| R2 |
145-30 |
145-30 |
143-26 |
|
| R1 |
144-21 |
144-21 |
143-19 |
144-02 |
| PP |
143-16 |
143-16 |
143-16 |
143-07 |
| S1 |
142-07 |
142-07 |
143-05 |
141-20 |
| S2 |
141-02 |
141-02 |
142-30 |
|
| S3 |
138-20 |
139-25 |
142-23 |
|
| S4 |
136-06 |
137-11 |
142-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-22 |
142-11 |
2-11 |
1.6% |
0-25 |
0.5% |
95% |
False |
False |
98,589 |
| 10 |
146-04 |
142-11 |
3-25 |
2.6% |
1-06 |
0.8% |
59% |
False |
False |
182,292 |
| 20 |
146-19 |
140-26 |
5-25 |
4.0% |
1-07 |
0.8% |
65% |
False |
False |
288,096 |
| 40 |
146-19 |
138-28 |
7-23 |
5.3% |
1-02 |
0.7% |
74% |
False |
False |
199,325 |
| 60 |
146-19 |
137-28 |
8-23 |
6.0% |
1-03 |
0.8% |
77% |
False |
False |
133,035 |
| 80 |
146-19 |
134-00 |
12-19 |
8.7% |
0-31 |
0.7% |
84% |
False |
False |
99,779 |
| 100 |
146-19 |
134-00 |
12-19 |
8.7% |
0-25 |
0.6% |
84% |
False |
False |
79,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-29 |
|
2.618 |
146-02 |
|
1.618 |
145-17 |
|
1.000 |
145-06 |
|
0.618 |
145-00 |
|
HIGH |
144-21 |
|
0.618 |
144-15 |
|
0.500 |
144-12 |
|
0.382 |
144-10 |
|
LOW |
144-04 |
|
0.618 |
143-25 |
|
1.000 |
143-19 |
|
1.618 |
143-08 |
|
2.618 |
142-23 |
|
4.250 |
141-28 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
144-16 |
144-12 |
| PP |
144-14 |
144-05 |
| S1 |
144-12 |
143-30 |
|