ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
150-02 |
151-00 |
0-30 |
0.6% |
151-00 |
High |
150-17 |
151-11 |
0-26 |
0.5% |
151-02 |
Low |
150-00 |
150-16 |
0-16 |
0.3% |
149-26 |
Close |
150-17 |
150-28 |
0-11 |
0.2% |
151-00 |
Range |
0-17 |
0-27 |
0-10 |
58.8% |
1-08 |
ATR |
1-07 |
1-06 |
-0-01 |
-2.1% |
0-00 |
Volume |
46 |
105 |
59 |
128.3% |
50 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153-14 |
153-00 |
151-11 |
|
R3 |
152-19 |
152-05 |
151-03 |
|
R2 |
151-24 |
151-24 |
151-01 |
|
R1 |
151-10 |
151-10 |
150-30 |
151-04 |
PP |
150-29 |
150-29 |
150-29 |
150-26 |
S1 |
150-15 |
150-15 |
150-26 |
150-08 |
S2 |
150-02 |
150-02 |
150-23 |
|
S3 |
149-07 |
149-20 |
150-21 |
|
S4 |
148-12 |
148-25 |
150-13 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-12 |
153-30 |
151-22 |
|
R3 |
153-04 |
152-22 |
151-11 |
|
R2 |
151-28 |
151-28 |
151-07 |
|
R1 |
151-14 |
151-14 |
151-04 |
151-20 |
PP |
150-20 |
150-20 |
150-20 |
150-23 |
S1 |
150-06 |
150-06 |
150-28 |
150-12 |
S2 |
149-12 |
149-12 |
150-25 |
|
S3 |
148-04 |
148-30 |
150-21 |
|
S4 |
146-28 |
147-22 |
150-10 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
154-30 |
2.618 |
153-18 |
1.618 |
152-23 |
1.000 |
152-06 |
0.618 |
151-28 |
HIGH |
151-11 |
0.618 |
151-01 |
0.500 |
150-30 |
0.382 |
150-26 |
LOW |
150-16 |
0.618 |
149-31 |
1.000 |
149-21 |
1.618 |
149-04 |
2.618 |
148-09 |
4.250 |
146-29 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
150-30 |
150-26 |
PP |
150-29 |
150-24 |
S1 |
150-28 |
150-22 |
|