ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
151-00 |
150-23 |
-0-09 |
-0.2% |
151-20 |
High |
151-11 |
151-16 |
0-05 |
0.1% |
151-20 |
Low |
150-16 |
150-23 |
0-07 |
0.1% |
150-00 |
Close |
150-28 |
151-10 |
0-14 |
0.3% |
151-10 |
Range |
0-27 |
0-25 |
-0-02 |
-7.4% |
1-20 |
ATR |
1-06 |
1-05 |
-0-01 |
-2.4% |
0-00 |
Volume |
105 |
79 |
-26 |
-24.8% |
259 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153-17 |
153-06 |
151-24 |
|
R3 |
152-24 |
152-13 |
151-17 |
|
R2 |
151-31 |
151-31 |
151-15 |
|
R1 |
151-20 |
151-20 |
151-12 |
151-26 |
PP |
151-06 |
151-06 |
151-06 |
151-08 |
S1 |
150-27 |
150-27 |
151-08 |
151-00 |
S2 |
150-13 |
150-13 |
151-05 |
|
S3 |
149-20 |
150-02 |
151-03 |
|
S4 |
148-27 |
149-09 |
150-28 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-27 |
155-07 |
152-07 |
|
R3 |
154-07 |
153-19 |
151-24 |
|
R2 |
152-19 |
152-19 |
151-20 |
|
R1 |
151-31 |
151-31 |
151-15 |
151-15 |
PP |
150-31 |
150-31 |
150-31 |
150-24 |
S1 |
150-11 |
150-11 |
151-05 |
149-27 |
S2 |
149-11 |
149-11 |
151-00 |
|
S3 |
147-23 |
148-23 |
150-28 |
|
S4 |
146-03 |
147-03 |
150-13 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
154-26 |
2.618 |
153-17 |
1.618 |
152-24 |
1.000 |
152-09 |
0.618 |
151-31 |
HIGH |
151-16 |
0.618 |
151-06 |
0.500 |
151-04 |
0.382 |
151-01 |
LOW |
150-23 |
0.618 |
150-08 |
1.000 |
149-30 |
1.618 |
149-15 |
2.618 |
148-22 |
4.250 |
147-13 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
151-08 |
151-04 |
PP |
151-06 |
150-30 |
S1 |
151-04 |
150-24 |
|