ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 25-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
151-08 |
151-20 |
0-12 |
0.2% |
151-20 |
High |
151-19 |
152-25 |
1-06 |
0.8% |
151-20 |
Low |
151-00 |
151-20 |
0-20 |
0.4% |
150-00 |
Close |
151-17 |
152-22 |
1-05 |
0.8% |
151-10 |
Range |
0-19 |
1-05 |
0-18 |
94.7% |
1-20 |
ATR |
1-04 |
1-04 |
0-00 |
0.9% |
0-00 |
Volume |
16 |
30 |
14 |
87.5% |
259 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-27 |
155-13 |
153-10 |
|
R3 |
154-22 |
154-08 |
153-00 |
|
R2 |
153-17 |
153-17 |
152-29 |
|
R1 |
153-03 |
153-03 |
152-25 |
153-10 |
PP |
152-12 |
152-12 |
152-12 |
152-15 |
S1 |
151-30 |
151-30 |
152-19 |
152-05 |
S2 |
151-07 |
151-07 |
152-15 |
|
S3 |
150-02 |
150-25 |
152-12 |
|
S4 |
148-29 |
149-20 |
152-02 |
|
|
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 |
157-22 |
2.618 |
155-26 |
1.618 |
154-21 |
1.000 |
153-30 |
0.618 |
153-16 |
HIGH |
152-25 |
0.618 |
152-11 |
0.500 |
152-06 |
0.382 |
152-02 |
LOW |
151-20 |
0.618 |
150-29 |
1.000 |
150-15 |
1.618 |
149-24 |
2.618 |
148-19 |
4.250 |
146-23 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
152-17 |
152-12 |
PP |
152-12 |
152-02 |
S1 |
152-06 |
151-24 |
|