ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
151-20 |
153-00 |
1-12 |
0.9% |
151-20 |
| High |
152-25 |
153-16 |
0-23 |
0.5% |
151-20 |
| Low |
151-20 |
153-00 |
1-12 |
0.9% |
150-00 |
| Close |
152-22 |
153-13 |
0-23 |
0.5% |
151-10 |
| Range |
1-05 |
0-16 |
-0-21 |
-56.8% |
1-20 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.0% |
0-00 |
| Volume |
30 |
220 |
190 |
633.3% |
259 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-26 |
154-19 |
153-22 |
|
| R3 |
154-10 |
154-03 |
153-17 |
|
| R2 |
153-26 |
153-26 |
153-16 |
|
| R1 |
153-19 |
153-19 |
153-14 |
153-22 |
| PP |
153-10 |
153-10 |
153-10 |
153-11 |
| S1 |
153-03 |
153-03 |
153-12 |
153-06 |
| S2 |
152-26 |
152-26 |
153-10 |
|
| S3 |
152-10 |
152-19 |
153-09 |
|
| S4 |
151-26 |
152-03 |
153-04 |
|
|
| 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 |
155-20 |
|
2.618 |
154-26 |
|
1.618 |
154-10 |
|
1.000 |
154-00 |
|
0.618 |
153-26 |
|
HIGH |
153-16 |
|
0.618 |
153-10 |
|
0.500 |
153-08 |
|
0.382 |
153-06 |
|
LOW |
153-00 |
|
0.618 |
152-22 |
|
1.000 |
152-16 |
|
1.618 |
152-06 |
|
2.618 |
151-22 |
|
4.250 |
150-28 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
153-11 |
153-01 |
| PP |
153-10 |
152-20 |
| S1 |
153-08 |
152-08 |
|