ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 28-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
153-00 |
153-17 |
0-17 |
0.3% |
151-08 |
High |
153-16 |
154-19 |
1-03 |
0.7% |
154-19 |
Low |
153-00 |
153-17 |
0-17 |
0.3% |
151-00 |
Close |
153-13 |
154-10 |
0-29 |
0.6% |
154-10 |
Range |
0-16 |
1-02 |
0-18 |
112.5% |
3-19 |
ATR |
1-03 |
1-03 |
0-00 |
0.6% |
0-00 |
Volume |
220 |
78 |
-142 |
-64.5% |
344 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-11 |
156-28 |
154-29 |
|
R3 |
156-09 |
155-26 |
154-19 |
|
R2 |
155-07 |
155-07 |
154-16 |
|
R1 |
154-24 |
154-24 |
154-13 |
155-00 |
PP |
154-05 |
154-05 |
154-05 |
154-08 |
S1 |
153-22 |
153-22 |
154-07 |
153-30 |
S2 |
153-03 |
153-03 |
154-04 |
|
S3 |
152-01 |
152-20 |
154-01 |
|
S4 |
150-31 |
151-18 |
153-23 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164-03 |
162-25 |
156-09 |
|
R3 |
160-16 |
159-06 |
155-10 |
|
R2 |
156-29 |
156-29 |
154-31 |
|
R1 |
155-19 |
155-19 |
154-21 |
156-08 |
PP |
153-10 |
153-10 |
153-10 |
153-20 |
S1 |
152-00 |
152-00 |
153-31 |
152-21 |
S2 |
149-23 |
149-23 |
153-21 |
|
S3 |
146-04 |
148-13 |
153-10 |
|
S4 |
142-17 |
144-26 |
152-11 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
159-04 |
2.618 |
157-12 |
1.618 |
156-10 |
1.000 |
155-21 |
0.618 |
155-08 |
HIGH |
154-19 |
0.618 |
154-06 |
0.500 |
154-02 |
0.382 |
153-30 |
LOW |
153-17 |
0.618 |
152-28 |
1.000 |
152-15 |
1.618 |
151-26 |
2.618 |
150-24 |
4.250 |
149-00 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
154-07 |
153-29 |
PP |
154-05 |
153-16 |
S1 |
154-02 |
153-04 |
|