ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
152-25 |
152-03 |
-0-22 |
-0.4% |
151-08 |
High |
152-25 |
152-24 |
-0-01 |
0.0% |
154-19 |
Low |
152-08 |
152-02 |
-0-06 |
-0.1% |
151-00 |
Close |
152-14 |
152-20 |
0-06 |
0.1% |
154-10 |
Range |
0-17 |
0-22 |
0-05 |
29.4% |
3-19 |
ATR |
1-05 |
1-04 |
-0-01 |
-2.9% |
0-00 |
Volume |
97 |
59 |
-38 |
-39.2% |
344 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-17 |
154-09 |
153-00 |
|
R3 |
153-27 |
153-19 |
152-26 |
|
R2 |
153-05 |
153-05 |
152-24 |
|
R1 |
152-29 |
152-29 |
152-22 |
153-01 |
PP |
152-15 |
152-15 |
152-15 |
152-18 |
S1 |
152-07 |
152-07 |
152-18 |
152-11 |
S2 |
151-25 |
151-25 |
152-16 |
|
S3 |
151-03 |
151-17 |
152-14 |
|
S4 |
150-13 |
150-27 |
152-08 |
|
|
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 |
155-22 |
2.618 |
154-18 |
1.618 |
153-28 |
1.000 |
153-14 |
0.618 |
153-06 |
HIGH |
152-24 |
0.618 |
152-16 |
0.500 |
152-13 |
0.382 |
152-10 |
LOW |
152-02 |
0.618 |
151-20 |
1.000 |
151-12 |
1.618 |
150-30 |
2.618 |
150-08 |
4.250 |
149-04 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
152-18 |
153-17 |
PP |
152-15 |
153-07 |
S1 |
152-13 |
152-30 |
|