ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
154-20 |
155-29 |
1-09 |
0.8% |
154-20 |
| High |
156-10 |
157-06 |
0-28 |
0.6% |
155-00 |
| Low |
154-20 |
155-24 |
1-04 |
0.7% |
152-02 |
| Close |
155-22 |
156-28 |
1-06 |
0.8% |
153-12 |
| Range |
1-22 |
1-14 |
-0-08 |
-14.8% |
2-30 |
| ATR |
1-07 |
1-08 |
0-01 |
1.6% |
0-00 |
| Volume |
123 |
90 |
-33 |
-26.8% |
544 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-29 |
160-11 |
157-21 |
|
| R3 |
159-15 |
158-29 |
157-09 |
|
| R2 |
158-01 |
158-01 |
157-04 |
|
| R1 |
157-15 |
157-15 |
157-00 |
157-24 |
| PP |
156-19 |
156-19 |
156-19 |
156-24 |
| S1 |
156-01 |
156-01 |
156-24 |
156-10 |
| S2 |
155-05 |
155-05 |
156-20 |
|
| S3 |
153-23 |
154-19 |
156-15 |
|
| S4 |
152-09 |
153-05 |
156-03 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-09 |
160-25 |
155-00 |
|
| R3 |
159-11 |
157-27 |
154-06 |
|
| R2 |
156-13 |
156-13 |
153-29 |
|
| R1 |
154-29 |
154-29 |
153-21 |
154-06 |
| PP |
153-15 |
153-15 |
153-15 |
153-04 |
| S1 |
151-31 |
151-31 |
153-03 |
151-08 |
| S2 |
150-17 |
150-17 |
152-27 |
|
| S3 |
147-19 |
149-01 |
152-18 |
|
| S4 |
144-21 |
146-03 |
151-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-10 |
|
2.618 |
160-30 |
|
1.618 |
159-16 |
|
1.000 |
158-20 |
|
0.618 |
158-02 |
|
HIGH |
157-06 |
|
0.618 |
156-20 |
|
0.500 |
156-15 |
|
0.382 |
156-10 |
|
LOW |
155-24 |
|
0.618 |
154-28 |
|
1.000 |
154-10 |
|
1.618 |
153-14 |
|
2.618 |
152-00 |
|
4.250 |
149-20 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
156-24 |
156-12 |
| PP |
156-19 |
155-29 |
| S1 |
156-15 |
155-13 |
|