ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
155-29 |
156-28 |
0-31 |
0.6% |
154-20 |
| High |
157-06 |
157-14 |
0-08 |
0.2% |
155-00 |
| Low |
155-24 |
156-12 |
0-20 |
0.4% |
152-02 |
| Close |
156-28 |
157-07 |
0-11 |
0.2% |
153-12 |
| Range |
1-14 |
1-02 |
-0-12 |
-26.1% |
2-30 |
| ATR |
1-08 |
1-07 |
0-00 |
-1.0% |
0-00 |
| Volume |
90 |
36 |
-54 |
-60.0% |
544 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-06 |
159-25 |
157-26 |
|
| R3 |
159-04 |
158-23 |
157-16 |
|
| R2 |
158-02 |
158-02 |
157-13 |
|
| R1 |
157-21 |
157-21 |
157-10 |
157-28 |
| PP |
157-00 |
157-00 |
157-00 |
157-04 |
| S1 |
156-19 |
156-19 |
157-04 |
156-26 |
| S2 |
155-30 |
155-30 |
157-01 |
|
| S3 |
154-28 |
155-17 |
156-30 |
|
| S4 |
153-26 |
154-15 |
156-20 |
|
|
| 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 |
161-30 |
|
2.618 |
160-07 |
|
1.618 |
159-05 |
|
1.000 |
158-16 |
|
0.618 |
158-03 |
|
HIGH |
157-14 |
|
0.618 |
157-01 |
|
0.500 |
156-29 |
|
0.382 |
156-25 |
|
LOW |
156-12 |
|
0.618 |
155-23 |
|
1.000 |
155-10 |
|
1.618 |
154-21 |
|
2.618 |
153-19 |
|
4.250 |
151-28 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
157-04 |
156-26 |
| PP |
157-00 |
156-14 |
| S1 |
156-29 |
156-01 |
|