ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
156-28 |
157-16 |
0-20 |
0.4% |
153-25 |
| High |
157-14 |
159-18 |
2-04 |
1.3% |
159-18 |
| Low |
156-12 |
157-16 |
1-04 |
0.7% |
153-20 |
| Close |
157-07 |
159-02 |
1-27 |
1.2% |
159-02 |
| Range |
1-02 |
2-02 |
1-00 |
94.1% |
5-30 |
| ATR |
1-07 |
1-10 |
0-03 |
6.4% |
0-00 |
| Volume |
36 |
54 |
18 |
50.0% |
420 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-29 |
164-01 |
160-06 |
|
| R3 |
162-27 |
161-31 |
159-20 |
|
| R2 |
160-25 |
160-25 |
159-14 |
|
| R1 |
159-29 |
159-29 |
159-08 |
160-11 |
| PP |
158-23 |
158-23 |
158-23 |
158-30 |
| S1 |
157-27 |
157-27 |
158-28 |
158-09 |
| S2 |
156-21 |
156-21 |
158-22 |
|
| S3 |
154-19 |
155-25 |
158-16 |
|
| S4 |
152-17 |
153-23 |
157-30 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-07 |
173-03 |
162-10 |
|
| R3 |
169-09 |
167-05 |
160-22 |
|
| R2 |
163-11 |
163-11 |
160-05 |
|
| R1 |
161-07 |
161-07 |
159-19 |
162-09 |
| PP |
157-13 |
157-13 |
157-13 |
157-30 |
| S1 |
155-09 |
155-09 |
158-17 |
156-11 |
| S2 |
151-15 |
151-15 |
157-31 |
|
| S3 |
145-17 |
149-11 |
157-14 |
|
| S4 |
139-19 |
143-13 |
155-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-10 |
|
2.618 |
164-31 |
|
1.618 |
162-29 |
|
1.000 |
161-20 |
|
0.618 |
160-27 |
|
HIGH |
159-18 |
|
0.618 |
158-25 |
|
0.500 |
158-17 |
|
0.382 |
158-09 |
|
LOW |
157-16 |
|
0.618 |
156-07 |
|
1.000 |
155-14 |
|
1.618 |
154-05 |
|
2.618 |
152-03 |
|
4.250 |
148-24 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
158-28 |
158-19 |
| PP |
158-23 |
158-04 |
| S1 |
158-17 |
157-21 |
|