ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
157-16 |
159-06 |
1-22 |
1.1% |
153-25 |
| High |
159-18 |
159-16 |
-0-02 |
0.0% |
159-18 |
| Low |
157-16 |
158-18 |
1-02 |
0.7% |
153-20 |
| Close |
159-02 |
159-10 |
0-08 |
0.2% |
159-02 |
| Range |
2-02 |
0-30 |
-1-04 |
-54.5% |
5-30 |
| ATR |
1-10 |
1-09 |
-0-01 |
-2.0% |
0-00 |
| Volume |
54 |
103 |
49 |
90.7% |
420 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-30 |
161-18 |
159-26 |
|
| R3 |
161-00 |
160-20 |
159-18 |
|
| R2 |
160-02 |
160-02 |
159-16 |
|
| R1 |
159-22 |
159-22 |
159-13 |
159-28 |
| PP |
159-04 |
159-04 |
159-04 |
159-07 |
| S1 |
158-24 |
158-24 |
159-07 |
158-30 |
| S2 |
158-06 |
158-06 |
159-04 |
|
| S3 |
157-08 |
157-26 |
159-02 |
|
| S4 |
156-10 |
156-28 |
158-26 |
|
|
| 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 |
163-16 |
|
2.618 |
161-31 |
|
1.618 |
161-01 |
|
1.000 |
160-14 |
|
0.618 |
160-03 |
|
HIGH |
159-16 |
|
0.618 |
159-05 |
|
0.500 |
159-01 |
|
0.382 |
158-29 |
|
LOW |
158-18 |
|
0.618 |
157-31 |
|
1.000 |
157-20 |
|
1.618 |
157-01 |
|
2.618 |
156-03 |
|
4.250 |
154-18 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
159-07 |
158-28 |
| PP |
159-04 |
158-13 |
| S1 |
159-01 |
157-31 |
|