ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
159-06 |
159-16 |
0-10 |
0.2% |
153-25 |
| High |
159-16 |
161-09 |
1-25 |
1.1% |
159-18 |
| Low |
158-18 |
159-16 |
0-30 |
0.6% |
153-20 |
| Close |
159-10 |
160-10 |
1-00 |
0.6% |
159-02 |
| Range |
0-30 |
1-25 |
0-27 |
90.0% |
5-30 |
| ATR |
1-09 |
1-11 |
0-02 |
3.8% |
0-00 |
| Volume |
103 |
33 |
-70 |
-68.0% |
420 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-23 |
164-25 |
161-09 |
|
| R3 |
163-30 |
163-00 |
160-26 |
|
| R2 |
162-05 |
162-05 |
160-20 |
|
| R1 |
161-07 |
161-07 |
160-15 |
161-22 |
| PP |
160-12 |
160-12 |
160-12 |
160-19 |
| S1 |
159-14 |
159-14 |
160-05 |
159-29 |
| S2 |
158-19 |
158-19 |
160-00 |
|
| S3 |
156-26 |
157-21 |
159-26 |
|
| S4 |
155-01 |
155-28 |
159-11 |
|
|
| 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 |
168-27 |
|
2.618 |
165-30 |
|
1.618 |
164-05 |
|
1.000 |
163-02 |
|
0.618 |
162-12 |
|
HIGH |
161-09 |
|
0.618 |
160-19 |
|
0.500 |
160-12 |
|
0.382 |
160-06 |
|
LOW |
159-16 |
|
0.618 |
158-13 |
|
1.000 |
157-23 |
|
1.618 |
156-20 |
|
2.618 |
154-27 |
|
4.250 |
151-30 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
160-12 |
160-00 |
| PP |
160-12 |
159-22 |
| S1 |
160-11 |
159-12 |
|