ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
159-24 |
157-12 |
-2-12 |
-1.5% |
159-06 |
| High |
159-24 |
159-00 |
-0-24 |
-0.5% |
161-09 |
| Low |
157-14 |
157-12 |
-0-02 |
0.0% |
157-12 |
| Close |
158-00 |
158-18 |
0-18 |
0.4% |
158-18 |
| Range |
2-10 |
1-20 |
-0-22 |
-29.7% |
3-29 |
| ATR |
1-13 |
1-13 |
0-01 |
1.2% |
0-00 |
| Volume |
24 |
218 |
194 |
808.3% |
493 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-06 |
162-16 |
159-15 |
|
| R3 |
161-18 |
160-28 |
159-00 |
|
| R2 |
159-30 |
159-30 |
158-28 |
|
| R1 |
159-08 |
159-08 |
158-23 |
159-19 |
| PP |
158-10 |
158-10 |
158-10 |
158-16 |
| S1 |
157-20 |
157-20 |
158-13 |
157-31 |
| S2 |
156-22 |
156-22 |
158-08 |
|
| S3 |
155-02 |
156-00 |
158-04 |
|
| S4 |
153-14 |
154-12 |
157-21 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-25 |
168-19 |
160-23 |
|
| R3 |
166-28 |
164-22 |
159-20 |
|
| R2 |
162-31 |
162-31 |
159-09 |
|
| R1 |
160-25 |
160-25 |
158-29 |
159-30 |
| PP |
159-02 |
159-02 |
159-02 |
158-21 |
| S1 |
156-28 |
156-28 |
158-07 |
156-00 |
| S2 |
155-05 |
155-05 |
157-27 |
|
| S3 |
151-08 |
152-31 |
157-16 |
|
| S4 |
147-11 |
149-02 |
156-13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-29 |
|
2.618 |
163-08 |
|
1.618 |
161-20 |
|
1.000 |
160-20 |
|
0.618 |
160-00 |
|
HIGH |
159-00 |
|
0.618 |
158-12 |
|
0.500 |
158-06 |
|
0.382 |
158-00 |
|
LOW |
157-12 |
|
0.618 |
156-12 |
|
1.000 |
155-24 |
|
1.618 |
154-24 |
|
2.618 |
153-04 |
|
4.250 |
150-15 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
158-14 |
158-28 |
| PP |
158-10 |
158-25 |
| S1 |
158-06 |
158-22 |
|