ECBOT 30 Year Treasury Bond Future June 2015
Trading Metrics calculated at close of trading on 22-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
157-12 |
158-20 |
1-08 |
0.8% |
159-06 |
High |
159-00 |
159-10 |
0-10 |
0.2% |
161-09 |
Low |
157-12 |
158-16 |
1-04 |
0.7% |
157-12 |
Close |
158-18 |
159-08 |
0-22 |
0.4% |
158-18 |
Range |
1-20 |
0-26 |
-0-26 |
-50.0% |
3-29 |
ATR |
1-13 |
1-12 |
-0-01 |
-3.0% |
0-00 |
Volume |
218 |
19 |
-199 |
-91.3% |
493 |
|
Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161-15 |
161-05 |
159-22 |
|
R3 |
160-21 |
160-11 |
159-15 |
|
R2 |
159-27 |
159-27 |
159-13 |
|
R1 |
159-17 |
159-17 |
159-10 |
159-22 |
PP |
159-01 |
159-01 |
159-01 |
159-03 |
S1 |
158-23 |
158-23 |
159-06 |
158-28 |
S2 |
158-07 |
158-07 |
159-03 |
|
S3 |
157-13 |
157-29 |
159-01 |
|
S4 |
156-19 |
157-03 |
158-26 |
|
|
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 |
162-24 |
2.618 |
161-14 |
1.618 |
160-20 |
1.000 |
160-04 |
0.618 |
159-26 |
HIGH |
159-10 |
0.618 |
159-00 |
0.500 |
158-29 |
0.382 |
158-26 |
LOW |
158-16 |
0.618 |
158-00 |
1.000 |
157-22 |
1.618 |
157-06 |
2.618 |
156-12 |
4.250 |
155-02 |
|
|
Fisher Pivots for day following 22-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
159-04 |
159-01 |
PP |
159-01 |
158-25 |
S1 |
158-29 |
158-18 |
|