ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
158-20 |
159-15 |
0-27 |
0.5% |
159-06 |
| High |
159-10 |
159-15 |
0-05 |
0.1% |
161-09 |
| Low |
158-16 |
156-23 |
-1-25 |
-1.1% |
157-12 |
| Close |
159-08 |
157-02 |
-2-06 |
-1.4% |
158-18 |
| Range |
0-26 |
2-24 |
1-30 |
238.5% |
3-29 |
| ATR |
1-12 |
1-15 |
0-03 |
7.2% |
0-00 |
| Volume |
19 |
15 |
-4 |
-21.1% |
493 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-00 |
164-09 |
158-18 |
|
| R3 |
163-08 |
161-17 |
157-26 |
|
| R2 |
160-16 |
160-16 |
157-18 |
|
| R1 |
158-25 |
158-25 |
157-10 |
158-08 |
| PP |
157-24 |
157-24 |
157-24 |
157-16 |
| S1 |
156-01 |
156-01 |
156-26 |
155-16 |
| S2 |
155-00 |
155-00 |
156-18 |
|
| S3 |
152-08 |
153-09 |
156-10 |
|
| S4 |
149-16 |
150-17 |
155-18 |
|
|
| 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 |
171-05 |
|
2.618 |
166-21 |
|
1.618 |
163-29 |
|
1.000 |
162-07 |
|
0.618 |
161-05 |
|
HIGH |
159-15 |
|
0.618 |
158-13 |
|
0.500 |
158-03 |
|
0.382 |
157-25 |
|
LOW |
156-23 |
|
0.618 |
155-01 |
|
1.000 |
153-31 |
|
1.618 |
152-09 |
|
2.618 |
149-17 |
|
4.250 |
145-01 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
158-03 |
158-03 |
| PP |
157-24 |
157-24 |
| S1 |
157-13 |
157-13 |
|