ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
157-15 |
158-15 |
1-00 |
0.6% |
158-20 |
| High |
159-01 |
159-20 |
0-19 |
0.4% |
159-15 |
| Low |
157-15 |
158-15 |
1-00 |
0.6% |
156-08 |
| Close |
158-11 |
158-26 |
0-15 |
0.3% |
157-19 |
| Range |
1-18 |
1-05 |
-0-13 |
-26.0% |
3-07 |
| ATR |
1-13 |
1-13 |
0-00 |
-0.6% |
0-00 |
| Volume |
48 |
56 |
8 |
16.7% |
331 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-14 |
161-25 |
159-14 |
|
| R3 |
161-09 |
160-20 |
159-04 |
|
| R2 |
160-04 |
160-04 |
159-01 |
|
| R1 |
159-15 |
159-15 |
158-29 |
159-26 |
| PP |
158-31 |
158-31 |
158-31 |
159-04 |
| S1 |
158-10 |
158-10 |
158-23 |
158-20 |
| S2 |
157-26 |
157-26 |
158-19 |
|
| S3 |
156-21 |
157-05 |
158-16 |
|
| S4 |
155-16 |
156-00 |
158-06 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-14 |
165-23 |
159-12 |
|
| R3 |
164-07 |
162-16 |
158-15 |
|
| R2 |
161-00 |
161-00 |
158-06 |
|
| R1 |
159-09 |
159-09 |
157-28 |
158-17 |
| PP |
157-25 |
157-25 |
157-25 |
157-12 |
| S1 |
156-02 |
156-02 |
157-10 |
155-10 |
| S2 |
154-18 |
154-18 |
157-00 |
|
| S3 |
151-11 |
152-27 |
156-23 |
|
| S4 |
148-04 |
149-20 |
155-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-17 |
|
2.618 |
162-21 |
|
1.618 |
161-16 |
|
1.000 |
160-25 |
|
0.618 |
160-11 |
|
HIGH |
159-20 |
|
0.618 |
159-06 |
|
0.500 |
159-02 |
|
0.382 |
158-29 |
|
LOW |
158-15 |
|
0.618 |
157-24 |
|
1.000 |
157-10 |
|
1.618 |
156-19 |
|
2.618 |
155-14 |
|
4.250 |
153-18 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
159-02 |
158-23 |
| PP |
158-31 |
158-20 |
| S1 |
158-28 |
158-16 |
|