ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
128-03 |
128-17 |
0-14 |
0.3% |
128-10 |
| High |
128-26 |
128-28 |
0-02 |
0.0% |
128-31 |
| Low |
127-27 |
128-06 |
0-11 |
0.3% |
127-23 |
| Close |
128-20 |
128-17 |
-0-03 |
-0.1% |
128-17 |
| Range |
0-31 |
0-22 |
-0-09 |
-29.0% |
1-08 |
| ATR |
1-00 |
0-31 |
-0-01 |
-2.2% |
0-00 |
| Volume |
175,079 |
154,961 |
-20,118 |
-11.5% |
578,271 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-19 |
130-08 |
128-29 |
|
| R3 |
129-29 |
129-18 |
128-23 |
|
| R2 |
129-07 |
129-07 |
128-21 |
|
| R1 |
128-28 |
128-28 |
128-19 |
128-28 |
| PP |
128-17 |
128-17 |
128-17 |
128-17 |
| S1 |
128-06 |
128-06 |
128-15 |
128-06 |
| S2 |
127-27 |
127-27 |
128-13 |
|
| S3 |
127-05 |
127-16 |
128-11 |
|
| S4 |
126-15 |
126-26 |
128-05 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-05 |
131-19 |
129-07 |
|
| R3 |
130-29 |
130-11 |
128-28 |
|
| R2 |
129-21 |
129-21 |
128-24 |
|
| R1 |
129-03 |
129-03 |
128-21 |
129-12 |
| PP |
128-13 |
128-13 |
128-13 |
128-18 |
| S1 |
127-27 |
127-27 |
128-13 |
128-04 |
| S2 |
127-05 |
127-05 |
128-10 |
|
| S3 |
125-29 |
126-19 |
128-06 |
|
| S4 |
124-21 |
125-11 |
127-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-31 |
127-23 |
1-08 |
1.0% |
0-28 |
0.7% |
65% |
False |
False |
141,490 |
| 10 |
131-12 |
127-23 |
3-21 |
2.8% |
1-00 |
0.8% |
22% |
False |
False |
159,819 |
| 20 |
131-12 |
127-23 |
3-21 |
2.8% |
0-31 |
0.8% |
22% |
False |
False |
216,403 |
| 40 |
132-25 |
127-23 |
5-02 |
3.9% |
0-30 |
0.7% |
16% |
False |
False |
165,939 |
| 60 |
134-08 |
127-23 |
6-17 |
5.1% |
0-28 |
0.7% |
12% |
False |
False |
110,767 |
| 80 |
134-08 |
127-23 |
6-17 |
5.1% |
0-23 |
0.6% |
12% |
False |
False |
83,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-26 |
|
2.618 |
130-22 |
|
1.618 |
130-00 |
|
1.000 |
129-18 |
|
0.618 |
129-10 |
|
HIGH |
128-28 |
|
0.618 |
128-20 |
|
0.500 |
128-17 |
|
0.382 |
128-14 |
|
LOW |
128-06 |
|
0.618 |
127-24 |
|
1.000 |
127-16 |
|
1.618 |
127-02 |
|
2.618 |
126-12 |
|
4.250 |
125-08 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
128-17 |
128-14 |
| PP |
128-17 |
128-12 |
| S1 |
128-17 |
128-10 |
|