ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
128-15 |
128-31 |
0-16 |
0.4% |
128-10 |
| High |
129-11 |
129-12 |
0-01 |
0.0% |
128-31 |
| Low |
128-08 |
128-29 |
0-21 |
0.5% |
127-23 |
| Close |
129-01 |
129-10 |
0-09 |
0.2% |
128-17 |
| Range |
1-03 |
0-15 |
-0-20 |
-57.1% |
1-08 |
| ATR |
0-31 |
0-30 |
-0-01 |
-3.7% |
0-00 |
| Volume |
187,850 |
160,804 |
-27,046 |
-14.4% |
578,271 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-19 |
130-14 |
129-18 |
|
| R3 |
130-04 |
129-31 |
129-14 |
|
| R2 |
129-21 |
129-21 |
129-13 |
|
| R1 |
129-16 |
129-16 |
129-11 |
129-18 |
| PP |
129-06 |
129-06 |
129-06 |
129-08 |
| S1 |
129-01 |
129-01 |
129-09 |
129-04 |
| S2 |
128-23 |
128-23 |
129-07 |
|
| S3 |
128-08 |
128-18 |
129-06 |
|
| S4 |
127-25 |
128-03 |
129-02 |
|
|
| 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 |
129-12 |
127-23 |
1-21 |
1.3% |
0-28 |
0.7% |
96% |
True |
False |
164,090 |
| 10 |
131-12 |
127-23 |
3-21 |
2.8% |
0-30 |
0.7% |
44% |
False |
False |
134,899 |
| 20 |
131-12 |
127-23 |
3-21 |
2.8% |
0-30 |
0.7% |
44% |
False |
False |
197,629 |
| 40 |
132-25 |
127-23 |
5-02 |
3.9% |
0-30 |
0.7% |
31% |
False |
False |
174,533 |
| 60 |
134-08 |
127-23 |
6-17 |
5.1% |
0-28 |
0.7% |
24% |
False |
False |
116,578 |
| 80 |
134-08 |
127-23 |
6-17 |
5.1% |
0-23 |
0.6% |
24% |
False |
False |
87,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-12 |
|
2.618 |
130-19 |
|
1.618 |
130-04 |
|
1.000 |
129-27 |
|
0.618 |
129-21 |
|
HIGH |
129-12 |
|
0.618 |
129-06 |
|
0.500 |
129-04 |
|
0.382 |
129-03 |
|
LOW |
128-29 |
|
0.618 |
128-20 |
|
1.000 |
128-14 |
|
1.618 |
128-05 |
|
2.618 |
127-22 |
|
4.250 |
126-29 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
129-08 |
129-04 |
| PP |
129-06 |
128-31 |
| S1 |
129-04 |
128-25 |
|