ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
128-29 |
129-09 |
0-12 |
0.3% |
128-15 |
| High |
129-14 |
130-24 |
1-10 |
1.0% |
130-24 |
| Low |
128-26 |
129-04 |
0-10 |
0.2% |
128-08 |
| Close |
129-11 |
130-23 |
1-12 |
1.1% |
130-23 |
| Range |
0-20 |
1-20 |
1-00 |
160.0% |
2-16 |
| ATR |
0-30 |
0-31 |
0-02 |
5.4% |
0-00 |
| Volume |
363,575 |
419,362 |
55,787 |
15.3% |
1,456,817 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-02 |
134-17 |
131-20 |
|
| R3 |
133-14 |
132-29 |
131-05 |
|
| R2 |
131-26 |
131-26 |
131-01 |
|
| R1 |
131-09 |
131-09 |
130-28 |
131-18 |
| PP |
130-06 |
130-06 |
130-06 |
130-11 |
| S1 |
129-21 |
129-21 |
130-18 |
129-30 |
| S2 |
128-18 |
128-18 |
130-13 |
|
| S3 |
126-30 |
128-01 |
130-09 |
|
| S4 |
125-10 |
126-13 |
129-26 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-13 |
136-18 |
132-03 |
|
| R3 |
134-29 |
134-02 |
131-13 |
|
| R2 |
132-13 |
132-13 |
131-06 |
|
| R1 |
131-18 |
131-18 |
130-30 |
132-00 |
| PP |
129-29 |
129-29 |
129-29 |
130-04 |
| S1 |
129-02 |
129-02 |
130-16 |
129-16 |
| S2 |
127-13 |
127-13 |
130-08 |
|
| S3 |
124-29 |
126-18 |
130-01 |
|
| S4 |
122-13 |
124-02 |
129-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-24 |
128-08 |
2-16 |
1.9% |
0-30 |
0.7% |
99% |
True |
False |
291,363 |
| 10 |
130-24 |
127-23 |
3-01 |
2.3% |
0-29 |
0.7% |
99% |
True |
False |
216,426 |
| 20 |
131-12 |
127-23 |
3-21 |
2.8% |
1-00 |
0.8% |
82% |
False |
False |
219,900 |
| 40 |
131-26 |
127-23 |
4-03 |
3.1% |
0-30 |
0.7% |
73% |
False |
False |
201,976 |
| 60 |
134-08 |
127-23 |
6-17 |
5.0% |
0-29 |
0.7% |
46% |
False |
False |
135,046 |
| 80 |
134-08 |
127-23 |
6-17 |
5.0% |
0-25 |
0.6% |
46% |
False |
False |
101,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-21 |
|
2.618 |
135-00 |
|
1.618 |
133-12 |
|
1.000 |
132-12 |
|
0.618 |
131-24 |
|
HIGH |
130-24 |
|
0.618 |
130-04 |
|
0.500 |
129-30 |
|
0.382 |
129-24 |
|
LOW |
129-04 |
|
0.618 |
128-04 |
|
1.000 |
127-16 |
|
1.618 |
126-16 |
|
2.618 |
124-28 |
|
4.250 |
122-07 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
130-15 |
130-10 |
| PP |
130-06 |
129-30 |
| S1 |
129-30 |
129-18 |
|