ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
131-01 |
130-20 |
-0-13 |
-0.3% |
128-15 |
| High |
131-03 |
130-25 |
-0-10 |
-0.2% |
130-24 |
| Low |
130-17 |
130-03 |
-0-14 |
-0.3% |
128-08 |
| Close |
130-21 |
130-17 |
-0-04 |
-0.1% |
130-23 |
| Range |
0-18 |
0-22 |
0-04 |
22.2% |
2-16 |
| ATR |
0-30 |
0-29 |
-0-01 |
-1.8% |
0-00 |
| Volume |
209,818 |
248,543 |
38,725 |
18.5% |
1,456,817 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-17 |
132-07 |
130-29 |
|
| R3 |
131-27 |
131-17 |
130-23 |
|
| R2 |
131-05 |
131-05 |
130-21 |
|
| R1 |
130-27 |
130-27 |
130-19 |
130-21 |
| PP |
130-15 |
130-15 |
130-15 |
130-12 |
| S1 |
130-05 |
130-05 |
130-15 |
129-31 |
| S2 |
129-25 |
129-25 |
130-13 |
|
| S3 |
129-03 |
129-15 |
130-11 |
|
| S4 |
128-13 |
128-25 |
130-05 |
|
|
| 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 |
131-08 |
128-26 |
2-14 |
1.9% |
0-27 |
0.6% |
71% |
False |
False |
294,293 |
| 10 |
131-08 |
127-27 |
3-13 |
2.6% |
0-27 |
0.6% |
79% |
False |
False |
247,538 |
| 20 |
131-12 |
127-23 |
3-21 |
2.8% |
0-31 |
0.7% |
77% |
False |
False |
216,708 |
| 40 |
131-26 |
127-23 |
4-03 |
3.1% |
0-30 |
0.7% |
69% |
False |
False |
218,827 |
| 60 |
134-08 |
127-23 |
6-17 |
5.0% |
0-28 |
0.7% |
43% |
False |
False |
146,517 |
| 80 |
134-08 |
127-23 |
6-17 |
5.0% |
0-25 |
0.6% |
43% |
False |
False |
109,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-22 |
|
2.618 |
132-19 |
|
1.618 |
131-29 |
|
1.000 |
131-15 |
|
0.618 |
131-07 |
|
HIGH |
130-25 |
|
0.618 |
130-17 |
|
0.500 |
130-14 |
|
0.382 |
130-11 |
|
LOW |
130-03 |
|
0.618 |
129-21 |
|
1.000 |
129-13 |
|
1.618 |
128-31 |
|
2.618 |
128-09 |
|
4.250 |
127-06 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
130-16 |
130-22 |
| PP |
130-15 |
130-20 |
| S1 |
130-14 |
130-18 |
|