ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
130-10 |
131-03 |
0-25 |
0.6% |
130-19 |
| High |
131-07 |
131-16 |
0-09 |
0.2% |
131-16 |
| Low |
130-07 |
130-26 |
0-19 |
0.5% |
130-03 |
| Close |
131-03 |
131-10 |
0-07 |
0.2% |
131-10 |
| Range |
1-00 |
0-22 |
-0-10 |
-31.3% |
1-13 |
| ATR |
0-29 |
0-29 |
-0-01 |
-1.8% |
0-00 |
| Volume |
223,924 |
204,070 |
-19,854 |
-8.9% |
1,116,523 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-09 |
132-31 |
131-22 |
|
| R3 |
132-19 |
132-09 |
131-16 |
|
| R2 |
131-29 |
131-29 |
131-14 |
|
| R1 |
131-19 |
131-19 |
131-12 |
131-24 |
| PP |
131-07 |
131-07 |
131-07 |
131-09 |
| S1 |
130-29 |
130-29 |
131-08 |
131-02 |
| S2 |
130-17 |
130-17 |
131-06 |
|
| S3 |
129-27 |
130-07 |
131-04 |
|
| S4 |
129-05 |
129-17 |
130-30 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-06 |
134-21 |
132-03 |
|
| R3 |
133-25 |
133-08 |
131-22 |
|
| R2 |
132-12 |
132-12 |
131-18 |
|
| R1 |
131-27 |
131-27 |
131-14 |
132-04 |
| PP |
130-31 |
130-31 |
130-31 |
131-03 |
| S1 |
130-14 |
130-14 |
131-06 |
130-22 |
| S2 |
129-18 |
129-18 |
131-02 |
|
| S3 |
128-05 |
129-01 |
130-30 |
|
| S4 |
126-24 |
127-20 |
130-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-16 |
130-03 |
1-13 |
1.1% |
0-23 |
0.6% |
87% |
True |
False |
223,304 |
| 10 |
131-16 |
128-08 |
3-08 |
2.5% |
0-27 |
0.6% |
94% |
True |
False |
257,334 |
| 20 |
131-16 |
127-23 |
3-25 |
2.9% |
0-30 |
0.7% |
95% |
True |
False |
208,576 |
| 40 |
131-16 |
127-23 |
3-25 |
2.9% |
0-30 |
0.7% |
95% |
True |
False |
228,521 |
| 60 |
134-08 |
127-23 |
6-17 |
5.0% |
0-28 |
0.7% |
55% |
False |
False |
153,640 |
| 80 |
134-08 |
127-23 |
6-17 |
5.0% |
0-26 |
0.6% |
55% |
False |
False |
115,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-14 |
|
2.618 |
133-10 |
|
1.618 |
132-20 |
|
1.000 |
132-06 |
|
0.618 |
131-30 |
|
HIGH |
131-16 |
|
0.618 |
131-08 |
|
0.500 |
131-05 |
|
0.382 |
131-02 |
|
LOW |
130-26 |
|
0.618 |
130-12 |
|
1.000 |
130-04 |
|
1.618 |
129-22 |
|
2.618 |
129-00 |
|
4.250 |
127-28 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
131-08 |
131-04 |
| PP |
131-07 |
130-31 |
| S1 |
131-05 |
130-26 |
|