ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
131-13 |
131-10 |
-0-03 |
-0.1% |
130-19 |
| High |
131-20 |
131-15 |
-0-05 |
-0.1% |
131-16 |
| Low |
130-27 |
130-31 |
0-04 |
0.1% |
130-03 |
| Close |
131-13 |
131-02 |
-0-11 |
-0.3% |
131-10 |
| Range |
0-25 |
0-16 |
-0-09 |
-36.0% |
1-13 |
| ATR |
0-28 |
0-28 |
-0-01 |
-3.1% |
0-00 |
| Volume |
186,787 |
204,516 |
17,729 |
9.5% |
1,116,523 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-21 |
132-12 |
131-11 |
|
| R3 |
132-05 |
131-28 |
131-06 |
|
| R2 |
131-21 |
131-21 |
131-05 |
|
| R1 |
131-12 |
131-12 |
131-03 |
131-08 |
| PP |
131-05 |
131-05 |
131-05 |
131-04 |
| S1 |
130-28 |
130-28 |
131-01 |
130-24 |
| S2 |
130-21 |
130-21 |
130-31 |
|
| S3 |
130-05 |
130-12 |
130-30 |
|
| S4 |
129-21 |
129-28 |
130-25 |
|
|
| 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 |
131-20 |
130-03 |
1-17 |
1.2% |
0-23 |
0.6% |
63% |
False |
False |
213,568 |
| 10 |
131-20 |
128-11 |
3-09 |
2.5% |
0-26 |
0.6% |
83% |
False |
False |
261,598 |
| 20 |
131-20 |
127-23 |
3-29 |
3.0% |
0-28 |
0.7% |
86% |
False |
False |
198,249 |
| 40 |
131-20 |
127-23 |
3-29 |
3.0% |
0-29 |
0.7% |
86% |
False |
False |
237,052 |
| 60 |
134-08 |
127-23 |
6-17 |
5.0% |
0-28 |
0.7% |
51% |
False |
False |
160,151 |
| 80 |
134-08 |
127-23 |
6-17 |
5.0% |
0-26 |
0.6% |
51% |
False |
False |
120,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-19 |
|
2.618 |
132-25 |
|
1.618 |
132-09 |
|
1.000 |
131-31 |
|
0.618 |
131-25 |
|
HIGH |
131-15 |
|
0.618 |
131-09 |
|
0.500 |
131-07 |
|
0.382 |
131-05 |
|
LOW |
130-31 |
|
0.618 |
130-21 |
|
1.000 |
130-15 |
|
1.618 |
130-05 |
|
2.618 |
129-21 |
|
4.250 |
128-27 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
131-07 |
131-07 |
| PP |
131-05 |
131-05 |
| S1 |
131-04 |
131-04 |
|