ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 28-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
133-01 |
132-20 |
-0-13 |
-0.3% |
131-13 |
| High |
133-08 |
132-22 |
-0-18 |
-0.4% |
133-05 |
| Low |
132-09 |
132-03 |
-0-06 |
-0.1% |
130-27 |
| Close |
132-11 |
132-20 |
0-09 |
0.2% |
132-27 |
| Range |
0-31 |
0-19 |
-0-12 |
-38.7% |
2-10 |
| ATR |
0-30 |
0-29 |
-0-01 |
-2.6% |
0-00 |
| Volume |
329,279 |
319,087 |
-10,192 |
-3.1% |
1,174,283 |
|
| Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-08 |
134-01 |
132-30 |
|
| R3 |
133-21 |
133-14 |
132-25 |
|
| R2 |
133-02 |
133-02 |
132-23 |
|
| R1 |
132-27 |
132-27 |
132-22 |
132-30 |
| PP |
132-15 |
132-15 |
132-15 |
132-16 |
| S1 |
132-08 |
132-08 |
132-18 |
132-10 |
| S2 |
131-28 |
131-28 |
132-17 |
|
| S3 |
131-09 |
131-21 |
132-15 |
|
| S4 |
130-22 |
131-02 |
132-10 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-07 |
138-11 |
134-04 |
|
| R3 |
136-29 |
136-01 |
133-15 |
|
| R2 |
134-19 |
134-19 |
133-09 |
|
| R1 |
133-23 |
133-23 |
133-02 |
134-05 |
| PP |
132-09 |
132-09 |
132-09 |
132-16 |
| S1 |
131-13 |
131-13 |
132-20 |
131-27 |
| S2 |
129-31 |
129-31 |
132-13 |
|
| S3 |
127-21 |
129-03 |
132-07 |
|
| S4 |
125-11 |
126-25 |
131-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-08 |
130-30 |
2-10 |
1.7% |
0-30 |
0.7% |
73% |
False |
False |
327,172 |
| 10 |
133-08 |
130-03 |
3-05 |
2.4% |
0-27 |
0.6% |
80% |
False |
False |
270,900 |
| 20 |
133-08 |
127-23 |
5-17 |
4.2% |
0-28 |
0.7% |
89% |
False |
False |
248,713 |
| 40 |
133-08 |
127-23 |
5-17 |
4.2% |
0-30 |
0.7% |
89% |
False |
False |
245,970 |
| 60 |
133-25 |
127-23 |
6-02 |
4.6% |
0-29 |
0.7% |
81% |
False |
False |
183,983 |
| 80 |
134-08 |
127-23 |
6-17 |
4.9% |
0-27 |
0.6% |
75% |
False |
False |
138,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-07 |
|
2.618 |
134-08 |
|
1.618 |
133-21 |
|
1.000 |
133-09 |
|
0.618 |
133-02 |
|
HIGH |
132-22 |
|
0.618 |
132-15 |
|
0.500 |
132-12 |
|
0.382 |
132-10 |
|
LOW |
132-03 |
|
0.618 |
131-23 |
|
1.000 |
131-16 |
|
1.618 |
131-04 |
|
2.618 |
130-17 |
|
4.250 |
129-18 |
|
|
| Fisher Pivots for day following 28-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
132-18 |
132-22 |
| PP |
132-15 |
132-21 |
| S1 |
132-12 |
132-20 |
|