ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 30-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
132-10 |
133-17 |
1-07 |
0.9% |
131-13 |
| High |
133-24 |
133-19 |
-0-05 |
-0.1% |
133-05 |
| Low |
132-01 |
132-25 |
0-24 |
0.6% |
130-27 |
| Close |
133-16 |
133-09 |
-0-07 |
-0.2% |
132-27 |
| Range |
1-23 |
0-26 |
-0-29 |
-52.7% |
2-10 |
| ATR |
0-31 |
0-30 |
0-00 |
-1.1% |
0-00 |
| Volume |
474,247 |
296,190 |
-178,057 |
-37.5% |
1,174,283 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-21 |
135-09 |
133-23 |
|
| R3 |
134-27 |
134-15 |
133-16 |
|
| R2 |
134-01 |
134-01 |
133-14 |
|
| R1 |
133-21 |
133-21 |
133-11 |
133-14 |
| PP |
133-07 |
133-07 |
133-07 |
133-04 |
| S1 |
132-27 |
132-27 |
133-07 |
132-20 |
| S2 |
132-13 |
132-13 |
133-04 |
|
| S3 |
131-19 |
132-01 |
133-02 |
|
| S4 |
130-25 |
131-07 |
132-27 |
|
|
| 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 |
133-24 |
132-01 |
1-23 |
1.3% |
1-01 |
0.8% |
73% |
False |
False |
368,936 |
| 10 |
133-24 |
130-07 |
3-17 |
2.6% |
0-31 |
0.7% |
87% |
False |
False |
302,108 |
| 20 |
133-24 |
127-27 |
5-29 |
4.4% |
0-29 |
0.7% |
92% |
False |
False |
274,823 |
| 40 |
133-24 |
127-23 |
6-01 |
4.5% |
0-30 |
0.7% |
92% |
False |
False |
252,546 |
| 60 |
133-24 |
127-23 |
6-01 |
4.5% |
0-30 |
0.7% |
92% |
False |
False |
196,766 |
| 80 |
134-08 |
127-23 |
6-17 |
4.9% |
0-28 |
0.6% |
85% |
False |
False |
147,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-02 |
|
2.618 |
135-23 |
|
1.618 |
134-29 |
|
1.000 |
134-13 |
|
0.618 |
134-03 |
|
HIGH |
133-19 |
|
0.618 |
133-09 |
|
0.500 |
133-06 |
|
0.382 |
133-03 |
|
LOW |
132-25 |
|
0.618 |
132-09 |
|
1.000 |
131-31 |
|
1.618 |
131-15 |
|
2.618 |
130-21 |
|
4.250 |
129-10 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
133-08 |
133-05 |
| PP |
133-07 |
133-01 |
| S1 |
133-06 |
132-28 |
|