ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 31-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
133-17 |
133-06 |
-0-11 |
-0.3% |
133-01 |
High |
133-19 |
133-31 |
0-12 |
0.3% |
133-31 |
Low |
132-25 |
133-02 |
0-09 |
0.2% |
132-01 |
Close |
133-09 |
133-19 |
0-10 |
0.2% |
133-19 |
Range |
0-26 |
0-29 |
0-03 |
11.5% |
1-30 |
ATR |
0-30 |
0-30 |
0-00 |
-0.4% |
0-00 |
Volume |
296,190 |
355,281 |
59,091 |
20.0% |
1,774,084 |
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-08 |
135-27 |
134-03 |
|
R3 |
135-11 |
134-30 |
133-27 |
|
R2 |
134-14 |
134-14 |
133-24 |
|
R1 |
134-01 |
134-01 |
133-22 |
134-08 |
PP |
133-17 |
133-17 |
133-17 |
133-21 |
S1 |
133-04 |
133-04 |
133-16 |
133-10 |
S2 |
132-20 |
132-20 |
133-14 |
|
S3 |
131-23 |
132-07 |
133-11 |
|
S4 |
130-26 |
131-10 |
133-03 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-00 |
138-08 |
134-21 |
|
R3 |
137-02 |
136-10 |
134-04 |
|
R2 |
135-04 |
135-04 |
133-30 |
|
R1 |
134-12 |
134-12 |
133-25 |
134-24 |
PP |
133-06 |
133-06 |
133-06 |
133-12 |
S1 |
132-14 |
132-14 |
133-13 |
132-26 |
S2 |
131-08 |
131-08 |
133-08 |
|
S3 |
129-10 |
130-16 |
133-02 |
|
S4 |
127-12 |
128-18 |
132-17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-31 |
132-01 |
1-30 |
1.5% |
1-00 |
0.7% |
81% |
True |
False |
354,816 |
10 |
133-31 |
130-26 |
3-05 |
2.4% |
0-31 |
0.7% |
88% |
True |
False |
315,243 |
20 |
133-31 |
128-06 |
5-25 |
4.3% |
0-29 |
0.7% |
94% |
True |
False |
283,833 |
40 |
133-31 |
127-23 |
6-08 |
4.7% |
0-30 |
0.7% |
94% |
True |
False |
255,498 |
60 |
133-31 |
127-23 |
6-08 |
4.7% |
0-30 |
0.7% |
94% |
True |
False |
202,677 |
80 |
134-08 |
127-23 |
6-17 |
4.9% |
0-28 |
0.7% |
90% |
False |
False |
152,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-26 |
2.618 |
136-11 |
1.618 |
135-14 |
1.000 |
134-28 |
0.618 |
134-17 |
HIGH |
133-31 |
0.618 |
133-20 |
0.500 |
133-16 |
0.382 |
133-13 |
LOW |
133-02 |
0.618 |
132-16 |
1.000 |
132-05 |
1.618 |
131-19 |
2.618 |
130-22 |
4.250 |
129-07 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
133-18 |
133-13 |
PP |
133-17 |
133-06 |
S1 |
133-16 |
133-00 |
|