ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
133-06 |
133-24 |
0-18 |
0.4% |
133-01 |
| High |
133-31 |
135-03 |
1-04 |
0.8% |
133-31 |
| Low |
133-02 |
133-14 |
0-12 |
0.3% |
132-01 |
| Close |
133-19 |
134-29 |
1-10 |
1.0% |
133-19 |
| Range |
0-29 |
1-21 |
0-24 |
82.8% |
1-30 |
| ATR |
0-30 |
1-00 |
0-02 |
5.3% |
0-00 |
| Volume |
355,281 |
393,856 |
38,575 |
10.9% |
1,774,084 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-14 |
138-27 |
135-26 |
|
| R3 |
137-25 |
137-06 |
135-12 |
|
| R2 |
136-04 |
136-04 |
135-07 |
|
| R1 |
135-17 |
135-17 |
135-02 |
135-26 |
| PP |
134-15 |
134-15 |
134-15 |
134-20 |
| S1 |
133-28 |
133-28 |
134-24 |
134-06 |
| S2 |
132-26 |
132-26 |
134-19 |
|
| S3 |
131-05 |
132-07 |
134-14 |
|
| S4 |
129-16 |
130-18 |
134-00 |
|
|
| 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 |
135-03 |
132-01 |
3-02 |
2.3% |
1-04 |
0.8% |
94% |
True |
False |
367,732 |
| 10 |
135-03 |
130-27 |
4-08 |
3.2% |
1-02 |
0.8% |
96% |
True |
False |
334,222 |
| 20 |
135-03 |
128-08 |
6-27 |
5.1% |
0-30 |
0.7% |
97% |
True |
False |
295,778 |
| 40 |
135-03 |
127-23 |
7-12 |
5.5% |
0-31 |
0.7% |
97% |
True |
False |
256,090 |
| 60 |
135-03 |
127-23 |
7-12 |
5.5% |
0-30 |
0.7% |
97% |
True |
False |
209,219 |
| 80 |
135-03 |
127-23 |
7-12 |
5.5% |
0-28 |
0.7% |
97% |
True |
False |
157,020 |
| 100 |
135-03 |
127-23 |
7-12 |
5.5% |
0-24 |
0.6% |
97% |
True |
False |
125,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-04 |
|
2.618 |
139-14 |
|
1.618 |
137-25 |
|
1.000 |
136-24 |
|
0.618 |
136-04 |
|
HIGH |
135-03 |
|
0.618 |
134-15 |
|
0.500 |
134-08 |
|
0.382 |
134-02 |
|
LOW |
133-14 |
|
0.618 |
132-13 |
|
1.000 |
131-25 |
|
1.618 |
130-24 |
|
2.618 |
129-03 |
|
4.250 |
126-13 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-22 |
134-19 |
| PP |
134-15 |
134-08 |
| S1 |
134-08 |
133-30 |
|