ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
134-02 |
133-14 |
-0-20 |
-0.5% |
133-01 |
| High |
134-16 |
133-19 |
-0-29 |
-0.7% |
133-31 |
| Low |
133-10 |
132-28 |
-0-14 |
-0.3% |
132-01 |
| Close |
133-13 |
133-01 |
-0-12 |
-0.3% |
133-19 |
| Range |
1-06 |
0-23 |
-0-15 |
-39.5% |
1-30 |
| ATR |
1-01 |
1-00 |
-0-01 |
-2.1% |
0-00 |
| Volume |
380,575 |
308,609 |
-71,966 |
-18.9% |
1,774,084 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-10 |
134-29 |
133-14 |
|
| R3 |
134-19 |
134-06 |
133-07 |
|
| R2 |
133-28 |
133-28 |
133-05 |
|
| R1 |
133-15 |
133-15 |
133-03 |
133-10 |
| PP |
133-05 |
133-05 |
133-05 |
133-03 |
| S1 |
132-24 |
132-24 |
132-31 |
132-19 |
| S2 |
132-14 |
132-14 |
132-29 |
|
| S3 |
131-23 |
132-01 |
132-27 |
|
| S4 |
131-00 |
131-10 |
132-20 |
|
|
| 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 |
132-28 |
2-07 |
1.7% |
1-03 |
0.8% |
7% |
False |
True |
350,635 |
| 10 |
135-03 |
132-01 |
3-02 |
2.3% |
1-02 |
0.8% |
33% |
False |
False |
359,785 |
| 20 |
135-03 |
128-26 |
6-09 |
4.7% |
0-31 |
0.7% |
67% |
False |
False |
312,286 |
| 40 |
135-03 |
127-23 |
7-12 |
5.5% |
0-31 |
0.7% |
72% |
False |
False |
258,402 |
| 60 |
135-03 |
127-23 |
7-12 |
5.5% |
0-30 |
0.7% |
72% |
False |
False |
225,777 |
| 80 |
135-03 |
127-23 |
7-12 |
5.5% |
0-29 |
0.7% |
72% |
False |
False |
169,570 |
| 100 |
135-03 |
127-23 |
7-12 |
5.5% |
0-25 |
0.6% |
72% |
False |
False |
135,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-21 |
|
2.618 |
135-15 |
|
1.618 |
134-24 |
|
1.000 |
134-10 |
|
0.618 |
134-01 |
|
HIGH |
133-19 |
|
0.618 |
133-10 |
|
0.500 |
133-08 |
|
0.382 |
133-05 |
|
LOW |
132-28 |
|
0.618 |
132-14 |
|
1.000 |
132-05 |
|
1.618 |
131-23 |
|
2.618 |
131-00 |
|
4.250 |
129-26 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
133-08 |
133-31 |
| PP |
133-05 |
133-21 |
| S1 |
133-03 |
133-11 |
|