ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 07-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
133-14 |
133-03 |
-0-11 |
-0.3% |
133-24 |
High |
133-19 |
134-02 |
0-15 |
0.4% |
135-03 |
Low |
132-28 |
132-12 |
-0-16 |
-0.4% |
132-12 |
Close |
133-01 |
133-10 |
0-09 |
0.2% |
133-10 |
Range |
0-23 |
1-22 |
0-31 |
134.8% |
2-23 |
ATR |
1-00 |
1-01 |
0-02 |
5.0% |
0-00 |
Volume |
308,609 |
378,600 |
69,991 |
22.7% |
1,776,495 |
|
Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-10 |
137-16 |
134-08 |
|
R3 |
136-20 |
135-26 |
133-25 |
|
R2 |
134-30 |
134-30 |
133-20 |
|
R1 |
134-04 |
134-04 |
133-15 |
134-17 |
PP |
133-08 |
133-08 |
133-08 |
133-14 |
S1 |
132-14 |
132-14 |
133-05 |
132-27 |
S2 |
131-18 |
131-18 |
133-00 |
|
S3 |
129-28 |
130-24 |
132-27 |
|
S4 |
128-06 |
129-02 |
132-12 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-24 |
140-08 |
134-26 |
|
R3 |
139-01 |
137-17 |
134-02 |
|
R2 |
136-10 |
136-10 |
133-26 |
|
R1 |
134-26 |
134-26 |
133-18 |
134-06 |
PP |
133-19 |
133-19 |
133-19 |
133-09 |
S1 |
132-03 |
132-03 |
133-02 |
131-16 |
S2 |
130-28 |
130-28 |
132-26 |
|
S3 |
128-05 |
129-12 |
132-18 |
|
S4 |
125-14 |
126-21 |
131-26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135-03 |
132-12 |
2-23 |
2.0% |
1-08 |
0.9% |
34% |
False |
True |
355,299 |
10 |
135-03 |
132-01 |
3-02 |
2.3% |
1-04 |
0.8% |
42% |
False |
False |
355,057 |
20 |
135-03 |
129-04 |
5-31 |
4.5% |
1-01 |
0.8% |
70% |
False |
False |
313,037 |
40 |
135-03 |
127-23 |
7-12 |
5.5% |
1-00 |
0.7% |
76% |
False |
False |
261,643 |
60 |
135-03 |
127-23 |
7-12 |
5.5% |
0-30 |
0.7% |
76% |
False |
False |
232,032 |
80 |
135-03 |
127-23 |
7-12 |
5.5% |
0-29 |
0.7% |
76% |
False |
False |
174,302 |
100 |
135-03 |
127-23 |
7-12 |
5.5% |
0-26 |
0.6% |
76% |
False |
False |
139,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141-08 |
2.618 |
138-15 |
1.618 |
136-25 |
1.000 |
135-24 |
0.618 |
135-03 |
HIGH |
134-02 |
0.618 |
133-13 |
0.500 |
133-07 |
0.382 |
133-01 |
LOW |
132-12 |
0.618 |
131-11 |
1.000 |
130-22 |
1.618 |
129-21 |
2.618 |
127-31 |
4.250 |
125-06 |
|
|
Fisher Pivots for day following 07-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
133-09 |
133-14 |
PP |
133-08 |
133-13 |
S1 |
133-07 |
133-11 |
|