ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 11-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
133-03 |
133-11 |
0-08 |
0.2% |
133-24 |
High |
133-14 |
133-14 |
0-00 |
0.0% |
135-03 |
Low |
132-30 |
132-15 |
-0-15 |
-0.4% |
132-12 |
Close |
133-09 |
132-27 |
-0-14 |
-0.3% |
133-10 |
Range |
0-16 |
0-31 |
0-15 |
93.8% |
2-23 |
ATR |
1-00 |
1-00 |
0-00 |
-0.3% |
0-00 |
Volume |
180,664 |
275,583 |
94,919 |
52.5% |
1,776,495 |
|
Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-26 |
135-10 |
133-12 |
|
R3 |
134-27 |
134-11 |
133-04 |
|
R2 |
133-28 |
133-28 |
133-01 |
|
R1 |
133-12 |
133-12 |
132-30 |
133-04 |
PP |
132-29 |
132-29 |
132-29 |
132-26 |
S1 |
132-13 |
132-13 |
132-24 |
132-06 |
S2 |
131-30 |
131-30 |
132-21 |
|
S3 |
130-31 |
131-14 |
132-18 |
|
S4 |
130-00 |
130-15 |
132-10 |
|
|
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 |
134-16 |
132-12 |
2-04 |
1.6% |
1-00 |
0.8% |
22% |
False |
False |
304,806 |
10 |
135-03 |
132-01 |
3-02 |
2.3% |
1-04 |
0.8% |
27% |
False |
False |
335,846 |
20 |
135-03 |
130-03 |
5-00 |
3.8% |
1-00 |
0.7% |
55% |
False |
False |
303,373 |
40 |
135-03 |
127-23 |
7-12 |
5.6% |
1-00 |
0.7% |
69% |
False |
False |
260,400 |
60 |
135-03 |
127-23 |
7-12 |
5.6% |
0-31 |
0.7% |
69% |
False |
False |
239,500 |
80 |
135-03 |
127-23 |
7-12 |
5.6% |
0-29 |
0.7% |
69% |
False |
False |
180,005 |
100 |
135-03 |
127-23 |
7-12 |
5.6% |
0-26 |
0.6% |
69% |
False |
False |
144,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-18 |
2.618 |
135-31 |
1.618 |
135-00 |
1.000 |
134-13 |
0.618 |
134-01 |
HIGH |
133-14 |
0.618 |
133-02 |
0.500 |
132-30 |
0.382 |
132-27 |
LOW |
132-15 |
0.618 |
131-28 |
1.000 |
131-16 |
1.618 |
130-29 |
2.618 |
129-30 |
4.250 |
128-11 |
|
|
Fisher Pivots for day following 11-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
132-30 |
133-07 |
PP |
132-29 |
133-03 |
S1 |
132-28 |
132-31 |
|