ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 14-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
132-10 |
133-03 |
0-25 |
0.6% |
133-03 |
High |
133-07 |
133-14 |
0-07 |
0.2% |
133-14 |
Low |
132-08 |
132-22 |
0-14 |
0.3% |
132-00 |
Close |
133-00 |
132-29 |
-0-03 |
-0.1% |
132-29 |
Range |
0-31 |
0-24 |
-0-07 |
-22.6% |
1-14 |
ATR |
1-00 |
0-31 |
-0-01 |
-1.8% |
0-00 |
Volume |
278,759 |
191,343 |
-87,416 |
-31.4% |
1,185,343 |
|
Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-08 |
134-27 |
133-10 |
|
R3 |
134-16 |
134-03 |
133-04 |
|
R2 |
133-24 |
133-24 |
133-01 |
|
R1 |
133-11 |
133-11 |
132-31 |
133-06 |
PP |
133-00 |
133-00 |
133-00 |
132-30 |
S1 |
132-19 |
132-19 |
132-27 |
132-14 |
S2 |
132-08 |
132-08 |
132-25 |
|
S3 |
131-16 |
131-27 |
132-22 |
|
S4 |
130-24 |
131-03 |
132-16 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-03 |
136-14 |
133-22 |
|
R3 |
135-21 |
135-00 |
133-10 |
|
R2 |
134-07 |
134-07 |
133-05 |
|
R1 |
133-18 |
133-18 |
133-01 |
133-06 |
PP |
132-25 |
132-25 |
132-25 |
132-19 |
S1 |
132-04 |
132-04 |
132-25 |
131-24 |
S2 |
131-11 |
131-11 |
132-21 |
|
S3 |
129-29 |
130-22 |
132-16 |
|
S4 |
128-15 |
129-08 |
132-04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-14 |
132-00 |
1-14 |
1.1% |
0-26 |
0.6% |
63% |
True |
False |
237,068 |
10 |
135-03 |
132-00 |
3-03 |
2.3% |
1-01 |
0.8% |
29% |
False |
False |
296,183 |
20 |
135-03 |
130-26 |
4-09 |
3.2% |
1-00 |
0.8% |
49% |
False |
False |
305,713 |
40 |
135-03 |
127-23 |
7-12 |
5.5% |
1-00 |
0.7% |
70% |
False |
False |
261,104 |
60 |
135-03 |
127-23 |
7-12 |
5.5% |
0-31 |
0.7% |
70% |
False |
False |
251,488 |
80 |
135-03 |
127-23 |
7-12 |
5.5% |
0-29 |
0.7% |
70% |
False |
False |
189,113 |
100 |
135-03 |
127-23 |
7-12 |
5.5% |
0-27 |
0.6% |
70% |
False |
False |
151,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-20 |
2.618 |
135-13 |
1.618 |
134-21 |
1.000 |
134-06 |
0.618 |
133-29 |
HIGH |
133-14 |
0.618 |
133-05 |
0.500 |
133-02 |
0.382 |
132-31 |
LOW |
132-22 |
0.618 |
132-07 |
1.000 |
131-30 |
1.618 |
131-15 |
2.618 |
130-23 |
4.250 |
129-16 |
|
|
Fisher Pivots for day following 14-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
133-02 |
132-27 |
PP |
133-00 |
132-25 |
S1 |
132-31 |
132-23 |
|