ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 18-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
133-03 |
132-31 |
-0-04 |
-0.1% |
133-03 |
High |
133-14 |
133-20 |
0-06 |
0.1% |
133-14 |
Low |
132-22 |
132-21 |
-0-01 |
0.0% |
132-00 |
Close |
132-29 |
133-10 |
0-13 |
0.3% |
132-29 |
Range |
0-24 |
0-31 |
0-07 |
29.2% |
1-14 |
ATR |
0-31 |
0-31 |
0-00 |
-0.1% |
0-00 |
Volume |
191,343 |
225,424 |
34,081 |
17.8% |
1,185,343 |
|
Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-03 |
135-22 |
133-27 |
|
R3 |
135-04 |
134-23 |
133-19 |
|
R2 |
134-05 |
134-05 |
133-16 |
|
R1 |
133-24 |
133-24 |
133-13 |
133-30 |
PP |
133-06 |
133-06 |
133-06 |
133-10 |
S1 |
132-25 |
132-25 |
133-07 |
133-00 |
S2 |
132-07 |
132-07 |
133-04 |
|
S3 |
131-08 |
131-26 |
133-01 |
|
S4 |
130-09 |
130-27 |
132-25 |
|
|
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 |
133-20 |
132-00 |
1-20 |
1.2% |
0-29 |
0.7% |
81% |
True |
False |
246,020 |
10 |
135-02 |
132-00 |
3-02 |
2.3% |
0-31 |
0.7% |
43% |
False |
False |
279,340 |
20 |
135-03 |
130-27 |
4-08 |
3.2% |
1-01 |
0.8% |
58% |
False |
False |
306,781 |
40 |
135-03 |
127-23 |
7-12 |
5.5% |
0-31 |
0.7% |
76% |
False |
False |
257,679 |
60 |
135-03 |
127-23 |
7-12 |
5.5% |
0-31 |
0.7% |
76% |
False |
False |
254,608 |
80 |
135-03 |
127-23 |
7-12 |
5.5% |
0-29 |
0.7% |
76% |
False |
False |
191,926 |
100 |
135-03 |
127-23 |
7-12 |
5.5% |
0-27 |
0.6% |
76% |
False |
False |
153,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-24 |
2.618 |
136-05 |
1.618 |
135-06 |
1.000 |
134-19 |
0.618 |
134-07 |
HIGH |
133-20 |
0.618 |
133-08 |
0.500 |
133-04 |
0.382 |
133-01 |
LOW |
132-21 |
0.618 |
132-02 |
1.000 |
131-22 |
1.618 |
131-03 |
2.618 |
130-04 |
4.250 |
128-17 |
|
|
Fisher Pivots for day following 18-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
133-08 |
133-06 |
PP |
133-06 |
133-02 |
S1 |
133-04 |
132-30 |
|