ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
132-31 |
133-11 |
0-12 |
0.3% |
133-03 |
High |
133-20 |
133-29 |
0-09 |
0.2% |
133-14 |
Low |
132-21 |
132-26 |
0-05 |
0.1% |
132-00 |
Close |
133-10 |
132-31 |
-0-11 |
-0.3% |
132-29 |
Range |
0-31 |
1-03 |
0-04 |
12.9% |
1-14 |
ATR |
0-31 |
1-00 |
0-00 |
0.9% |
0-00 |
Volume |
225,424 |
261,863 |
36,439 |
16.2% |
1,185,343 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-16 |
135-27 |
133-18 |
|
R3 |
135-13 |
134-24 |
133-09 |
|
R2 |
134-10 |
134-10 |
133-05 |
|
R1 |
133-21 |
133-21 |
133-02 |
133-14 |
PP |
133-07 |
133-07 |
133-07 |
133-04 |
S1 |
132-18 |
132-18 |
132-28 |
132-11 |
S2 |
132-04 |
132-04 |
132-25 |
|
S3 |
131-01 |
131-15 |
132-21 |
|
S4 |
129-30 |
130-12 |
132-12 |
|
|
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 |
133-29 |
132-00 |
1-29 |
1.4% |
0-30 |
0.7% |
51% |
True |
False |
243,276 |
10 |
134-16 |
132-00 |
2-16 |
1.9% |
0-31 |
0.7% |
39% |
False |
False |
274,041 |
20 |
135-03 |
130-30 |
4-05 |
3.1% |
1-01 |
0.8% |
49% |
False |
False |
310,535 |
40 |
135-03 |
127-23 |
7-12 |
5.5% |
0-31 |
0.7% |
71% |
False |
False |
256,187 |
60 |
135-03 |
127-23 |
7-12 |
5.5% |
0-30 |
0.7% |
71% |
False |
False |
258,459 |
80 |
135-03 |
127-23 |
7-12 |
5.5% |
0-29 |
0.7% |
71% |
False |
False |
195,196 |
100 |
135-03 |
127-23 |
7-12 |
5.5% |
0-27 |
0.6% |
71% |
False |
False |
156,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-18 |
2.618 |
136-25 |
1.618 |
135-22 |
1.000 |
135-00 |
0.618 |
134-19 |
HIGH |
133-29 |
0.618 |
133-16 |
0.500 |
133-12 |
0.382 |
133-07 |
LOW |
132-26 |
0.618 |
132-04 |
1.000 |
131-23 |
1.618 |
131-01 |
2.618 |
129-30 |
4.250 |
128-05 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
133-12 |
133-09 |
PP |
133-07 |
133-06 |
S1 |
133-03 |
133-02 |
|