ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
133-11 |
132-27 |
-0-16 |
-0.4% |
133-03 |
| High |
133-29 |
133-15 |
-0-14 |
-0.3% |
133-14 |
| Low |
132-26 |
132-12 |
-0-14 |
-0.3% |
132-00 |
| Close |
132-31 |
132-23 |
-0-08 |
-0.2% |
132-29 |
| Range |
1-03 |
1-03 |
0-00 |
0.0% |
1-14 |
| ATR |
1-00 |
1-00 |
0-00 |
0.8% |
0-00 |
| Volume |
261,863 |
311,532 |
49,669 |
19.0% |
1,185,343 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-04 |
135-17 |
133-10 |
|
| R3 |
135-01 |
134-14 |
133-01 |
|
| R2 |
133-30 |
133-30 |
132-29 |
|
| R1 |
133-11 |
133-11 |
132-26 |
133-03 |
| PP |
132-27 |
132-27 |
132-27 |
132-24 |
| S1 |
132-08 |
132-08 |
132-20 |
132-00 |
| S2 |
131-24 |
131-24 |
132-17 |
|
| S3 |
130-21 |
131-05 |
132-13 |
|
| S4 |
129-18 |
130-02 |
132-04 |
|
|
| 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 |
132-08 |
1-21 |
1.2% |
0-31 |
0.7% |
28% |
False |
False |
253,784 |
| 10 |
134-02 |
132-00 |
2-02 |
1.6% |
0-31 |
0.7% |
35% |
False |
False |
267,137 |
| 20 |
135-03 |
130-30 |
4-05 |
3.1% |
1-02 |
0.8% |
43% |
False |
False |
315,886 |
| 40 |
135-03 |
127-23 |
7-12 |
5.6% |
0-31 |
0.7% |
68% |
False |
False |
257,067 |
| 60 |
135-03 |
127-23 |
7-12 |
5.6% |
0-30 |
0.7% |
68% |
False |
False |
263,330 |
| 80 |
135-03 |
127-23 |
7-12 |
5.6% |
0-30 |
0.7% |
68% |
False |
False |
199,085 |
| 100 |
135-03 |
127-23 |
7-12 |
5.6% |
0-27 |
0.6% |
68% |
False |
False |
159,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-04 |
|
2.618 |
136-11 |
|
1.618 |
135-08 |
|
1.000 |
134-18 |
|
0.618 |
134-05 |
|
HIGH |
133-15 |
|
0.618 |
133-02 |
|
0.500 |
132-30 |
|
0.382 |
132-25 |
|
LOW |
132-12 |
|
0.618 |
131-22 |
|
1.000 |
131-09 |
|
1.618 |
130-19 |
|
2.618 |
129-16 |
|
4.250 |
127-23 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
132-30 |
133-04 |
| PP |
132-27 |
133-00 |
| S1 |
132-25 |
132-28 |
|