ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
132-25 |
133-04 |
0-11 |
0.3% |
132-31 |
| High |
133-06 |
133-10 |
0-04 |
0.1% |
133-29 |
| Low |
132-13 |
132-21 |
0-08 |
0.2% |
132-12 |
| Close |
133-03 |
132-27 |
-0-08 |
-0.2% |
133-03 |
| Range |
0-25 |
0-21 |
-0-04 |
-16.0% |
1-17 |
| ATR |
0-31 |
0-31 |
-0-01 |
-2.3% |
0-00 |
| Volume |
254,952 |
401,477 |
146,525 |
57.5% |
1,053,771 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-29 |
134-17 |
133-07 |
|
| R3 |
134-08 |
133-28 |
133-01 |
|
| R2 |
133-19 |
133-19 |
132-31 |
|
| R1 |
133-07 |
133-07 |
132-29 |
133-02 |
| PP |
132-30 |
132-30 |
132-30 |
132-28 |
| S1 |
132-18 |
132-18 |
132-25 |
132-14 |
| S2 |
132-09 |
132-09 |
132-23 |
|
| S3 |
131-20 |
131-29 |
132-21 |
|
| S4 |
130-31 |
131-08 |
132-15 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-23 |
136-30 |
133-30 |
|
| R3 |
136-06 |
135-13 |
133-16 |
|
| R2 |
134-21 |
134-21 |
133-12 |
|
| R1 |
133-28 |
133-28 |
133-07 |
134-08 |
| PP |
133-04 |
133-04 |
133-04 |
133-10 |
| S1 |
132-11 |
132-11 |
132-31 |
132-24 |
| S2 |
131-19 |
131-19 |
132-26 |
|
| S3 |
130-02 |
130-26 |
132-22 |
|
| S4 |
128-17 |
129-09 |
132-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-29 |
132-12 |
1-17 |
1.2% |
0-29 |
0.7% |
31% |
False |
False |
291,049 |
| 10 |
133-29 |
132-00 |
1-29 |
1.4% |
0-28 |
0.7% |
44% |
False |
False |
264,059 |
| 20 |
135-03 |
132-00 |
3-03 |
2.3% |
1-00 |
0.8% |
27% |
False |
False |
309,558 |
| 40 |
135-03 |
127-23 |
7-12 |
5.6% |
0-30 |
0.7% |
69% |
False |
False |
267,455 |
| 60 |
135-03 |
127-23 |
7-12 |
5.6% |
0-30 |
0.7% |
69% |
False |
False |
267,646 |
| 80 |
135-03 |
127-23 |
7-12 |
5.6% |
0-30 |
0.7% |
69% |
False |
False |
207,284 |
| 100 |
135-03 |
127-23 |
7-12 |
5.6% |
0-28 |
0.6% |
69% |
False |
False |
165,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-03 |
|
2.618 |
135-01 |
|
1.618 |
134-12 |
|
1.000 |
133-31 |
|
0.618 |
133-23 |
|
HIGH |
133-10 |
|
0.618 |
133-02 |
|
0.500 |
133-00 |
|
0.382 |
132-29 |
|
LOW |
132-21 |
|
0.618 |
132-08 |
|
1.000 |
132-00 |
|
1.618 |
131-19 |
|
2.618 |
130-30 |
|
4.250 |
129-28 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
133-00 |
132-30 |
| PP |
132-30 |
132-29 |
| S1 |
132-28 |
132-28 |
|