ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 25-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
133-04 |
133-00 |
-0-04 |
-0.1% |
132-31 |
High |
133-10 |
133-23 |
0-13 |
0.3% |
133-29 |
Low |
132-21 |
132-30 |
0-09 |
0.2% |
132-12 |
Close |
132-27 |
133-20 |
0-25 |
0.6% |
133-03 |
Range |
0-21 |
0-25 |
0-04 |
19.0% |
1-17 |
ATR |
0-31 |
0-30 |
0-00 |
-0.6% |
0-00 |
Volume |
401,477 |
444,783 |
43,306 |
10.8% |
1,053,771 |
|
Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-25 |
135-15 |
134-02 |
|
R3 |
135-00 |
134-22 |
133-27 |
|
R2 |
134-07 |
134-07 |
133-25 |
|
R1 |
133-29 |
133-29 |
133-22 |
134-02 |
PP |
133-14 |
133-14 |
133-14 |
133-16 |
S1 |
133-04 |
133-04 |
133-18 |
133-09 |
S2 |
132-21 |
132-21 |
133-15 |
|
S3 |
131-28 |
132-11 |
133-13 |
|
S4 |
131-03 |
131-18 |
133-06 |
|
|
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 |
1.1% |
0-28 |
0.7% |
82% |
False |
False |
334,921 |
10 |
133-29 |
132-00 |
1-29 |
1.4% |
0-29 |
0.7% |
85% |
False |
False |
290,471 |
20 |
135-03 |
132-00 |
3-03 |
2.3% |
1-00 |
0.7% |
53% |
False |
False |
315,333 |
40 |
135-03 |
127-23 |
7-12 |
5.5% |
0-30 |
0.7% |
80% |
False |
False |
277,275 |
60 |
135-03 |
127-23 |
7-12 |
5.5% |
0-30 |
0.7% |
80% |
False |
False |
268,150 |
80 |
135-03 |
127-23 |
7-12 |
5.5% |
0-30 |
0.7% |
80% |
False |
False |
212,844 |
100 |
135-03 |
127-23 |
7-12 |
5.5% |
0-28 |
0.6% |
80% |
False |
False |
170,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-01 |
2.618 |
135-24 |
1.618 |
134-31 |
1.000 |
134-16 |
0.618 |
134-06 |
HIGH |
133-23 |
0.618 |
133-13 |
0.500 |
133-10 |
0.382 |
133-08 |
LOW |
132-30 |
0.618 |
132-15 |
1.000 |
132-05 |
1.618 |
131-22 |
2.618 |
130-29 |
4.250 |
129-20 |
|
|
Fisher Pivots for day following 25-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
133-17 |
133-14 |
PP |
133-14 |
133-08 |
S1 |
133-10 |
133-02 |
|