ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
133-00 |
133-19 |
0-19 |
0.4% |
132-31 |
| High |
133-23 |
134-09 |
0-18 |
0.4% |
133-29 |
| Low |
132-30 |
133-13 |
0-15 |
0.4% |
132-12 |
| Close |
133-20 |
134-03 |
0-15 |
0.4% |
133-03 |
| Range |
0-25 |
0-28 |
0-03 |
12.0% |
1-17 |
| ATR |
0-30 |
0-30 |
0-00 |
-0.6% |
0-00 |
| Volume |
444,783 |
776,701 |
331,918 |
74.6% |
1,053,771 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-18 |
136-06 |
134-18 |
|
| R3 |
135-22 |
135-10 |
134-11 |
|
| R2 |
134-26 |
134-26 |
134-08 |
|
| R1 |
134-14 |
134-14 |
134-06 |
134-20 |
| PP |
133-30 |
133-30 |
133-30 |
134-00 |
| S1 |
133-18 |
133-18 |
134-00 |
133-24 |
| S2 |
133-02 |
133-02 |
133-30 |
|
| S3 |
132-06 |
132-22 |
133-27 |
|
| S4 |
131-10 |
131-26 |
133-20 |
|
|
| 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 |
134-09 |
132-12 |
1-29 |
1.4% |
0-27 |
0.6% |
90% |
True |
False |
437,889 |
| 10 |
134-09 |
132-00 |
2-09 |
1.7% |
0-28 |
0.7% |
92% |
True |
False |
340,582 |
| 20 |
135-03 |
132-00 |
3-03 |
2.3% |
1-00 |
0.7% |
68% |
False |
False |
338,214 |
| 40 |
135-03 |
127-23 |
7-12 |
5.5% |
0-30 |
0.7% |
86% |
False |
False |
293,463 |
| 60 |
135-03 |
127-23 |
7-12 |
5.5% |
0-30 |
0.7% |
86% |
False |
False |
276,718 |
| 80 |
135-03 |
127-23 |
7-12 |
5.5% |
0-30 |
0.7% |
86% |
False |
False |
222,541 |
| 100 |
135-03 |
127-23 |
7-12 |
5.5% |
0-28 |
0.6% |
86% |
False |
False |
178,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-00 |
|
2.618 |
136-18 |
|
1.618 |
135-22 |
|
1.000 |
135-05 |
|
0.618 |
134-26 |
|
HIGH |
134-09 |
|
0.618 |
133-30 |
|
0.500 |
133-27 |
|
0.382 |
133-24 |
|
LOW |
133-13 |
|
0.618 |
132-28 |
|
1.000 |
132-17 |
|
1.618 |
132-00 |
|
2.618 |
131-04 |
|
4.250 |
129-22 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-00 |
133-28 |
| PP |
133-30 |
133-22 |
| S1 |
133-27 |
133-15 |
|