ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
133-19 |
134-09 |
0-22 |
0.5% |
132-31 |
| High |
134-09 |
134-24 |
0-15 |
0.3% |
133-29 |
| Low |
133-13 |
134-02 |
0-21 |
0.5% |
132-12 |
| Close |
134-03 |
134-21 |
0-18 |
0.4% |
133-03 |
| Range |
0-28 |
0-22 |
-0-06 |
-21.4% |
1-17 |
| ATR |
0-30 |
0-30 |
-0-01 |
-1.9% |
0-00 |
| Volume |
776,701 |
495,380 |
-281,321 |
-36.2% |
1,053,771 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-18 |
136-09 |
135-01 |
|
| R3 |
135-28 |
135-19 |
134-27 |
|
| R2 |
135-06 |
135-06 |
134-25 |
|
| R1 |
134-29 |
134-29 |
134-23 |
135-02 |
| PP |
134-16 |
134-16 |
134-16 |
134-18 |
| S1 |
134-07 |
134-07 |
134-19 |
134-12 |
| S2 |
133-26 |
133-26 |
134-17 |
|
| S3 |
133-04 |
133-17 |
134-15 |
|
| S4 |
132-14 |
132-27 |
134-09 |
|
|
| 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 |
134-24 |
132-13 |
2-11 |
1.7% |
0-24 |
0.6% |
96% |
True |
False |
474,658 |
| 10 |
134-24 |
132-08 |
2-16 |
1.9% |
0-28 |
0.6% |
96% |
True |
False |
364,221 |
| 20 |
135-03 |
132-00 |
3-03 |
2.3% |
0-30 |
0.7% |
86% |
False |
False |
339,271 |
| 40 |
135-03 |
127-23 |
7-12 |
5.5% |
0-30 |
0.7% |
94% |
False |
False |
303,186 |
| 60 |
135-03 |
127-23 |
7-12 |
5.5% |
0-30 |
0.7% |
94% |
False |
False |
282,215 |
| 80 |
135-03 |
127-23 |
7-12 |
5.5% |
0-30 |
0.7% |
94% |
False |
False |
228,728 |
| 100 |
135-03 |
127-23 |
7-12 |
5.5% |
0-28 |
0.6% |
94% |
False |
False |
183,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-22 |
|
2.618 |
136-18 |
|
1.618 |
135-28 |
|
1.000 |
135-14 |
|
0.618 |
135-06 |
|
HIGH |
134-24 |
|
0.618 |
134-16 |
|
0.500 |
134-13 |
|
0.382 |
134-10 |
|
LOW |
134-02 |
|
0.618 |
133-20 |
|
1.000 |
133-12 |
|
1.618 |
132-30 |
|
2.618 |
132-08 |
|
4.250 |
131-04 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-18 |
134-12 |
| PP |
134-16 |
134-04 |
| S1 |
134-13 |
133-27 |
|