ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
134-22 |
135-00 |
0-10 |
0.2% |
133-04 |
| High |
134-27 |
135-17 |
0-22 |
0.5% |
134-27 |
| Low |
133-27 |
134-28 |
1-01 |
0.8% |
132-21 |
| Close |
134-19 |
135-06 |
0-19 |
0.4% |
134-19 |
| Range |
1-00 |
0-21 |
-0-11 |
-34.4% |
2-06 |
| ATR |
0-30 |
0-30 |
0-00 |
0.1% |
0-00 |
| Volume |
117,694 |
60,126 |
-57,568 |
-48.9% |
2,236,035 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-05 |
136-27 |
135-18 |
|
| R3 |
136-16 |
136-06 |
135-12 |
|
| R2 |
135-27 |
135-27 |
135-10 |
|
| R1 |
135-17 |
135-17 |
135-08 |
135-22 |
| PP |
135-06 |
135-06 |
135-06 |
135-09 |
| S1 |
134-28 |
134-28 |
135-04 |
135-01 |
| S2 |
134-17 |
134-17 |
135-02 |
|
| S3 |
133-28 |
134-07 |
135-00 |
|
| S4 |
133-07 |
133-18 |
134-26 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-19 |
139-25 |
135-26 |
|
| R3 |
138-13 |
137-19 |
135-06 |
|
| R2 |
136-07 |
136-07 |
135-00 |
|
| R1 |
135-13 |
135-13 |
134-25 |
135-26 |
| PP |
134-01 |
134-01 |
134-01 |
134-08 |
| S1 |
133-07 |
133-07 |
134-13 |
133-20 |
| S2 |
131-27 |
131-27 |
134-06 |
|
| S3 |
129-21 |
131-01 |
134-00 |
|
| S4 |
127-15 |
128-27 |
133-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-17 |
132-30 |
2-19 |
1.9% |
0-26 |
0.6% |
87% |
True |
False |
378,936 |
| 10 |
135-17 |
132-12 |
3-05 |
2.3% |
0-28 |
0.6% |
89% |
True |
False |
334,993 |
| 20 |
135-17 |
132-00 |
3-17 |
2.6% |
0-30 |
0.7% |
90% |
True |
False |
315,588 |
| 40 |
135-17 |
128-06 |
7-11 |
5.4% |
0-30 |
0.7% |
95% |
True |
False |
299,710 |
| 60 |
135-17 |
127-23 |
7-26 |
5.8% |
0-30 |
0.7% |
96% |
True |
False |
275,528 |
| 80 |
135-17 |
127-23 |
7-26 |
5.8% |
0-30 |
0.7% |
96% |
True |
False |
230,905 |
| 100 |
135-17 |
127-23 |
7-26 |
5.8% |
0-28 |
0.7% |
96% |
True |
False |
184,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-10 |
|
2.618 |
137-08 |
|
1.618 |
136-19 |
|
1.000 |
136-06 |
|
0.618 |
135-30 |
|
HIGH |
135-17 |
|
0.618 |
135-09 |
|
0.500 |
135-06 |
|
0.382 |
135-04 |
|
LOW |
134-28 |
|
0.618 |
134-15 |
|
1.000 |
134-07 |
|
1.618 |
133-26 |
|
2.618 |
133-05 |
|
4.250 |
132-03 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
135-06 |
135-01 |
| PP |
135-06 |
134-27 |
| S1 |
135-06 |
134-22 |
|