ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 04-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
135-00 |
135-07 |
0-07 |
0.2% |
133-04 |
| High |
135-17 |
135-08 |
-0-09 |
-0.2% |
134-27 |
| Low |
134-28 |
133-24 |
-1-04 |
-0.8% |
132-21 |
| Close |
135-06 |
133-30 |
-1-08 |
-0.9% |
134-19 |
| Range |
0-21 |
1-16 |
0-27 |
128.6% |
2-06 |
| ATR |
0-30 |
0-31 |
0-01 |
4.4% |
0-00 |
| Volume |
60,126 |
32,457 |
-27,669 |
-46.0% |
2,236,035 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-26 |
137-28 |
134-24 |
|
| R3 |
137-10 |
136-12 |
134-11 |
|
| R2 |
135-26 |
135-26 |
134-07 |
|
| R1 |
134-28 |
134-28 |
134-02 |
134-19 |
| PP |
134-10 |
134-10 |
134-10 |
134-06 |
| S1 |
133-12 |
133-12 |
133-26 |
133-03 |
| S2 |
132-26 |
132-26 |
133-21 |
|
| S3 |
131-10 |
131-28 |
133-17 |
|
| S4 |
129-26 |
130-12 |
133-04 |
|
|
| 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 |
133-13 |
2-04 |
1.6% |
0-30 |
0.7% |
25% |
False |
False |
296,471 |
| 10 |
135-17 |
132-12 |
3-05 |
2.4% |
0-29 |
0.7% |
50% |
False |
False |
315,696 |
| 20 |
135-17 |
132-00 |
3-17 |
2.6% |
0-30 |
0.7% |
55% |
False |
False |
297,518 |
| 40 |
135-17 |
128-08 |
7-09 |
5.4% |
0-30 |
0.7% |
78% |
False |
False |
296,648 |
| 60 |
135-17 |
127-23 |
7-26 |
5.8% |
0-31 |
0.7% |
80% |
False |
False |
269,899 |
| 80 |
135-17 |
127-23 |
7-26 |
5.8% |
0-30 |
0.7% |
80% |
False |
False |
231,293 |
| 100 |
135-17 |
127-23 |
7-26 |
5.8% |
0-29 |
0.7% |
80% |
False |
False |
185,119 |
| 120 |
135-17 |
127-23 |
7-26 |
5.8% |
0-25 |
0.6% |
80% |
False |
False |
154,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-20 |
|
2.618 |
139-06 |
|
1.618 |
137-22 |
|
1.000 |
136-24 |
|
0.618 |
136-06 |
|
HIGH |
135-08 |
|
0.618 |
134-22 |
|
0.500 |
134-16 |
|
0.382 |
134-10 |
|
LOW |
133-24 |
|
0.618 |
132-26 |
|
1.000 |
132-08 |
|
1.618 |
131-10 |
|
2.618 |
129-26 |
|
4.250 |
127-12 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-16 |
134-20 |
| PP |
134-10 |
134-13 |
| S1 |
134-04 |
134-06 |
|