ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
135-07 |
133-27 |
-1-12 |
-1.0% |
133-04 |
| High |
135-08 |
134-06 |
-1-02 |
-0.8% |
134-27 |
| Low |
133-24 |
133-21 |
-0-03 |
-0.1% |
132-21 |
| Close |
133-30 |
133-29 |
-0-01 |
0.0% |
134-19 |
| Range |
1-16 |
0-17 |
-0-31 |
-64.6% |
2-06 |
| ATR |
0-31 |
0-30 |
-0-01 |
-3.2% |
0-00 |
| Volume |
32,457 |
17,660 |
-14,797 |
-45.6% |
2,236,035 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-16 |
135-08 |
134-06 |
|
| R3 |
134-31 |
134-23 |
134-02 |
|
| R2 |
134-14 |
134-14 |
134-00 |
|
| R1 |
134-06 |
134-06 |
133-31 |
134-10 |
| PP |
133-29 |
133-29 |
133-29 |
134-00 |
| S1 |
133-21 |
133-21 |
133-27 |
133-25 |
| S2 |
133-12 |
133-12 |
133-26 |
|
| S3 |
132-27 |
133-04 |
133-24 |
|
| S4 |
132-10 |
132-19 |
133-20 |
|
|
| 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 |
133-21 |
1-28 |
1.4% |
0-28 |
0.7% |
13% |
False |
True |
144,663 |
| 10 |
135-17 |
132-12 |
3-05 |
2.4% |
0-27 |
0.6% |
49% |
False |
False |
291,276 |
| 20 |
135-17 |
132-00 |
3-17 |
2.6% |
0-29 |
0.7% |
54% |
False |
False |
282,658 |
| 40 |
135-17 |
128-11 |
7-06 |
5.4% |
0-30 |
0.7% |
77% |
False |
False |
292,393 |
| 60 |
135-17 |
127-23 |
7-26 |
5.8% |
0-31 |
0.7% |
79% |
False |
False |
265,255 |
| 80 |
135-17 |
127-23 |
7-26 |
5.8% |
0-30 |
0.7% |
79% |
False |
False |
231,487 |
| 100 |
135-17 |
127-23 |
7-26 |
5.8% |
0-29 |
0.7% |
79% |
False |
False |
185,296 |
| 120 |
135-17 |
127-23 |
7-26 |
5.8% |
0-25 |
0.6% |
79% |
False |
False |
154,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-14 |
|
2.618 |
135-19 |
|
1.618 |
135-02 |
|
1.000 |
134-23 |
|
0.618 |
134-17 |
|
HIGH |
134-06 |
|
0.618 |
134-00 |
|
0.500 |
133-30 |
|
0.382 |
133-27 |
|
LOW |
133-21 |
|
0.618 |
133-10 |
|
1.000 |
133-04 |
|
1.618 |
132-25 |
|
2.618 |
132-08 |
|
4.250 |
131-13 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
133-30 |
134-19 |
| PP |
133-29 |
134-12 |
| S1 |
133-29 |
134-04 |
|