ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
133-27 |
133-27 |
0-00 |
0.0% |
133-04 |
| High |
134-06 |
133-29 |
-0-09 |
-0.2% |
134-27 |
| Low |
133-21 |
133-06 |
-0-15 |
-0.4% |
132-21 |
| Close |
133-29 |
133-09 |
-0-20 |
-0.5% |
134-19 |
| Range |
0-17 |
0-23 |
0-06 |
35.3% |
2-06 |
| ATR |
0-30 |
0-30 |
-0-01 |
-1.7% |
0-00 |
| Volume |
17,660 |
22,075 |
4,415 |
25.0% |
2,236,035 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-20 |
135-05 |
133-22 |
|
| R3 |
134-29 |
134-14 |
133-15 |
|
| R2 |
134-06 |
134-06 |
133-13 |
|
| R1 |
133-23 |
133-23 |
133-11 |
133-19 |
| PP |
133-15 |
133-15 |
133-15 |
133-12 |
| S1 |
133-00 |
133-00 |
133-07 |
132-28 |
| S2 |
132-24 |
132-24 |
133-05 |
|
| S3 |
132-01 |
132-09 |
133-03 |
|
| S4 |
131-10 |
131-18 |
132-28 |
|
|
| 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 |
133-06 |
2-11 |
1.8% |
0-28 |
0.7% |
4% |
False |
True |
50,002 |
| 10 |
135-17 |
132-13 |
3-04 |
2.3% |
0-26 |
0.6% |
28% |
False |
False |
262,330 |
| 20 |
135-17 |
132-00 |
3-17 |
2.6% |
0-29 |
0.7% |
36% |
False |
False |
264,733 |
| 40 |
135-17 |
128-11 |
7-06 |
5.4% |
0-30 |
0.7% |
69% |
False |
False |
288,925 |
| 60 |
135-17 |
127-23 |
7-26 |
5.9% |
0-30 |
0.7% |
71% |
False |
False |
258,493 |
| 80 |
135-17 |
127-23 |
7-26 |
5.9% |
0-30 |
0.7% |
71% |
False |
False |
231,729 |
| 100 |
135-17 |
127-23 |
7-26 |
5.9% |
0-29 |
0.7% |
71% |
False |
False |
185,517 |
| 120 |
135-17 |
127-23 |
7-26 |
5.9% |
0-26 |
0.6% |
71% |
False |
False |
154,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-31 |
|
2.618 |
135-25 |
|
1.618 |
135-02 |
|
1.000 |
134-20 |
|
0.618 |
134-11 |
|
HIGH |
133-29 |
|
0.618 |
133-20 |
|
0.500 |
133-18 |
|
0.382 |
133-15 |
|
LOW |
133-06 |
|
0.618 |
132-24 |
|
1.000 |
132-15 |
|
1.618 |
132-01 |
|
2.618 |
131-10 |
|
4.250 |
130-04 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
133-18 |
134-07 |
| PP |
133-15 |
133-29 |
| S1 |
133-12 |
133-19 |
|