ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 07-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
133-27 |
133-08 |
-0-19 |
-0.4% |
135-00 |
High |
133-29 |
133-21 |
-0-08 |
-0.2% |
135-17 |
Low |
133-06 |
132-07 |
-0-31 |
-0.7% |
132-07 |
Close |
133-09 |
132-22 |
-0-19 |
-0.4% |
132-22 |
Range |
0-23 |
1-14 |
0-23 |
100.0% |
3-10 |
ATR |
0-30 |
0-31 |
0-01 |
4.0% |
0-00 |
Volume |
22,075 |
10,019 |
-12,056 |
-54.6% |
142,337 |
|
Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-05 |
136-12 |
133-15 |
|
R3 |
135-23 |
134-30 |
133-03 |
|
R2 |
134-09 |
134-09 |
132-30 |
|
R1 |
133-16 |
133-16 |
132-26 |
133-06 |
PP |
132-27 |
132-27 |
132-27 |
132-22 |
S1 |
132-02 |
132-02 |
132-18 |
131-24 |
S2 |
131-13 |
131-13 |
132-14 |
|
S3 |
129-31 |
130-20 |
132-09 |
|
S4 |
128-17 |
129-06 |
131-29 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-13 |
141-12 |
134-16 |
|
R3 |
140-03 |
138-02 |
133-19 |
|
R2 |
136-25 |
136-25 |
133-09 |
|
R1 |
134-24 |
134-24 |
133-00 |
134-04 |
PP |
133-15 |
133-15 |
133-15 |
133-05 |
S1 |
131-14 |
131-14 |
132-12 |
130-26 |
S2 |
130-05 |
130-05 |
132-03 |
|
S3 |
126-27 |
128-04 |
131-25 |
|
S4 |
123-17 |
124-26 |
130-28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135-17 |
132-07 |
3-10 |
2.5% |
0-31 |
0.7% |
14% |
False |
True |
28,467 |
10 |
135-17 |
132-07 |
3-10 |
2.5% |
0-28 |
0.7% |
14% |
False |
True |
237,837 |
20 |
135-17 |
132-00 |
3-17 |
2.7% |
0-30 |
0.7% |
19% |
False |
False |
249,804 |
40 |
135-17 |
128-26 |
6-23 |
5.1% |
0-30 |
0.7% |
58% |
False |
False |
281,045 |
60 |
135-17 |
127-23 |
7-26 |
5.9% |
0-31 |
0.7% |
64% |
False |
False |
255,536 |
80 |
135-17 |
127-23 |
7-26 |
5.9% |
0-30 |
0.7% |
64% |
False |
False |
231,784 |
100 |
135-17 |
127-23 |
7-26 |
5.9% |
0-29 |
0.7% |
64% |
False |
False |
185,617 |
120 |
135-17 |
127-23 |
7-26 |
5.9% |
0-26 |
0.6% |
64% |
False |
False |
154,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-24 |
2.618 |
137-13 |
1.618 |
135-31 |
1.000 |
135-03 |
0.618 |
134-17 |
HIGH |
133-21 |
0.618 |
133-03 |
0.500 |
132-30 |
0.382 |
132-25 |
LOW |
132-07 |
0.618 |
131-11 |
1.000 |
130-25 |
1.618 |
129-29 |
2.618 |
128-15 |
4.250 |
126-04 |
|
|
Fisher Pivots for day following 07-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
132-30 |
133-06 |
PP |
132-27 |
133-01 |
S1 |
132-25 |
132-28 |
|