ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 10-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
133-08 |
132-24 |
-0-16 |
-0.4% |
135-00 |
High |
133-21 |
132-31 |
-0-22 |
-0.5% |
135-17 |
Low |
132-07 |
131-06 |
-1-01 |
-0.8% |
132-07 |
Close |
132-22 |
132-23 |
0-01 |
0.0% |
132-22 |
Range |
1-14 |
1-25 |
0-11 |
23.9% |
3-10 |
ATR |
0-31 |
1-01 |
0-02 |
6.1% |
0-00 |
Volume |
10,019 |
5,871 |
-4,148 |
-41.4% |
142,337 |
|
Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-20 |
136-31 |
133-22 |
|
R3 |
135-27 |
135-06 |
133-07 |
|
R2 |
134-02 |
134-02 |
133-01 |
|
R1 |
133-13 |
133-13 |
132-28 |
132-27 |
PP |
132-09 |
132-09 |
132-09 |
132-00 |
S1 |
131-20 |
131-20 |
132-18 |
131-02 |
S2 |
130-16 |
130-16 |
132-13 |
|
S3 |
128-23 |
129-27 |
132-07 |
|
S4 |
126-30 |
128-02 |
131-24 |
|
|
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 |
135-08 |
131-06 |
4-02 |
3.1% |
1-06 |
0.9% |
38% |
False |
True |
17,616 |
10 |
135-17 |
131-06 |
4-11 |
3.3% |
1-00 |
0.8% |
35% |
False |
True |
198,276 |
20 |
135-17 |
131-06 |
4-11 |
3.3% |
0-30 |
0.7% |
35% |
False |
True |
231,167 |
40 |
135-17 |
129-04 |
6-13 |
4.8% |
0-31 |
0.7% |
56% |
False |
False |
272,102 |
60 |
135-17 |
127-23 |
7-26 |
5.9% |
0-31 |
0.7% |
64% |
False |
False |
251,485 |
80 |
135-17 |
127-23 |
7-26 |
5.9% |
0-30 |
0.7% |
64% |
False |
False |
231,816 |
100 |
135-17 |
127-23 |
7-26 |
5.9% |
0-29 |
0.7% |
64% |
False |
False |
185,675 |
120 |
135-17 |
127-23 |
7-26 |
5.9% |
0-26 |
0.6% |
64% |
False |
False |
154,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-17 |
2.618 |
137-20 |
1.618 |
135-27 |
1.000 |
134-24 |
0.618 |
134-02 |
HIGH |
132-31 |
0.618 |
132-09 |
0.500 |
132-02 |
0.382 |
131-28 |
LOW |
131-06 |
0.618 |
130-03 |
1.000 |
129-13 |
1.618 |
128-10 |
2.618 |
126-17 |
4.250 |
123-20 |
|
|
Fisher Pivots for day following 10-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
132-16 |
132-21 |
PP |
132-09 |
132-19 |
S1 |
132-02 |
132-18 |
|