ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
132-24 |
132-25 |
0-01 |
0.0% |
135-00 |
| High |
132-31 |
133-01 |
0-02 |
0.0% |
135-17 |
| Low |
131-06 |
132-17 |
1-11 |
1.0% |
132-07 |
| Close |
132-23 |
133-00 |
0-09 |
0.2% |
132-22 |
| Range |
1-25 |
0-16 |
-1-09 |
-71.9% |
3-10 |
| ATR |
1-01 |
0-31 |
-0-01 |
-3.6% |
0-00 |
| Volume |
5,871 |
4,198 |
-1,673 |
-28.5% |
142,337 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-11 |
134-06 |
133-09 |
|
| R3 |
133-27 |
133-22 |
133-04 |
|
| R2 |
133-11 |
133-11 |
133-03 |
|
| R1 |
133-06 |
133-06 |
133-01 |
133-08 |
| PP |
132-27 |
132-27 |
132-27 |
132-29 |
| S1 |
132-22 |
132-22 |
132-31 |
132-24 |
| S2 |
132-11 |
132-11 |
132-29 |
|
| S3 |
131-27 |
132-06 |
132-28 |
|
| S4 |
131-11 |
131-22 |
132-23 |
|
|
| 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 |
134-06 |
131-06 |
3-00 |
2.3% |
1-00 |
0.7% |
60% |
False |
False |
11,964 |
| 10 |
135-17 |
131-06 |
4-11 |
3.3% |
0-31 |
0.7% |
42% |
False |
False |
154,218 |
| 20 |
135-17 |
131-06 |
4-11 |
3.3% |
0-30 |
0.7% |
42% |
False |
False |
222,344 |
| 40 |
135-17 |
130-03 |
5-14 |
4.1% |
0-30 |
0.7% |
53% |
False |
False |
261,723 |
| 60 |
135-17 |
127-23 |
7-26 |
5.9% |
0-31 |
0.7% |
68% |
False |
False |
247,782 |
| 80 |
135-17 |
127-23 |
7-26 |
5.9% |
0-30 |
0.7% |
68% |
False |
False |
231,850 |
| 100 |
135-17 |
127-23 |
7-26 |
5.9% |
0-29 |
0.7% |
68% |
False |
False |
185,717 |
| 120 |
135-17 |
127-23 |
7-26 |
5.9% |
0-27 |
0.6% |
68% |
False |
False |
154,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-05 |
|
2.618 |
134-11 |
|
1.618 |
133-27 |
|
1.000 |
133-17 |
|
0.618 |
133-11 |
|
HIGH |
133-01 |
|
0.618 |
132-27 |
|
0.500 |
132-25 |
|
0.382 |
132-23 |
|
LOW |
132-17 |
|
0.618 |
132-07 |
|
1.000 |
132-01 |
|
1.618 |
131-23 |
|
2.618 |
131-07 |
|
4.250 |
130-13 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
132-30 |
132-26 |
| PP |
132-27 |
132-20 |
| S1 |
132-25 |
132-14 |
|