ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
132-25 |
132-31 |
0-06 |
0.1% |
135-00 |
| High |
133-01 |
133-29 |
0-28 |
0.7% |
135-17 |
| Low |
132-17 |
132-30 |
0-13 |
0.3% |
132-07 |
| Close |
133-00 |
133-22 |
0-22 |
0.5% |
132-22 |
| Range |
0-16 |
0-31 |
0-15 |
93.8% |
3-10 |
| ATR |
0-31 |
0-31 |
0-00 |
-0.1% |
0-00 |
| Volume |
4,198 |
1,924 |
-2,274 |
-54.2% |
142,337 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-13 |
136-01 |
134-07 |
|
| R3 |
135-14 |
135-02 |
133-31 |
|
| R2 |
134-15 |
134-15 |
133-28 |
|
| R1 |
134-03 |
134-03 |
133-25 |
134-09 |
| PP |
133-16 |
133-16 |
133-16 |
133-20 |
| S1 |
133-04 |
133-04 |
133-19 |
133-10 |
| S2 |
132-17 |
132-17 |
133-16 |
|
| S3 |
131-18 |
132-05 |
133-13 |
|
| S4 |
130-19 |
131-06 |
133-05 |
|
|
| 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 |
133-29 |
131-06 |
2-23 |
2.0% |
1-03 |
0.8% |
92% |
True |
False |
8,817 |
| 10 |
135-17 |
131-06 |
4-11 |
3.2% |
0-31 |
0.7% |
58% |
False |
False |
76,740 |
| 20 |
135-17 |
131-06 |
4-11 |
3.2% |
0-30 |
0.7% |
58% |
False |
False |
208,661 |
| 40 |
135-17 |
130-03 |
5-14 |
4.1% |
0-31 |
0.7% |
66% |
False |
False |
256,017 |
| 60 |
135-17 |
127-23 |
7-26 |
5.8% |
0-31 |
0.7% |
76% |
False |
False |
243,154 |
| 80 |
135-17 |
127-23 |
7-26 |
5.8% |
0-30 |
0.7% |
76% |
False |
False |
231,790 |
| 100 |
135-17 |
127-23 |
7-26 |
5.8% |
0-29 |
0.7% |
76% |
False |
False |
185,736 |
| 120 |
135-17 |
127-23 |
7-26 |
5.8% |
0-27 |
0.6% |
76% |
False |
False |
154,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-01 |
|
2.618 |
136-14 |
|
1.618 |
135-15 |
|
1.000 |
134-28 |
|
0.618 |
134-16 |
|
HIGH |
133-29 |
|
0.618 |
133-17 |
|
0.500 |
133-14 |
|
0.382 |
133-10 |
|
LOW |
132-30 |
|
0.618 |
132-11 |
|
1.000 |
131-31 |
|
1.618 |
131-12 |
|
2.618 |
130-13 |
|
4.250 |
128-26 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
133-19 |
133-10 |
| PP |
133-16 |
132-30 |
| S1 |
133-14 |
132-18 |
|