ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
135-01 |
135-02 |
0-01 |
0.0% |
132-24 |
| High |
135-16 |
135-02 |
-0-14 |
-0.3% |
135-16 |
| Low |
134-26 |
134-10 |
-0-16 |
-0.4% |
131-06 |
| Close |
135-00 |
134-10 |
-0-22 |
-0.5% |
135-00 |
| Range |
0-22 |
0-24 |
0-02 |
9.1% |
4-10 |
| ATR |
1-00 |
1-00 |
-0-01 |
-1.8% |
0-00 |
| Volume |
1,741 |
1,188 |
-553 |
-31.8% |
16,283 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-26 |
136-10 |
134-23 |
|
| R3 |
136-02 |
135-18 |
134-17 |
|
| R2 |
135-10 |
135-10 |
134-14 |
|
| R1 |
134-26 |
134-26 |
134-12 |
134-22 |
| PP |
134-18 |
134-18 |
134-18 |
134-16 |
| S1 |
134-02 |
134-02 |
134-08 |
133-30 |
| S2 |
133-26 |
133-26 |
134-06 |
|
| S3 |
133-02 |
133-10 |
134-03 |
|
| S4 |
132-10 |
132-18 |
133-29 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-27 |
145-07 |
137-12 |
|
| R3 |
142-17 |
140-29 |
136-06 |
|
| R2 |
138-07 |
138-07 |
135-25 |
|
| R1 |
136-19 |
136-19 |
135-13 |
137-13 |
| PP |
133-29 |
133-29 |
133-29 |
134-10 |
| S1 |
132-09 |
132-09 |
134-19 |
133-03 |
| S2 |
129-19 |
129-19 |
134-07 |
|
| S3 |
125-09 |
127-31 |
133-26 |
|
| S4 |
120-31 |
123-21 |
132-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-16 |
132-17 |
2-31 |
2.2% |
0-29 |
0.7% |
60% |
False |
False |
2,320 |
| 10 |
135-16 |
131-06 |
4-10 |
3.2% |
1-02 |
0.8% |
72% |
False |
False |
9,968 |
| 20 |
135-17 |
131-06 |
4-11 |
3.2% |
0-31 |
0.7% |
72% |
False |
False |
172,480 |
| 40 |
135-17 |
130-26 |
4-23 |
3.5% |
0-31 |
0.7% |
74% |
False |
False |
239,097 |
| 60 |
135-17 |
127-23 |
7-26 |
5.8% |
0-31 |
0.7% |
84% |
False |
False |
231,563 |
| 80 |
135-17 |
127-23 |
7-26 |
5.8% |
0-31 |
0.7% |
84% |
False |
False |
231,736 |
| 100 |
135-17 |
127-23 |
7-26 |
5.8% |
0-30 |
0.7% |
84% |
False |
False |
185,786 |
| 120 |
135-17 |
127-23 |
7-26 |
5.8% |
0-27 |
0.6% |
84% |
False |
False |
154,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-08 |
|
2.618 |
137-01 |
|
1.618 |
136-09 |
|
1.000 |
135-26 |
|
0.618 |
135-17 |
|
HIGH |
135-02 |
|
0.618 |
134-25 |
|
0.500 |
134-22 |
|
0.382 |
134-19 |
|
LOW |
134-10 |
|
0.618 |
133-27 |
|
1.000 |
133-18 |
|
1.618 |
133-03 |
|
2.618 |
132-11 |
|
4.250 |
131-04 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-22 |
134-14 |
| PP |
134-18 |
134-12 |
| S1 |
134-14 |
134-11 |
|