ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
135-02 |
134-12 |
-0-22 |
-0.5% |
132-24 |
High |
135-02 |
134-22 |
-0-12 |
-0.3% |
135-16 |
Low |
134-10 |
134-07 |
-0-03 |
-0.1% |
131-06 |
Close |
134-10 |
134-16 |
0-06 |
0.1% |
135-00 |
Range |
0-24 |
0-15 |
-0-09 |
-37.5% |
4-10 |
ATR |
1-00 |
0-30 |
-0-01 |
-3.8% |
0-00 |
Volume |
1,188 |
4,224 |
3,036 |
255.6% |
16,283 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-28 |
135-21 |
134-24 |
|
R3 |
135-13 |
135-06 |
134-20 |
|
R2 |
134-30 |
134-30 |
134-19 |
|
R1 |
134-23 |
134-23 |
134-17 |
134-26 |
PP |
134-15 |
134-15 |
134-15 |
134-17 |
S1 |
134-08 |
134-08 |
134-15 |
134-12 |
S2 |
134-00 |
134-00 |
134-13 |
|
S3 |
133-17 |
133-25 |
134-12 |
|
S4 |
133-02 |
133-10 |
134-08 |
|
|
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 |
132-30 |
2-18 |
1.9% |
0-29 |
0.7% |
61% |
False |
False |
2,325 |
10 |
135-16 |
131-06 |
4-10 |
3.2% |
0-30 |
0.7% |
77% |
False |
False |
7,144 |
20 |
135-17 |
131-06 |
4-11 |
3.2% |
0-30 |
0.7% |
76% |
False |
False |
161,420 |
40 |
135-17 |
130-27 |
4-22 |
3.5% |
0-31 |
0.7% |
78% |
False |
False |
234,101 |
60 |
135-17 |
127-23 |
7-26 |
5.8% |
0-31 |
0.7% |
87% |
False |
False |
225,593 |
80 |
135-17 |
127-23 |
7-26 |
5.8% |
0-31 |
0.7% |
87% |
False |
False |
231,311 |
100 |
135-17 |
127-23 |
7-26 |
5.8% |
0-29 |
0.7% |
87% |
False |
False |
185,825 |
120 |
135-17 |
127-23 |
7-26 |
5.8% |
0-27 |
0.6% |
87% |
False |
False |
154,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-22 |
2.618 |
135-29 |
1.618 |
135-14 |
1.000 |
135-05 |
0.618 |
134-31 |
HIGH |
134-22 |
0.618 |
134-16 |
0.500 |
134-14 |
0.382 |
134-13 |
LOW |
134-07 |
0.618 |
133-30 |
1.000 |
133-24 |
1.618 |
133-15 |
2.618 |
133-00 |
4.250 |
132-07 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
134-16 |
134-28 |
PP |
134-15 |
134-24 |
S1 |
134-14 |
134-20 |
|