ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
134-12 |
134-21 |
0-09 |
0.2% |
132-24 |
| High |
134-22 |
134-25 |
0-03 |
0.1% |
135-16 |
| Low |
134-07 |
133-12 |
-0-27 |
-0.6% |
131-06 |
| Close |
134-16 |
133-16 |
-1-00 |
-0.7% |
135-00 |
| Range |
0-15 |
1-13 |
0-30 |
200.0% |
4-10 |
| ATR |
0-30 |
0-31 |
0-01 |
3.4% |
0-00 |
| Volume |
4,224 |
9,498 |
5,274 |
124.9% |
16,283 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-03 |
137-07 |
134-09 |
|
| R3 |
136-22 |
135-26 |
133-28 |
|
| R2 |
135-09 |
135-09 |
133-24 |
|
| R1 |
134-13 |
134-13 |
133-20 |
134-04 |
| PP |
133-28 |
133-28 |
133-28 |
133-24 |
| S1 |
133-00 |
133-00 |
133-12 |
132-24 |
| S2 |
132-15 |
132-15 |
133-08 |
|
| S3 |
131-02 |
131-19 |
133-04 |
|
| S4 |
129-21 |
130-06 |
132-23 |
|
|
| 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 |
133-11 |
2-05 |
1.6% |
1-00 |
0.7% |
7% |
False |
False |
3,840 |
| 10 |
135-16 |
131-06 |
4-10 |
3.2% |
1-01 |
0.8% |
54% |
False |
False |
6,328 |
| 20 |
135-17 |
131-06 |
4-11 |
3.3% |
0-30 |
0.7% |
53% |
False |
False |
148,802 |
| 40 |
135-17 |
130-30 |
4-19 |
3.4% |
1-00 |
0.7% |
56% |
False |
False |
229,668 |
| 60 |
135-17 |
127-23 |
7-26 |
5.9% |
0-31 |
0.7% |
74% |
False |
False |
220,392 |
| 80 |
135-17 |
127-23 |
7-26 |
5.9% |
0-30 |
0.7% |
74% |
False |
False |
231,045 |
| 100 |
135-17 |
127-23 |
7-26 |
5.9% |
0-30 |
0.7% |
74% |
False |
False |
185,917 |
| 120 |
135-17 |
127-23 |
7-26 |
5.9% |
0-28 |
0.6% |
74% |
False |
False |
154,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-24 |
|
2.618 |
138-15 |
|
1.618 |
137-02 |
|
1.000 |
136-06 |
|
0.618 |
135-21 |
|
HIGH |
134-25 |
|
0.618 |
134-08 |
|
0.500 |
134-02 |
|
0.382 |
133-29 |
|
LOW |
133-12 |
|
0.618 |
132-16 |
|
1.000 |
131-31 |
|
1.618 |
131-03 |
|
2.618 |
129-22 |
|
4.250 |
127-13 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-02 |
134-07 |
| PP |
133-28 |
133-31 |
| S1 |
133-22 |
133-24 |
|