ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
134-21 |
133-24 |
-0-29 |
-0.7% |
132-24 |
High |
134-25 |
134-02 |
-0-23 |
-0.5% |
135-16 |
Low |
133-12 |
133-10 |
-0-02 |
0.0% |
131-06 |
Close |
133-16 |
133-18 |
0-02 |
0.0% |
135-00 |
Range |
1-13 |
0-24 |
-0-21 |
-46.7% |
4-10 |
ATR |
0-31 |
0-31 |
-0-01 |
-1.7% |
0-00 |
Volume |
9,498 |
1,081 |
-8,417 |
-88.6% |
16,283 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-29 |
135-15 |
133-31 |
|
R3 |
135-05 |
134-23 |
133-25 |
|
R2 |
134-13 |
134-13 |
133-22 |
|
R1 |
133-31 |
133-31 |
133-20 |
133-26 |
PP |
133-21 |
133-21 |
133-21 |
133-18 |
S1 |
133-07 |
133-07 |
133-16 |
133-02 |
S2 |
132-29 |
132-29 |
133-14 |
|
S3 |
132-05 |
132-15 |
133-11 |
|
S4 |
131-13 |
131-23 |
133-05 |
|
|
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 |
133-10 |
2-06 |
1.6% |
0-26 |
0.6% |
11% |
False |
True |
3,546 |
10 |
135-16 |
131-06 |
4-10 |
3.2% |
1-01 |
0.8% |
55% |
False |
False |
4,229 |
20 |
135-17 |
131-06 |
4-11 |
3.3% |
0-30 |
0.7% |
55% |
False |
False |
133,279 |
40 |
135-17 |
130-30 |
4-19 |
3.4% |
1-00 |
0.7% |
57% |
False |
False |
224,582 |
60 |
135-17 |
127-23 |
7-26 |
5.8% |
0-31 |
0.7% |
75% |
False |
False |
215,804 |
80 |
135-17 |
127-23 |
7-26 |
5.8% |
0-30 |
0.7% |
75% |
False |
False |
230,817 |
100 |
135-17 |
127-23 |
7-26 |
5.8% |
0-30 |
0.7% |
75% |
False |
False |
185,924 |
120 |
135-17 |
127-23 |
7-26 |
5.8% |
0-28 |
0.7% |
75% |
False |
False |
154,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-08 |
2.618 |
136-01 |
1.618 |
135-09 |
1.000 |
134-26 |
0.618 |
134-17 |
HIGH |
134-02 |
0.618 |
133-25 |
0.500 |
133-22 |
0.382 |
133-19 |
LOW |
133-10 |
0.618 |
132-27 |
1.000 |
132-18 |
1.618 |
132-03 |
2.618 |
131-11 |
4.250 |
130-04 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
133-22 |
134-02 |
PP |
133-21 |
133-28 |
S1 |
133-19 |
133-23 |
|