ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
131-23 |
132-04 |
0-13 |
0.3% |
131-21 |
| High |
132-11 |
133-15 |
1-04 |
0.9% |
132-11 |
| Low |
131-23 |
131-29 |
0-06 |
0.1% |
130-19 |
| Close |
132-01 |
133-11 |
1-10 |
1.0% |
132-01 |
| Range |
0-20 |
1-18 |
0-30 |
150.0% |
1-24 |
| ATR |
0-23 |
0-25 |
0-02 |
8.3% |
0-00 |
| Volume |
4,591 |
6,584 |
1,993 |
43.4% |
10,929 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-19 |
137-01 |
134-06 |
|
| R3 |
136-01 |
135-15 |
133-25 |
|
| R2 |
134-15 |
134-15 |
133-20 |
|
| R1 |
133-29 |
133-29 |
133-16 |
134-06 |
| PP |
132-29 |
132-29 |
132-29 |
133-02 |
| S1 |
132-11 |
132-11 |
133-06 |
132-20 |
| S2 |
131-11 |
131-11 |
133-02 |
|
| S3 |
129-25 |
130-25 |
132-29 |
|
| S4 |
128-07 |
129-07 |
132-16 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-29 |
136-07 |
133-00 |
|
| R3 |
135-05 |
134-15 |
132-16 |
|
| R2 |
133-13 |
133-13 |
132-11 |
|
| R1 |
132-23 |
132-23 |
132-06 |
133-02 |
| PP |
131-21 |
131-21 |
131-21 |
131-26 |
| S1 |
130-31 |
130-31 |
131-28 |
131-10 |
| S2 |
129-29 |
129-29 |
131-23 |
|
| S3 |
128-05 |
129-07 |
131-18 |
|
| S4 |
126-13 |
127-15 |
131-02 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-04 |
|
2.618 |
137-18 |
|
1.618 |
136-00 |
|
1.000 |
135-01 |
|
0.618 |
134-14 |
|
HIGH |
133-15 |
|
0.618 |
132-28 |
|
0.500 |
132-22 |
|
0.382 |
132-16 |
|
LOW |
131-29 |
|
0.618 |
130-30 |
|
1.000 |
130-11 |
|
1.618 |
129-12 |
|
2.618 |
127-26 |
|
4.250 |
125-08 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
133-04 |
133-01 |
| PP |
132-29 |
132-23 |
| S1 |
132-22 |
132-12 |
|