ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
132-04 |
133-11 |
1-07 |
0.9% |
131-21 |
| High |
133-15 |
133-14 |
-0-01 |
0.0% |
132-11 |
| Low |
131-29 |
132-16 |
0-19 |
0.5% |
130-19 |
| Close |
133-11 |
132-19 |
-0-24 |
-0.6% |
132-01 |
| Range |
1-18 |
0-30 |
-0-20 |
-40.0% |
1-24 |
| ATR |
0-25 |
0-25 |
0-00 |
1.4% |
0-00 |
| Volume |
6,584 |
737 |
-5,847 |
-88.8% |
10,929 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-21 |
135-02 |
133-04 |
|
| R3 |
134-23 |
134-04 |
132-27 |
|
| R2 |
133-25 |
133-25 |
132-24 |
|
| R1 |
133-06 |
133-06 |
132-22 |
133-00 |
| PP |
132-27 |
132-27 |
132-27 |
132-24 |
| S1 |
132-08 |
132-08 |
132-16 |
132-02 |
| S2 |
131-29 |
131-29 |
132-14 |
|
| S3 |
130-31 |
131-10 |
132-11 |
|
| S4 |
130-01 |
130-12 |
132-02 |
|
|
| 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 |
137-14 |
|
2.618 |
135-29 |
|
1.618 |
134-31 |
|
1.000 |
134-12 |
|
0.618 |
134-01 |
|
HIGH |
133-14 |
|
0.618 |
133-03 |
|
0.500 |
132-31 |
|
0.382 |
132-27 |
|
LOW |
132-16 |
|
0.618 |
131-29 |
|
1.000 |
131-18 |
|
1.618 |
130-31 |
|
2.618 |
130-01 |
|
4.250 |
128-16 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
132-31 |
132-19 |
| PP |
132-27 |
132-19 |
| S1 |
132-23 |
132-19 |
|