ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 05-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
133-11 |
132-21 |
-0-22 |
-0.5% |
131-21 |
| High |
133-14 |
132-29 |
-0-17 |
-0.4% |
132-11 |
| Low |
132-16 |
131-27 |
-0-21 |
-0.5% |
130-19 |
| Close |
132-19 |
131-27 |
-0-24 |
-0.6% |
132-01 |
| Range |
0-30 |
1-02 |
0-04 |
13.3% |
1-24 |
| ATR |
0-25 |
0-26 |
0-01 |
2.4% |
0-00 |
| Volume |
737 |
3,778 |
3,041 |
412.6% |
10,929 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-12 |
134-22 |
132-14 |
|
| R3 |
134-10 |
133-20 |
132-04 |
|
| R2 |
133-08 |
133-08 |
132-01 |
|
| R1 |
132-18 |
132-18 |
131-30 |
132-12 |
| PP |
132-06 |
132-06 |
132-06 |
132-04 |
| S1 |
131-16 |
131-16 |
131-24 |
131-10 |
| S2 |
131-04 |
131-04 |
131-21 |
|
| S3 |
130-02 |
130-14 |
131-18 |
|
| S4 |
129-00 |
129-12 |
131-08 |
|
|
| 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 |
135-22 |
|
1.618 |
134-20 |
|
1.000 |
133-31 |
|
0.618 |
133-18 |
|
HIGH |
132-29 |
|
0.618 |
132-16 |
|
0.500 |
132-12 |
|
0.382 |
132-08 |
|
LOW |
131-27 |
|
0.618 |
131-06 |
|
1.000 |
130-25 |
|
1.618 |
130-04 |
|
2.618 |
129-02 |
|
4.250 |
127-10 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
132-12 |
132-21 |
| PP |
132-06 |
132-12 |
| S1 |
132-01 |
132-04 |
|