ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
131-28 |
131-20 |
-0-08 |
-0.2% |
132-04 |
| High |
132-00 |
132-15 |
0-15 |
0.4% |
133-15 |
| Low |
131-11 |
131-09 |
-0-02 |
0.0% |
131-09 |
| Close |
131-15 |
131-25 |
0-10 |
0.2% |
131-25 |
| Range |
0-21 |
1-06 |
0-17 |
81.0% |
2-06 |
| ATR |
0-26 |
0-27 |
0-01 |
3.4% |
0-00 |
| Volume |
3,378 |
1,954 |
-1,424 |
-42.2% |
16,431 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-13 |
134-25 |
132-14 |
|
| R3 |
134-07 |
133-19 |
132-03 |
|
| R2 |
133-01 |
133-01 |
132-00 |
|
| R1 |
132-13 |
132-13 |
131-28 |
132-23 |
| PP |
131-27 |
131-27 |
131-27 |
132-00 |
| S1 |
131-07 |
131-07 |
131-22 |
131-17 |
| S2 |
130-21 |
130-21 |
131-18 |
|
| S3 |
129-15 |
130-01 |
131-15 |
|
| S4 |
128-09 |
128-27 |
131-04 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-24 |
137-14 |
133-00 |
|
| R3 |
136-18 |
135-08 |
132-12 |
|
| R2 |
134-12 |
134-12 |
132-06 |
|
| R1 |
133-02 |
133-02 |
131-31 |
132-20 |
| PP |
132-06 |
132-06 |
132-06 |
131-30 |
| S1 |
130-28 |
130-28 |
131-19 |
130-14 |
| S2 |
130-00 |
130-00 |
131-12 |
|
| S3 |
127-26 |
128-22 |
131-06 |
|
| S4 |
125-20 |
126-16 |
130-18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-16 |
|
2.618 |
135-18 |
|
1.618 |
134-12 |
|
1.000 |
133-21 |
|
0.618 |
133-06 |
|
HIGH |
132-15 |
|
0.618 |
132-00 |
|
0.500 |
131-28 |
|
0.382 |
131-24 |
|
LOW |
131-09 |
|
0.618 |
130-18 |
|
1.000 |
130-03 |
|
1.618 |
129-12 |
|
2.618 |
128-06 |
|
4.250 |
126-08 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
131-28 |
132-03 |
| PP |
131-27 |
132-00 |
| S1 |
131-26 |
131-28 |
|