ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
131-26 |
131-10 |
-0-16 |
-0.4% |
132-04 |
| High |
131-26 |
131-10 |
-0-16 |
-0.4% |
133-15 |
| Low |
130-31 |
130-16 |
-0-15 |
-0.4% |
131-09 |
| Close |
131-10 |
130-23 |
-0-19 |
-0.5% |
131-25 |
| Range |
0-27 |
0-26 |
-0-01 |
-3.7% |
2-06 |
| ATR |
0-26 |
0-26 |
0-00 |
0.1% |
0-00 |
| Volume |
3,711 |
461 |
-3,250 |
-87.6% |
16,431 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-09 |
132-26 |
131-05 |
|
| R3 |
132-15 |
132-00 |
130-30 |
|
| R2 |
131-21 |
131-21 |
130-28 |
|
| R1 |
131-06 |
131-06 |
130-25 |
131-00 |
| PP |
130-27 |
130-27 |
130-27 |
130-24 |
| S1 |
130-12 |
130-12 |
130-21 |
130-06 |
| S2 |
130-01 |
130-01 |
130-18 |
|
| S3 |
129-07 |
129-18 |
130-16 |
|
| S4 |
128-13 |
128-24 |
130-09 |
|
|
| 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 |
134-24 |
|
2.618 |
133-14 |
|
1.618 |
132-20 |
|
1.000 |
132-04 |
|
0.618 |
131-26 |
|
HIGH |
131-10 |
|
0.618 |
131-00 |
|
0.500 |
130-29 |
|
0.382 |
130-26 |
|
LOW |
130-16 |
|
0.618 |
130-00 |
|
1.000 |
129-22 |
|
1.618 |
129-06 |
|
2.618 |
128-12 |
|
4.250 |
127-02 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
130-29 |
131-06 |
| PP |
130-27 |
131-01 |
| S1 |
130-25 |
130-28 |
|