ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
131-16 |
132-04 |
0-20 |
0.5% |
131-15 |
| High |
132-07 |
132-25 |
0-18 |
0.4% |
132-09 |
| Low |
131-14 |
131-29 |
0-15 |
0.4% |
130-27 |
| Close |
132-04 |
132-19 |
0-15 |
0.4% |
131-19 |
| Range |
0-25 |
0-28 |
0-03 |
12.0% |
1-14 |
| ATR |
0-26 |
0-26 |
0-00 |
0.5% |
0-00 |
| Volume |
276,723 |
586,684 |
309,961 |
112.0% |
16,368 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-02 |
134-22 |
133-02 |
|
| R3 |
134-06 |
133-26 |
132-27 |
|
| R2 |
133-10 |
133-10 |
132-24 |
|
| R1 |
132-30 |
132-30 |
132-22 |
133-04 |
| PP |
132-14 |
132-14 |
132-14 |
132-16 |
| S1 |
132-02 |
132-02 |
132-16 |
132-08 |
| S2 |
131-18 |
131-18 |
132-14 |
|
| S3 |
130-22 |
131-06 |
132-11 |
|
| S4 |
129-26 |
130-10 |
132-04 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-28 |
135-06 |
132-12 |
|
| R3 |
134-14 |
133-24 |
132-00 |
|
| R2 |
133-00 |
133-00 |
131-27 |
|
| R1 |
132-10 |
132-10 |
131-23 |
132-21 |
| PP |
131-18 |
131-18 |
131-18 |
131-24 |
| S1 |
130-28 |
130-28 |
131-15 |
131-07 |
| S2 |
130-04 |
130-04 |
131-11 |
|
| S3 |
128-22 |
129-14 |
131-06 |
|
| S4 |
127-08 |
128-00 |
130-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-25 |
130-27 |
1-30 |
1.5% |
0-27 |
0.6% |
90% |
True |
False |
221,345 |
| 10 |
132-25 |
130-16 |
2-09 |
1.7% |
0-26 |
0.6% |
92% |
True |
False |
111,350 |
| 20 |
133-15 |
130-16 |
2-31 |
2.2% |
0-28 |
0.7% |
71% |
False |
False |
57,256 |
| 40 |
133-15 |
126-24 |
6-23 |
5.1% |
0-24 |
0.6% |
87% |
False |
False |
28,687 |
| 60 |
133-15 |
126-24 |
6-23 |
5.1% |
0-18 |
0.4% |
87% |
False |
False |
19,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-16 |
|
2.618 |
135-02 |
|
1.618 |
134-06 |
|
1.000 |
133-21 |
|
0.618 |
133-10 |
|
HIGH |
132-25 |
|
0.618 |
132-14 |
|
0.500 |
132-11 |
|
0.382 |
132-08 |
|
LOW |
131-29 |
|
0.618 |
131-12 |
|
1.000 |
131-01 |
|
1.618 |
130-16 |
|
2.618 |
129-20 |
|
4.250 |
128-06 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
132-16 |
132-12 |
| PP |
132-14 |
132-06 |
| S1 |
132-11 |
131-31 |
|