ECBOT 30 Year Treasury Bond Future June 2014
Trading Metrics calculated at close of trading on 28-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
132-24 |
133-04 |
0-12 |
0.3% |
131-19 |
High |
133-07 |
133-10 |
0-03 |
0.1% |
133-10 |
Low |
132-18 |
132-11 |
-0-07 |
-0.2% |
131-05 |
Close |
133-04 |
133-02 |
-0-02 |
0.0% |
133-02 |
Range |
0-21 |
0-31 |
0-10 |
47.6% |
2-05 |
ATR |
0-26 |
0-26 |
0-00 |
1.4% |
0-00 |
Volume |
374,855 |
397,289 |
22,434 |
6.0% |
1,865,923 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-26 |
135-13 |
133-19 |
|
R3 |
134-27 |
134-14 |
133-11 |
|
R2 |
133-28 |
133-28 |
133-08 |
|
R1 |
133-15 |
133-15 |
133-05 |
133-06 |
PP |
132-29 |
132-29 |
132-29 |
132-24 |
S1 |
132-16 |
132-16 |
132-31 |
132-07 |
S2 |
131-30 |
131-30 |
132-28 |
|
S3 |
130-31 |
131-17 |
132-25 |
|
S4 |
130-00 |
130-18 |
132-17 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-31 |
138-06 |
134-08 |
|
R3 |
136-26 |
136-01 |
133-21 |
|
R2 |
134-21 |
134-21 |
133-15 |
|
R1 |
133-28 |
133-28 |
133-08 |
134-08 |
PP |
132-16 |
132-16 |
132-16 |
132-23 |
S1 |
131-23 |
131-23 |
132-28 |
132-04 |
S2 |
130-11 |
130-11 |
132-21 |
|
S3 |
128-06 |
129-18 |
132-15 |
|
S4 |
126-01 |
127-13 |
131-28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-10 |
131-05 |
2-05 |
1.6% |
0-25 |
0.6% |
88% |
True |
False |
373,184 |
10 |
133-10 |
130-27 |
2-15 |
1.9% |
0-26 |
0.6% |
90% |
True |
False |
188,363 |
20 |
133-15 |
130-16 |
2-31 |
2.2% |
0-28 |
0.6% |
86% |
False |
False |
95,574 |
40 |
133-15 |
126-24 |
6-23 |
5.0% |
0-24 |
0.6% |
94% |
False |
False |
47,990 |
60 |
133-15 |
126-24 |
6-23 |
5.0% |
0-19 |
0.4% |
94% |
False |
False |
31,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-14 |
2.618 |
135-27 |
1.618 |
134-28 |
1.000 |
134-09 |
0.618 |
133-29 |
HIGH |
133-10 |
0.618 |
132-30 |
0.500 |
132-26 |
0.382 |
132-23 |
LOW |
132-11 |
0.618 |
131-24 |
1.000 |
131-12 |
1.618 |
130-25 |
2.618 |
129-26 |
4.250 |
128-07 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
133-00 |
132-29 |
PP |
132-29 |
132-24 |
S1 |
132-26 |
132-20 |
|