ECBOT 30 Year Treasury Bond Future June 2014
Trading Metrics calculated at close of trading on 03-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
133-04 |
133-17 |
0-13 |
0.3% |
131-19 |
High |
133-10 |
134-01 |
0-23 |
0.5% |
133-10 |
Low |
132-11 |
133-11 |
1-00 |
0.8% |
131-05 |
Close |
133-02 |
133-21 |
0-19 |
0.4% |
133-02 |
Range |
0-31 |
0-22 |
-0-09 |
-29.0% |
2-05 |
ATR |
0-26 |
0-27 |
0-00 |
1.3% |
0-00 |
Volume |
397,289 |
414,821 |
17,532 |
4.4% |
1,865,923 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-24 |
135-12 |
134-01 |
|
R3 |
135-02 |
134-22 |
133-27 |
|
R2 |
134-12 |
134-12 |
133-25 |
|
R1 |
134-00 |
134-00 |
133-23 |
134-06 |
PP |
133-22 |
133-22 |
133-22 |
133-24 |
S1 |
133-10 |
133-10 |
133-19 |
133-16 |
S2 |
133-00 |
133-00 |
133-17 |
|
S3 |
132-10 |
132-20 |
133-15 |
|
S4 |
131-20 |
131-30 |
133-09 |
|
|
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 |
134-01 |
131-14 |
2-19 |
1.9% |
0-25 |
0.6% |
86% |
True |
False |
410,074 |
10 |
134-01 |
130-27 |
3-06 |
2.4% |
0-26 |
0.6% |
88% |
True |
False |
229,711 |
20 |
134-01 |
130-16 |
3-17 |
2.6% |
0-28 |
0.6% |
89% |
True |
False |
116,085 |
40 |
134-01 |
126-24 |
7-09 |
5.4% |
0-25 |
0.6% |
95% |
True |
False |
58,361 |
60 |
134-01 |
126-24 |
7-09 |
5.4% |
0-19 |
0.4% |
95% |
True |
False |
38,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-30 |
2.618 |
135-27 |
1.618 |
135-05 |
1.000 |
134-23 |
0.618 |
134-15 |
HIGH |
134-01 |
0.618 |
133-25 |
0.500 |
133-22 |
0.382 |
133-19 |
LOW |
133-11 |
0.618 |
132-29 |
1.000 |
132-21 |
1.618 |
132-07 |
2.618 |
131-17 |
4.250 |
130-14 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
133-22 |
133-16 |
PP |
133-22 |
133-11 |
S1 |
133-21 |
133-06 |
|