ECBOT 30 Year Treasury Bond Future June 2014
Trading Metrics calculated at close of trading on 04-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
133-17 |
133-23 |
0-06 |
0.1% |
131-19 |
High |
134-01 |
133-24 |
-0-09 |
-0.2% |
133-10 |
Low |
133-11 |
132-06 |
-1-05 |
-0.9% |
131-05 |
Close |
133-21 |
132-13 |
-1-08 |
-0.9% |
133-02 |
Range |
0-22 |
1-18 |
0-28 |
127.3% |
2-05 |
ATR |
0-27 |
0-28 |
0-02 |
6.3% |
0-00 |
Volume |
414,821 |
306,675 |
-108,146 |
-26.1% |
1,865,923 |
|
Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-15 |
136-16 |
133-08 |
|
R3 |
135-29 |
134-30 |
132-27 |
|
R2 |
134-11 |
134-11 |
132-22 |
|
R1 |
133-12 |
133-12 |
132-18 |
133-02 |
PP |
132-25 |
132-25 |
132-25 |
132-20 |
S1 |
131-26 |
131-26 |
132-08 |
131-16 |
S2 |
131-07 |
131-07 |
132-04 |
|
S3 |
129-21 |
130-08 |
131-31 |
|
S4 |
128-03 |
128-22 |
131-18 |
|
|
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 |
131-29 |
2-04 |
1.6% |
0-30 |
0.7% |
24% |
False |
False |
416,064 |
10 |
134-01 |
130-27 |
3-06 |
2.4% |
0-29 |
0.7% |
49% |
False |
False |
260,250 |
20 |
134-01 |
130-16 |
3-17 |
2.7% |
0-28 |
0.7% |
54% |
False |
False |
131,090 |
40 |
134-01 |
126-27 |
7-06 |
5.4% |
0-26 |
0.6% |
77% |
False |
False |
66,028 |
60 |
134-01 |
126-24 |
7-09 |
5.5% |
0-19 |
0.5% |
78% |
False |
False |
44,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-12 |
2.618 |
137-27 |
1.618 |
136-09 |
1.000 |
135-10 |
0.618 |
134-23 |
HIGH |
133-24 |
0.618 |
133-05 |
0.500 |
132-31 |
0.382 |
132-25 |
LOW |
132-06 |
0.618 |
131-07 |
1.000 |
130-20 |
1.618 |
129-21 |
2.618 |
128-03 |
4.250 |
125-18 |
|
|
Fisher Pivots for day following 04-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
132-31 |
133-04 |
PP |
132-25 |
132-28 |
S1 |
132-19 |
132-20 |
|