ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
132-08 |
132-10 |
0-02 |
0.0% |
131-19 |
| High |
132-21 |
132-13 |
-0-08 |
-0.2% |
133-10 |
| Low |
132-03 |
131-21 |
-0-14 |
-0.3% |
131-05 |
| Close |
132-12 |
131-24 |
-0-20 |
-0.5% |
133-02 |
| Range |
0-18 |
0-24 |
0-06 |
33.3% |
2-05 |
| ATR |
0-28 |
0-27 |
0-00 |
-0.9% |
0-00 |
| Volume |
262,227 |
267,690 |
5,463 |
2.1% |
1,865,923 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-06 |
133-23 |
132-05 |
|
| R3 |
133-14 |
132-31 |
131-31 |
|
| R2 |
132-22 |
132-22 |
131-28 |
|
| R1 |
132-07 |
132-07 |
131-26 |
132-02 |
| PP |
131-30 |
131-30 |
131-30 |
131-28 |
| S1 |
131-15 |
131-15 |
131-22 |
131-10 |
| S2 |
131-06 |
131-06 |
131-20 |
|
| S3 |
130-14 |
130-23 |
131-17 |
|
| S4 |
129-22 |
129-31 |
131-11 |
|
|
| 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 |
131-21 |
2-12 |
1.8% |
0-29 |
0.7% |
4% |
False |
True |
329,740 |
| 10 |
134-01 |
130-28 |
3-05 |
2.4% |
0-26 |
0.6% |
28% |
False |
False |
312,430 |
| 20 |
134-01 |
130-16 |
3-17 |
2.7% |
0-27 |
0.6% |
35% |
False |
False |
157,360 |
| 40 |
134-01 |
126-27 |
7-06 |
5.5% |
0-26 |
0.6% |
68% |
False |
False |
79,275 |
| 60 |
134-01 |
126-24 |
7-09 |
5.5% |
0-20 |
0.5% |
69% |
False |
False |
52,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-19 |
|
2.618 |
134-12 |
|
1.618 |
133-20 |
|
1.000 |
133-05 |
|
0.618 |
132-28 |
|
HIGH |
132-13 |
|
0.618 |
132-04 |
|
0.500 |
132-01 |
|
0.382 |
131-30 |
|
LOW |
131-21 |
|
0.618 |
131-06 |
|
1.000 |
130-29 |
|
1.618 |
130-14 |
|
2.618 |
129-22 |
|
4.250 |
128-15 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
132-01 |
132-22 |
| PP |
131-30 |
132-12 |
| S1 |
131-27 |
132-02 |
|