ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
132-10 |
131-25 |
-0-17 |
-0.4% |
133-17 |
| High |
132-13 |
132-03 |
-0-10 |
-0.2% |
134-01 |
| Low |
131-21 |
130-21 |
-1-00 |
-0.8% |
130-21 |
| Close |
131-24 |
131-05 |
-0-19 |
-0.5% |
131-05 |
| Range |
0-24 |
1-14 |
0-22 |
91.7% |
3-12 |
| ATR |
0-27 |
0-29 |
0-01 |
4.9% |
0-00 |
| Volume |
267,690 |
371,419 |
103,729 |
38.7% |
1,622,832 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-20 |
134-26 |
131-30 |
|
| R3 |
134-06 |
133-12 |
131-18 |
|
| R2 |
132-24 |
132-24 |
131-13 |
|
| R1 |
131-30 |
131-30 |
131-09 |
131-20 |
| PP |
131-10 |
131-10 |
131-10 |
131-04 |
| S1 |
130-16 |
130-16 |
131-01 |
130-06 |
| S2 |
129-28 |
129-28 |
130-29 |
|
| S3 |
128-14 |
129-02 |
130-24 |
|
| S4 |
127-00 |
127-20 |
130-12 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-02 |
140-00 |
133-00 |
|
| R3 |
138-22 |
136-20 |
132-03 |
|
| R2 |
135-10 |
135-10 |
131-25 |
|
| R1 |
133-08 |
133-08 |
131-15 |
132-19 |
| PP |
131-30 |
131-30 |
131-30 |
131-20 |
| S1 |
129-28 |
129-28 |
130-27 |
129-07 |
| S2 |
128-18 |
128-18 |
130-17 |
|
| S3 |
125-06 |
126-16 |
130-07 |
|
| S4 |
121-26 |
123-04 |
129-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-01 |
130-21 |
3-12 |
2.6% |
1-00 |
0.8% |
15% |
False |
True |
324,566 |
| 10 |
134-01 |
130-21 |
3-12 |
2.6% |
0-28 |
0.7% |
15% |
False |
True |
348,875 |
| 20 |
134-01 |
130-16 |
3-17 |
2.7% |
0-28 |
0.7% |
19% |
False |
False |
175,762 |
| 40 |
134-01 |
127-11 |
6-22 |
5.1% |
0-27 |
0.6% |
57% |
False |
False |
88,559 |
| 60 |
134-01 |
126-24 |
7-09 |
5.6% |
0-21 |
0.5% |
61% |
False |
False |
59,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-06 |
|
2.618 |
135-27 |
|
1.618 |
134-13 |
|
1.000 |
133-17 |
|
0.618 |
132-31 |
|
HIGH |
132-03 |
|
0.618 |
131-17 |
|
0.500 |
131-12 |
|
0.382 |
131-07 |
|
LOW |
130-21 |
|
0.618 |
129-25 |
|
1.000 |
129-07 |
|
1.618 |
128-11 |
|
2.618 |
126-29 |
|
4.250 |
124-18 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
131-12 |
131-21 |
| PP |
131-10 |
131-16 |
| S1 |
131-07 |
131-10 |
|