ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
131-08 |
131-06 |
-0-02 |
0.0% |
133-17 |
| High |
131-15 |
131-17 |
0-02 |
0.0% |
134-01 |
| Low |
129-21 |
131-00 |
1-11 |
1.0% |
130-21 |
| Close |
131-06 |
131-15 |
0-09 |
0.2% |
131-05 |
| Range |
1-26 |
0-17 |
-1-09 |
-70.7% |
3-12 |
| ATR |
0-31 |
0-30 |
-0-01 |
-3.2% |
0-00 |
| Volume |
236,545 |
239,364 |
2,819 |
1.2% |
1,622,832 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-30 |
132-23 |
131-24 |
|
| R3 |
132-13 |
132-06 |
131-20 |
|
| R2 |
131-28 |
131-28 |
131-18 |
|
| R1 |
131-21 |
131-21 |
131-17 |
131-24 |
| PP |
131-11 |
131-11 |
131-11 |
131-12 |
| S1 |
131-04 |
131-04 |
131-13 |
131-08 |
| S2 |
130-26 |
130-26 |
131-12 |
|
| S3 |
130-09 |
130-19 |
131-10 |
|
| S4 |
129-24 |
130-02 |
131-06 |
|
|
| 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 |
132-21 |
129-21 |
3-00 |
2.3% |
1-01 |
0.8% |
60% |
False |
False |
275,449 |
| 10 |
134-01 |
129-21 |
4-12 |
3.3% |
1-00 |
0.7% |
41% |
False |
False |
345,756 |
| 20 |
134-01 |
129-21 |
4-12 |
3.3% |
0-29 |
0.7% |
41% |
False |
False |
199,405 |
| 40 |
134-01 |
128-18 |
5-15 |
4.2% |
0-27 |
0.6% |
53% |
False |
False |
100,450 |
| 60 |
134-01 |
126-24 |
7-09 |
5.5% |
0-22 |
0.5% |
65% |
False |
False |
66,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-25 |
|
2.618 |
132-30 |
|
1.618 |
132-13 |
|
1.000 |
132-02 |
|
0.618 |
131-28 |
|
HIGH |
131-17 |
|
0.618 |
131-11 |
|
0.500 |
131-08 |
|
0.382 |
131-06 |
|
LOW |
131-00 |
|
0.618 |
130-21 |
|
1.000 |
130-15 |
|
1.618 |
130-04 |
|
2.618 |
129-19 |
|
4.250 |
128-24 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
131-13 |
131-09 |
| PP |
131-11 |
131-02 |
| S1 |
131-08 |
130-28 |
|