ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
133-11 |
132-27 |
-0-16 |
-0.4% |
131-08 |
| High |
133-20 |
133-09 |
-0-11 |
-0.3% |
134-00 |
| Low |
132-24 |
132-21 |
-0-03 |
-0.1% |
129-21 |
| Close |
132-25 |
132-31 |
0-06 |
0.1% |
133-15 |
| Range |
0-28 |
0-20 |
-0-08 |
-28.6% |
4-11 |
| ATR |
0-31 |
0-30 |
-0-01 |
-2.5% |
0-00 |
| Volume |
212,291 |
245,052 |
32,761 |
15.4% |
1,665,109 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-27 |
134-17 |
133-10 |
|
| R3 |
134-07 |
133-29 |
133-04 |
|
| R2 |
133-19 |
133-19 |
133-03 |
|
| R1 |
133-09 |
133-09 |
133-01 |
133-14 |
| PP |
132-31 |
132-31 |
132-31 |
133-02 |
| S1 |
132-21 |
132-21 |
132-29 |
132-26 |
| S2 |
132-11 |
132-11 |
132-27 |
|
| S3 |
131-23 |
132-01 |
132-26 |
|
| S4 |
131-03 |
131-13 |
132-20 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-13 |
143-25 |
135-27 |
|
| R3 |
141-02 |
139-14 |
134-21 |
|
| R2 |
136-23 |
136-23 |
134-08 |
|
| R1 |
135-03 |
135-03 |
133-28 |
135-29 |
| PP |
132-12 |
132-12 |
132-12 |
132-25 |
| S1 |
130-24 |
130-24 |
133-02 |
131-18 |
| S2 |
128-01 |
128-01 |
132-22 |
|
| S3 |
123-22 |
126-13 |
132-09 |
|
| S4 |
119-11 |
122-02 |
131-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-00 |
131-11 |
2-21 |
2.0% |
1-00 |
0.7% |
61% |
False |
False |
329,308 |
| 10 |
134-00 |
129-21 |
4-11 |
3.3% |
1-00 |
0.8% |
76% |
False |
False |
302,378 |
| 20 |
134-01 |
129-21 |
4-12 |
3.3% |
0-30 |
0.7% |
76% |
False |
False |
281,314 |
| 40 |
134-01 |
129-14 |
4-19 |
3.5% |
0-29 |
0.7% |
77% |
False |
False |
141,597 |
| 60 |
134-01 |
126-24 |
7-09 |
5.5% |
0-24 |
0.6% |
85% |
False |
False |
94,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-30 |
|
2.618 |
134-29 |
|
1.618 |
134-09 |
|
1.000 |
133-29 |
|
0.618 |
133-21 |
|
HIGH |
133-09 |
|
0.618 |
133-01 |
|
0.500 |
132-31 |
|
0.382 |
132-29 |
|
LOW |
132-21 |
|
0.618 |
132-09 |
|
1.000 |
132-01 |
|
1.618 |
131-21 |
|
2.618 |
131-01 |
|
4.250 |
130-00 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
132-31 |
133-10 |
| PP |
132-31 |
133-07 |
| S1 |
132-31 |
133-03 |
|