ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
132-27 |
133-04 |
0-09 |
0.2% |
131-08 |
| High |
133-09 |
133-08 |
-0-01 |
0.0% |
134-00 |
| Low |
132-21 |
131-26 |
-0-27 |
-0.6% |
129-21 |
| Close |
132-31 |
131-31 |
-1-00 |
-0.8% |
133-15 |
| Range |
0-20 |
1-14 |
0-26 |
130.0% |
4-11 |
| ATR |
0-30 |
0-31 |
0-01 |
3.8% |
0-00 |
| Volume |
245,052 |
376,572 |
131,520 |
53.7% |
1,665,109 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-21 |
135-24 |
132-24 |
|
| R3 |
135-07 |
134-10 |
132-12 |
|
| R2 |
133-25 |
133-25 |
132-07 |
|
| R1 |
132-28 |
132-28 |
132-03 |
132-20 |
| PP |
132-11 |
132-11 |
132-11 |
132-07 |
| S1 |
131-14 |
131-14 |
131-27 |
131-06 |
| S2 |
130-29 |
130-29 |
131-23 |
|
| S3 |
129-15 |
130-00 |
131-18 |
|
| S4 |
128-01 |
128-18 |
131-06 |
|
|
| 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 |
131-25 |
2-07 |
1.7% |
1-02 |
0.8% |
8% |
False |
False |
340,474 |
| 10 |
134-00 |
129-21 |
4-11 |
3.3% |
1-03 |
0.8% |
53% |
False |
False |
313,813 |
| 20 |
134-01 |
129-21 |
4-12 |
3.3% |
0-31 |
0.7% |
53% |
False |
False |
300,036 |
| 40 |
134-01 |
129-16 |
4-17 |
3.4% |
0-29 |
0.7% |
54% |
False |
False |
151,011 |
| 60 |
134-01 |
126-24 |
7-09 |
5.5% |
0-25 |
0.6% |
72% |
False |
False |
100,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-12 |
|
2.618 |
137-00 |
|
1.618 |
135-18 |
|
1.000 |
134-22 |
|
0.618 |
134-04 |
|
HIGH |
133-08 |
|
0.618 |
132-22 |
|
0.500 |
132-17 |
|
0.382 |
132-12 |
|
LOW |
131-26 |
|
0.618 |
130-30 |
|
1.000 |
130-12 |
|
1.618 |
129-16 |
|
2.618 |
128-02 |
|
4.250 |
125-22 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
132-17 |
132-23 |
| PP |
132-11 |
132-15 |
| S1 |
132-05 |
132-07 |
|