ECBOT 30 Year Treasury Bond Future June 2014
Trading Metrics calculated at close of trading on 21-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
132-02 |
132-03 |
0-01 |
0.0% |
133-11 |
High |
132-20 |
132-26 |
0-06 |
0.1% |
133-20 |
Low |
131-24 |
132-00 |
0-08 |
0.2% |
131-24 |
Close |
132-02 |
132-21 |
0-19 |
0.4% |
132-21 |
Range |
0-28 |
0-26 |
-0-02 |
-7.1% |
1-28 |
ATR |
0-31 |
0-31 |
0-00 |
-1.2% |
0-00 |
Volume |
354,124 |
244,707 |
-109,417 |
-30.9% |
1,432,746 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-30 |
134-19 |
133-03 |
|
R3 |
134-04 |
133-25 |
132-28 |
|
R2 |
133-10 |
133-10 |
132-26 |
|
R1 |
132-31 |
132-31 |
132-23 |
133-04 |
PP |
132-16 |
132-16 |
132-16 |
132-18 |
S1 |
132-05 |
132-05 |
132-19 |
132-10 |
S2 |
131-22 |
131-22 |
132-16 |
|
S3 |
130-28 |
131-11 |
132-14 |
|
S4 |
130-02 |
130-17 |
132-07 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-10 |
137-11 |
133-22 |
|
R3 |
136-14 |
135-15 |
133-06 |
|
R2 |
134-18 |
134-18 |
133-00 |
|
R1 |
133-19 |
133-19 |
132-26 |
133-04 |
PP |
132-22 |
132-22 |
132-22 |
132-14 |
S1 |
131-23 |
131-23 |
132-16 |
131-08 |
S2 |
130-26 |
130-26 |
132-10 |
|
S3 |
128-30 |
129-27 |
132-04 |
|
S4 |
127-02 |
127-31 |
131-20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-20 |
131-24 |
1-28 |
1.4% |
0-30 |
0.7% |
48% |
False |
False |
286,549 |
10 |
134-00 |
129-21 |
4-11 |
3.3% |
1-01 |
0.8% |
69% |
False |
False |
309,785 |
20 |
134-01 |
129-21 |
4-12 |
3.3% |
0-31 |
0.7% |
69% |
False |
False |
329,330 |
40 |
134-01 |
129-21 |
4-12 |
3.3% |
0-29 |
0.7% |
69% |
False |
False |
165,971 |
60 |
134-01 |
126-24 |
7-09 |
5.5% |
0-25 |
0.6% |
81% |
False |
False |
110,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-08 |
2.618 |
134-30 |
1.618 |
134-04 |
1.000 |
133-20 |
0.618 |
133-10 |
HIGH |
132-26 |
0.618 |
132-16 |
0.500 |
132-13 |
0.382 |
132-10 |
LOW |
132-00 |
0.618 |
131-16 |
1.000 |
131-06 |
1.618 |
130-22 |
2.618 |
129-28 |
4.250 |
128-18 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
132-18 |
132-19 |
PP |
132-16 |
132-18 |
S1 |
132-13 |
132-16 |
|