ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 24-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
132-03 |
132-21 |
0-18 |
0.4% |
133-11 |
| High |
132-26 |
133-11 |
0-17 |
0.4% |
133-20 |
| Low |
132-00 |
132-11 |
0-11 |
0.3% |
131-24 |
| Close |
132-21 |
133-03 |
0-14 |
0.3% |
132-21 |
| Range |
0-26 |
1-00 |
0-06 |
23.1% |
1-28 |
| ATR |
0-31 |
0-31 |
0-00 |
0.3% |
0-00 |
| Volume |
244,707 |
324,699 |
79,992 |
32.7% |
1,432,746 |
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-30 |
135-16 |
133-21 |
|
| R3 |
134-30 |
134-16 |
133-12 |
|
| R2 |
133-30 |
133-30 |
133-09 |
|
| R1 |
133-16 |
133-16 |
133-06 |
133-23 |
| PP |
132-30 |
132-30 |
132-30 |
133-01 |
| S1 |
132-16 |
132-16 |
133-00 |
132-23 |
| S2 |
131-30 |
131-30 |
132-29 |
|
| S3 |
130-30 |
131-16 |
132-26 |
|
| S4 |
129-30 |
130-16 |
132-17 |
|
|
| 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 |
133-11 |
131-24 |
1-19 |
1.2% |
0-30 |
0.7% |
84% |
True |
False |
309,030 |
| 10 |
134-00 |
131-00 |
3-00 |
2.3% |
0-31 |
0.7% |
70% |
False |
False |
318,600 |
| 20 |
134-01 |
129-21 |
4-12 |
3.3% |
1-00 |
0.7% |
79% |
False |
False |
334,046 |
| 40 |
134-01 |
129-21 |
4-12 |
3.3% |
0-30 |
0.7% |
79% |
False |
False |
174,080 |
| 60 |
134-01 |
126-24 |
7-09 |
5.5% |
0-25 |
0.6% |
87% |
False |
False |
116,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-19 |
|
2.618 |
135-31 |
|
1.618 |
134-31 |
|
1.000 |
134-11 |
|
0.618 |
133-31 |
|
HIGH |
133-11 |
|
0.618 |
132-31 |
|
0.500 |
132-27 |
|
0.382 |
132-23 |
|
LOW |
132-11 |
|
0.618 |
131-23 |
|
1.000 |
131-11 |
|
1.618 |
130-23 |
|
2.618 |
129-23 |
|
4.250 |
128-03 |
|
|
| Fisher Pivots for day following 24-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
133-00 |
132-29 |
| PP |
132-30 |
132-23 |
| S1 |
132-27 |
132-18 |
|