ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 25-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
132-21 |
133-07 |
0-18 |
0.4% |
133-11 |
| High |
133-11 |
133-10 |
-0-01 |
0.0% |
133-20 |
| Low |
132-11 |
132-21 |
0-10 |
0.2% |
131-24 |
| Close |
133-03 |
133-02 |
-0-01 |
0.0% |
132-21 |
| Range |
1-00 |
0-21 |
-0-11 |
-34.4% |
1-28 |
| ATR |
0-31 |
0-30 |
-0-01 |
-2.3% |
0-00 |
| Volume |
324,699 |
281,363 |
-43,336 |
-13.3% |
1,432,746 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-31 |
134-22 |
133-14 |
|
| R3 |
134-10 |
134-01 |
133-08 |
|
| R2 |
133-21 |
133-21 |
133-06 |
|
| R1 |
133-12 |
133-12 |
133-04 |
133-06 |
| PP |
133-00 |
133-00 |
133-00 |
132-30 |
| S1 |
132-23 |
132-23 |
133-00 |
132-17 |
| S2 |
132-11 |
132-11 |
132-30 |
|
| S3 |
131-22 |
132-02 |
132-28 |
|
| S4 |
131-01 |
131-13 |
132-22 |
|
|
| 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% |
0-31 |
0.7% |
82% |
False |
False |
316,293 |
| 10 |
134-00 |
131-11 |
2-21 |
2.0% |
0-31 |
0.7% |
65% |
False |
False |
322,800 |
| 20 |
134-01 |
129-21 |
4-12 |
3.3% |
0-31 |
0.7% |
78% |
False |
False |
334,278 |
| 40 |
134-01 |
129-21 |
4-12 |
3.3% |
0-29 |
0.7% |
78% |
False |
False |
181,109 |
| 60 |
134-01 |
126-24 |
7-09 |
5.5% |
0-26 |
0.6% |
87% |
False |
False |
120,773 |
| 80 |
134-01 |
126-24 |
7-09 |
5.5% |
0-21 |
0.5% |
87% |
False |
False |
90,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-03 |
|
2.618 |
135-01 |
|
1.618 |
134-12 |
|
1.000 |
133-31 |
|
0.618 |
133-23 |
|
HIGH |
133-10 |
|
0.618 |
133-02 |
|
0.500 |
133-00 |
|
0.382 |
132-29 |
|
LOW |
132-21 |
|
0.618 |
132-08 |
|
1.000 |
132-00 |
|
1.618 |
131-19 |
|
2.618 |
130-30 |
|
4.250 |
129-28 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
133-01 |
132-30 |
| PP |
133-00 |
132-26 |
| S1 |
133-00 |
132-22 |
|