ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
133-21 |
133-30 |
0-09 |
0.2% |
132-21 |
| High |
134-16 |
134-08 |
-0-08 |
-0.2% |
134-16 |
| Low |
133-16 |
133-05 |
-0-11 |
-0.3% |
132-11 |
| Close |
134-07 |
133-17 |
-0-22 |
-0.5% |
133-17 |
| Range |
1-00 |
1-03 |
0-03 |
9.4% |
2-05 |
| ATR |
0-31 |
0-31 |
0-00 |
1.0% |
0-00 |
| Volume |
440,325 |
271,525 |
-168,800 |
-38.3% |
1,616,294 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-30 |
136-10 |
134-04 |
|
| R3 |
135-27 |
135-07 |
133-27 |
|
| R2 |
134-24 |
134-24 |
133-23 |
|
| R1 |
134-04 |
134-04 |
133-20 |
133-28 |
| PP |
133-21 |
133-21 |
133-21 |
133-17 |
| S1 |
133-01 |
133-01 |
133-14 |
132-26 |
| S2 |
132-18 |
132-18 |
133-11 |
|
| S3 |
131-15 |
131-30 |
133-07 |
|
| S4 |
130-12 |
130-27 |
132-30 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-30 |
138-28 |
134-23 |
|
| R3 |
137-25 |
136-23 |
134-04 |
|
| R2 |
135-20 |
135-20 |
133-30 |
|
| R1 |
134-18 |
134-18 |
133-23 |
135-03 |
| PP |
133-15 |
133-15 |
133-15 |
133-23 |
| S1 |
132-13 |
132-13 |
133-11 |
132-30 |
| S2 |
131-10 |
131-10 |
133-04 |
|
| S3 |
129-05 |
130-08 |
132-30 |
|
| S4 |
127-00 |
128-03 |
132-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-16 |
132-11 |
2-05 |
1.6% |
0-31 |
0.7% |
55% |
False |
False |
323,258 |
| 10 |
134-16 |
131-24 |
2-24 |
2.1% |
0-30 |
0.7% |
65% |
False |
False |
304,904 |
| 20 |
134-16 |
129-21 |
4-27 |
3.6% |
1-01 |
0.8% |
80% |
False |
False |
316,849 |
| 40 |
134-16 |
129-21 |
4-27 |
3.6% |
0-30 |
0.7% |
80% |
False |
False |
206,211 |
| 60 |
134-16 |
126-24 |
7-24 |
5.8% |
0-27 |
0.6% |
88% |
False |
False |
137,610 |
| 80 |
134-16 |
126-24 |
7-24 |
5.8% |
0-22 |
0.5% |
88% |
False |
False |
103,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-29 |
|
2.618 |
137-04 |
|
1.618 |
136-01 |
|
1.000 |
135-11 |
|
0.618 |
134-30 |
|
HIGH |
134-08 |
|
0.618 |
133-27 |
|
0.500 |
133-22 |
|
0.382 |
133-18 |
|
LOW |
133-05 |
|
0.618 |
132-15 |
|
1.000 |
132-02 |
|
1.618 |
131-12 |
|
2.618 |
130-09 |
|
4.250 |
128-16 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
133-22 |
133-18 |
| PP |
133-21 |
133-18 |
| S1 |
133-19 |
133-18 |
|