ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
133-30 |
133-13 |
-0-17 |
-0.4% |
132-21 |
| High |
134-08 |
133-15 |
-0-25 |
-0.6% |
134-16 |
| Low |
133-05 |
132-16 |
-0-21 |
-0.5% |
132-11 |
| Close |
133-17 |
133-07 |
-0-10 |
-0.2% |
133-17 |
| Range |
1-03 |
0-31 |
-0-04 |
-11.4% |
2-05 |
| ATR |
0-31 |
0-31 |
0-00 |
0.5% |
0-00 |
| Volume |
271,525 |
355,951 |
84,426 |
31.1% |
1,616,294 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-31 |
135-18 |
133-24 |
|
| R3 |
135-00 |
134-19 |
133-16 |
|
| R2 |
134-01 |
134-01 |
133-13 |
|
| R1 |
133-20 |
133-20 |
133-10 |
133-11 |
| PP |
133-02 |
133-02 |
133-02 |
132-30 |
| S1 |
132-21 |
132-21 |
133-04 |
132-12 |
| S2 |
132-03 |
132-03 |
133-01 |
|
| S3 |
131-04 |
131-22 |
132-30 |
|
| S4 |
130-05 |
130-23 |
132-22 |
|
|
| 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 |
132-16 |
2-00 |
1.5% |
0-31 |
0.7% |
36% |
False |
True |
329,509 |
| 10 |
134-16 |
131-24 |
2-24 |
2.1% |
0-31 |
0.7% |
53% |
False |
False |
319,270 |
| 20 |
134-16 |
129-21 |
4-27 |
3.6% |
1-01 |
0.8% |
74% |
False |
False |
313,905 |
| 40 |
134-16 |
129-21 |
4-27 |
3.6% |
0-30 |
0.7% |
74% |
False |
False |
214,995 |
| 60 |
134-16 |
126-24 |
7-24 |
5.8% |
0-28 |
0.6% |
83% |
False |
False |
143,542 |
| 80 |
134-16 |
126-24 |
7-24 |
5.8% |
0-23 |
0.5% |
83% |
False |
False |
107,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-19 |
|
2.618 |
136-00 |
|
1.618 |
135-01 |
|
1.000 |
134-14 |
|
0.618 |
134-02 |
|
HIGH |
133-15 |
|
0.618 |
133-03 |
|
0.500 |
133-00 |
|
0.382 |
132-28 |
|
LOW |
132-16 |
|
0.618 |
131-29 |
|
1.000 |
131-17 |
|
1.618 |
130-30 |
|
2.618 |
129-31 |
|
4.250 |
128-12 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
133-04 |
133-16 |
| PP |
133-02 |
133-13 |
| S1 |
133-00 |
133-10 |
|