ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 02-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
133-08 |
132-20 |
-0-20 |
-0.5% |
132-21 |
| High |
133-09 |
132-20 |
-0-21 |
-0.5% |
134-16 |
| Low |
132-15 |
131-26 |
-0-21 |
-0.5% |
132-11 |
| Close |
132-20 |
131-31 |
-0-21 |
-0.5% |
133-17 |
| Range |
0-26 |
0-26 |
0-00 |
0.0% |
2-05 |
| ATR |
0-31 |
0-30 |
0-00 |
-1.1% |
0-00 |
| Volume |
271,833 |
301,103 |
29,270 |
10.8% |
1,616,294 |
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-18 |
134-03 |
132-13 |
|
| R3 |
133-24 |
133-09 |
132-06 |
|
| R2 |
132-30 |
132-30 |
132-04 |
|
| R1 |
132-15 |
132-15 |
132-01 |
132-10 |
| PP |
132-04 |
132-04 |
132-04 |
132-02 |
| S1 |
131-21 |
131-21 |
131-29 |
131-16 |
| S2 |
131-10 |
131-10 |
131-26 |
|
| S3 |
130-16 |
130-27 |
131-24 |
|
| S4 |
129-22 |
130-01 |
131-17 |
|
|
| 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 |
131-26 |
2-22 |
2.0% |
0-30 |
0.7% |
6% |
False |
True |
328,147 |
| 10 |
134-16 |
131-24 |
2-24 |
2.1% |
0-29 |
0.7% |
8% |
False |
False |
314,401 |
| 20 |
134-16 |
129-21 |
4-27 |
3.7% |
1-00 |
0.8% |
48% |
False |
False |
314,107 |
| 40 |
134-16 |
129-21 |
4-27 |
3.7% |
0-30 |
0.7% |
48% |
False |
False |
229,135 |
| 60 |
134-16 |
126-27 |
7-21 |
5.8% |
0-28 |
0.7% |
67% |
False |
False |
153,091 |
| 80 |
134-16 |
126-24 |
7-24 |
5.9% |
0-23 |
0.5% |
67% |
False |
False |
114,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-02 |
|
2.618 |
134-24 |
|
1.618 |
133-30 |
|
1.000 |
133-14 |
|
0.618 |
133-04 |
|
HIGH |
132-20 |
|
0.618 |
132-10 |
|
0.500 |
132-07 |
|
0.382 |
132-04 |
|
LOW |
131-26 |
|
0.618 |
131-10 |
|
1.000 |
131-00 |
|
1.618 |
130-16 |
|
2.618 |
129-22 |
|
4.250 |
128-12 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
132-07 |
132-20 |
| PP |
132-04 |
132-13 |
| S1 |
132-02 |
132-06 |
|