ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
132-04 |
133-00 |
0-28 |
0.7% |
133-13 |
| High |
133-03 |
133-23 |
0-20 |
0.5% |
133-15 |
| Low |
131-21 |
132-27 |
1-06 |
0.9% |
131-21 |
| Close |
132-31 |
133-14 |
0-15 |
0.4% |
132-31 |
| Range |
1-14 |
0-28 |
-0-18 |
-39.1% |
1-26 |
| ATR |
0-31 |
0-30 |
0-00 |
-0.6% |
0-00 |
| Volume |
437,807 |
287,242 |
-150,565 |
-34.4% |
1,589,371 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-31 |
135-18 |
133-29 |
|
| R3 |
135-03 |
134-22 |
133-22 |
|
| R2 |
134-07 |
134-07 |
133-19 |
|
| R1 |
133-26 |
133-26 |
133-17 |
134-00 |
| PP |
133-11 |
133-11 |
133-11 |
133-14 |
| S1 |
132-30 |
132-30 |
133-11 |
133-04 |
| S2 |
132-15 |
132-15 |
133-09 |
|
| S3 |
131-19 |
132-02 |
133-06 |
|
| S4 |
130-23 |
131-06 |
132-31 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-04 |
137-12 |
133-31 |
|
| R3 |
136-10 |
135-18 |
133-15 |
|
| R2 |
134-16 |
134-16 |
133-10 |
|
| R1 |
133-24 |
133-24 |
133-04 |
133-07 |
| PP |
132-22 |
132-22 |
132-22 |
132-14 |
| S1 |
131-30 |
131-30 |
132-26 |
131-13 |
| S2 |
130-28 |
130-28 |
132-20 |
|
| S3 |
129-02 |
130-04 |
132-15 |
|
| S4 |
127-08 |
128-10 |
131-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-23 |
131-21 |
2-02 |
1.5% |
0-29 |
0.7% |
86% |
True |
False |
304,132 |
| 10 |
134-16 |
131-21 |
2-27 |
2.1% |
0-30 |
0.7% |
63% |
False |
False |
316,820 |
| 20 |
134-16 |
131-00 |
3-16 |
2.6% |
0-30 |
0.7% |
70% |
False |
False |
317,710 |
| 40 |
134-16 |
129-21 |
4-27 |
3.6% |
0-30 |
0.7% |
78% |
False |
False |
252,601 |
| 60 |
134-16 |
127-19 |
6-29 |
5.2% |
0-29 |
0.7% |
85% |
False |
False |
168,882 |
| 80 |
134-16 |
126-24 |
7-24 |
5.8% |
0-24 |
0.6% |
86% |
False |
False |
126,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-14 |
|
2.618 |
136-00 |
|
1.618 |
135-04 |
|
1.000 |
134-19 |
|
0.618 |
134-08 |
|
HIGH |
133-23 |
|
0.618 |
133-12 |
|
0.500 |
133-09 |
|
0.382 |
133-06 |
|
LOW |
132-27 |
|
0.618 |
132-10 |
|
1.000 |
131-31 |
|
1.618 |
131-14 |
|
2.618 |
130-18 |
|
4.250 |
129-04 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
133-12 |
133-06 |
| PP |
133-11 |
132-30 |
| S1 |
133-09 |
132-22 |
|