ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
133-13 |
133-20 |
0-07 |
0.2% |
133-13 |
| High |
133-25 |
133-22 |
-0-03 |
-0.1% |
133-15 |
| Low |
133-04 |
133-05 |
0-01 |
0.0% |
131-21 |
| Close |
133-21 |
133-14 |
-0-07 |
-0.2% |
132-31 |
| Range |
0-21 |
0-17 |
-0-04 |
-19.0% |
1-26 |
| ATR |
0-30 |
0-29 |
-0-01 |
-3.1% |
0-00 |
| Volume |
264,574 |
290,080 |
25,506 |
9.6% |
1,589,371 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-01 |
134-24 |
133-23 |
|
| R3 |
134-16 |
134-07 |
133-19 |
|
| R2 |
133-31 |
133-31 |
133-17 |
|
| R1 |
133-22 |
133-22 |
133-16 |
133-18 |
| PP |
133-14 |
133-14 |
133-14 |
133-12 |
| S1 |
133-05 |
133-05 |
133-12 |
133-01 |
| S2 |
132-29 |
132-29 |
133-11 |
|
| S3 |
132-12 |
132-20 |
133-09 |
|
| S4 |
131-27 |
132-03 |
133-05 |
|
|
| 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 |
133-25 |
131-21 |
2-04 |
1.6% |
0-26 |
0.6% |
84% |
False |
False |
300,476 |
| 10 |
134-16 |
131-21 |
2-27 |
2.1% |
0-28 |
0.7% |
63% |
False |
False |
314,311 |
| 20 |
134-16 |
131-21 |
2-27 |
2.1% |
0-30 |
0.7% |
63% |
False |
False |
317,438 |
| 40 |
134-16 |
129-21 |
4-27 |
3.6% |
0-30 |
0.7% |
78% |
False |
False |
266,347 |
| 60 |
134-16 |
128-18 |
5-30 |
4.4% |
0-28 |
0.7% |
82% |
False |
False |
178,121 |
| 80 |
134-16 |
126-24 |
7-24 |
5.8% |
0-24 |
0.6% |
86% |
False |
False |
133,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-30 |
|
2.618 |
135-03 |
|
1.618 |
134-18 |
|
1.000 |
134-07 |
|
0.618 |
134-01 |
|
HIGH |
133-22 |
|
0.618 |
133-16 |
|
0.500 |
133-14 |
|
0.382 |
133-11 |
|
LOW |
133-05 |
|
0.618 |
132-26 |
|
1.000 |
132-20 |
|
1.618 |
132-09 |
|
2.618 |
131-24 |
|
4.250 |
130-29 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
133-14 |
133-13 |
| PP |
133-14 |
133-11 |
| S1 |
133-14 |
133-10 |
|