ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
133-20 |
133-09 |
-0-11 |
-0.3% |
133-13 |
| High |
133-22 |
134-19 |
0-29 |
0.7% |
133-15 |
| Low |
133-05 |
133-04 |
-0-01 |
0.0% |
131-21 |
| Close |
133-14 |
134-14 |
1-00 |
0.7% |
132-31 |
| Range |
0-17 |
1-15 |
0-30 |
176.5% |
1-26 |
| ATR |
0-29 |
0-30 |
0-01 |
4.5% |
0-00 |
| Volume |
290,080 |
440,760 |
150,680 |
51.9% |
1,589,371 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-15 |
137-29 |
135-08 |
|
| R3 |
137-00 |
136-14 |
134-27 |
|
| R2 |
135-17 |
135-17 |
134-23 |
|
| R1 |
134-31 |
134-31 |
134-18 |
135-08 |
| PP |
134-02 |
134-02 |
134-02 |
134-06 |
| S1 |
133-16 |
133-16 |
134-10 |
133-25 |
| S2 |
132-19 |
132-19 |
134-05 |
|
| S3 |
131-04 |
132-01 |
134-01 |
|
| S4 |
129-21 |
130-18 |
133-20 |
|
|
| 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 |
134-19 |
131-21 |
2-30 |
2.2% |
1-00 |
0.7% |
95% |
True |
False |
344,092 |
| 10 |
134-19 |
131-21 |
2-30 |
2.2% |
0-29 |
0.7% |
95% |
True |
False |
314,355 |
| 20 |
134-19 |
131-21 |
2-30 |
2.2% |
0-29 |
0.7% |
95% |
True |
False |
314,958 |
| 40 |
134-19 |
129-21 |
4-30 |
3.7% |
0-30 |
0.7% |
97% |
True |
False |
277,354 |
| 60 |
134-19 |
128-18 |
6-01 |
4.5% |
0-29 |
0.7% |
97% |
True |
False |
185,464 |
| 80 |
134-19 |
126-24 |
7-27 |
5.8% |
0-25 |
0.6% |
98% |
True |
False |
139,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-27 |
|
2.618 |
138-14 |
|
1.618 |
136-31 |
|
1.000 |
136-02 |
|
0.618 |
135-16 |
|
HIGH |
134-19 |
|
0.618 |
134-01 |
|
0.500 |
133-28 |
|
0.382 |
133-22 |
|
LOW |
133-04 |
|
0.618 |
132-07 |
|
1.000 |
131-21 |
|
1.618 |
130-24 |
|
2.618 |
129-09 |
|
4.250 |
126-28 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-08 |
134-08 |
| PP |
134-02 |
134-02 |
| S1 |
133-28 |
133-28 |
|