ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
133-09 |
134-04 |
0-27 |
0.6% |
133-00 |
| High |
134-19 |
134-28 |
0-09 |
0.2% |
134-28 |
| Low |
133-04 |
134-03 |
0-31 |
0.7% |
132-27 |
| Close |
134-14 |
134-25 |
0-11 |
0.3% |
134-25 |
| Range |
1-15 |
0-25 |
-0-22 |
-46.8% |
2-01 |
| ATR |
0-30 |
0-30 |
0-00 |
-1.2% |
0-00 |
| Volume |
440,760 |
322,080 |
-118,680 |
-26.9% |
1,604,736 |
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-30 |
136-20 |
135-07 |
|
| R3 |
136-05 |
135-27 |
135-00 |
|
| R2 |
135-12 |
135-12 |
134-30 |
|
| R1 |
135-02 |
135-02 |
134-27 |
135-07 |
| PP |
134-19 |
134-19 |
134-19 |
134-21 |
| S1 |
134-09 |
134-09 |
134-23 |
134-14 |
| S2 |
133-26 |
133-26 |
134-20 |
|
| S3 |
133-01 |
133-16 |
134-18 |
|
| S4 |
132-08 |
132-23 |
134-11 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-08 |
139-18 |
135-29 |
|
| R3 |
138-07 |
137-17 |
135-11 |
|
| R2 |
136-06 |
136-06 |
135-05 |
|
| R1 |
135-16 |
135-16 |
134-31 |
135-27 |
| PP |
134-05 |
134-05 |
134-05 |
134-11 |
| S1 |
133-15 |
133-15 |
134-19 |
133-26 |
| S2 |
132-04 |
132-04 |
134-13 |
|
| S3 |
130-03 |
131-14 |
134-07 |
|
| S4 |
128-02 |
129-13 |
133-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-28 |
132-27 |
2-01 |
1.5% |
0-28 |
0.6% |
95% |
True |
False |
320,947 |
| 10 |
134-28 |
131-21 |
3-07 |
2.4% |
0-28 |
0.7% |
97% |
True |
False |
319,410 |
| 20 |
134-28 |
131-21 |
3-07 |
2.4% |
0-29 |
0.7% |
97% |
True |
False |
312,157 |
| 40 |
134-28 |
129-21 |
5-07 |
3.9% |
0-30 |
0.7% |
98% |
True |
False |
285,368 |
| 60 |
134-28 |
129-00 |
5-28 |
4.4% |
0-29 |
0.7% |
98% |
True |
False |
190,832 |
| 80 |
134-28 |
126-24 |
8-04 |
6.0% |
0-25 |
0.6% |
99% |
True |
False |
143,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-06 |
|
2.618 |
136-29 |
|
1.618 |
136-04 |
|
1.000 |
135-21 |
|
0.618 |
135-11 |
|
HIGH |
134-28 |
|
0.618 |
134-18 |
|
0.500 |
134-16 |
|
0.382 |
134-13 |
|
LOW |
134-03 |
|
0.618 |
133-20 |
|
1.000 |
133-10 |
|
1.618 |
132-27 |
|
2.618 |
132-02 |
|
4.250 |
130-25 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-22 |
134-17 |
| PP |
134-19 |
134-08 |
| S1 |
134-16 |
134-00 |
|