ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 14-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
134-04 |
134-25 |
0-21 |
0.5% |
133-00 |
| High |
134-28 |
135-02 |
0-06 |
0.1% |
134-28 |
| Low |
134-03 |
134-09 |
0-06 |
0.1% |
132-27 |
| Close |
134-25 |
134-16 |
-0-09 |
-0.2% |
134-25 |
| Range |
0-25 |
0-25 |
0-00 |
0.0% |
2-01 |
| ATR |
0-30 |
0-29 |
0-00 |
-1.1% |
0-00 |
| Volume |
322,080 |
219,855 |
-102,225 |
-31.7% |
1,604,736 |
|
| Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-31 |
136-16 |
134-30 |
|
| R3 |
136-06 |
135-23 |
134-23 |
|
| R2 |
135-13 |
135-13 |
134-21 |
|
| R1 |
134-30 |
134-30 |
134-18 |
134-25 |
| PP |
134-20 |
134-20 |
134-20 |
134-17 |
| S1 |
134-05 |
134-05 |
134-14 |
134-00 |
| S2 |
133-27 |
133-27 |
134-11 |
|
| S3 |
133-02 |
133-12 |
134-09 |
|
| S4 |
132-09 |
132-19 |
134-02 |
|
|
| 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 |
135-02 |
133-04 |
1-30 |
1.4% |
0-27 |
0.6% |
71% |
True |
False |
307,469 |
| 10 |
135-02 |
131-21 |
3-13 |
2.5% |
0-28 |
0.6% |
83% |
True |
False |
305,801 |
| 20 |
135-02 |
131-21 |
3-13 |
2.5% |
0-29 |
0.7% |
83% |
True |
False |
312,535 |
| 40 |
135-02 |
129-21 |
5-13 |
4.0% |
0-30 |
0.7% |
90% |
True |
False |
290,830 |
| 60 |
135-02 |
129-10 |
5-24 |
4.3% |
0-29 |
0.7% |
90% |
True |
False |
194,494 |
| 80 |
135-02 |
126-24 |
8-10 |
6.2% |
0-25 |
0.6% |
93% |
True |
False |
145,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-12 |
|
2.618 |
137-03 |
|
1.618 |
136-10 |
|
1.000 |
135-27 |
|
0.618 |
135-17 |
|
HIGH |
135-02 |
|
0.618 |
134-24 |
|
0.500 |
134-22 |
|
0.382 |
134-19 |
|
LOW |
134-09 |
|
0.618 |
133-26 |
|
1.000 |
133-16 |
|
1.618 |
133-01 |
|
2.618 |
132-08 |
|
4.250 |
130-31 |
|
|
| Fisher Pivots for day following 14-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-22 |
134-12 |
| PP |
134-20 |
134-07 |
| S1 |
134-18 |
134-03 |
|