ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
134-26 |
134-31 |
0-05 |
0.1% |
133-00 |
| High |
135-00 |
135-04 |
0-04 |
0.1% |
134-28 |
| Low |
134-08 |
133-19 |
-0-21 |
-0.5% |
132-27 |
| Close |
134-28 |
133-29 |
-0-31 |
-0.7% |
134-25 |
| Range |
0-24 |
1-17 |
0-25 |
104.2% |
2-01 |
| ATR |
0-29 |
0-31 |
0-01 |
4.8% |
0-00 |
| Volume |
298,590 |
333,179 |
34,589 |
11.6% |
1,604,736 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-26 |
137-28 |
134-24 |
|
| R3 |
137-09 |
136-11 |
134-10 |
|
| R2 |
135-24 |
135-24 |
134-06 |
|
| R1 |
134-26 |
134-26 |
134-01 |
134-16 |
| PP |
134-07 |
134-07 |
134-07 |
134-02 |
| S1 |
133-09 |
133-09 |
133-25 |
133-00 |
| S2 |
132-22 |
132-22 |
133-20 |
|
| S3 |
131-05 |
131-24 |
133-16 |
|
| S4 |
129-20 |
130-07 |
133-02 |
|
|
| 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 |
135-10 |
133-19 |
1-23 |
1.3% |
0-31 |
0.7% |
18% |
False |
True |
306,984 |
| 10 |
135-10 |
131-21 |
3-21 |
2.7% |
1-00 |
0.7% |
62% |
False |
False |
325,538 |
| 20 |
135-10 |
131-21 |
3-21 |
2.7% |
0-30 |
0.7% |
62% |
False |
False |
313,397 |
| 40 |
135-10 |
129-21 |
5-21 |
4.2% |
0-30 |
0.7% |
75% |
False |
False |
315,420 |
| 60 |
135-10 |
129-21 |
5-21 |
4.2% |
0-30 |
0.7% |
75% |
False |
False |
211,038 |
| 80 |
135-10 |
126-24 |
8-18 |
6.4% |
0-27 |
0.6% |
84% |
False |
False |
158,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-20 |
|
2.618 |
139-04 |
|
1.618 |
137-19 |
|
1.000 |
136-21 |
|
0.618 |
136-02 |
|
HIGH |
135-04 |
|
0.618 |
134-17 |
|
0.500 |
134-12 |
|
0.382 |
134-06 |
|
LOW |
133-19 |
|
0.618 |
132-21 |
|
1.000 |
132-02 |
|
1.618 |
131-04 |
|
2.618 |
129-19 |
|
4.250 |
127-03 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-12 |
134-14 |
| PP |
134-07 |
134-09 |
| S1 |
134-02 |
134-03 |
|