ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 23-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
133-27 |
134-03 |
0-08 |
0.2% |
134-25 |
| High |
134-06 |
134-18 |
0-12 |
0.3% |
135-10 |
| Low |
133-14 |
133-30 |
0-16 |
0.4% |
133-19 |
| Close |
133-30 |
134-15 |
0-17 |
0.4% |
133-29 |
| Range |
0-24 |
0-20 |
-0-04 |
-16.7% |
1-23 |
| ATR |
0-30 |
0-29 |
-0-01 |
-2.3% |
0-00 |
| Volume |
243,017 |
243,589 |
572 |
0.2% |
1,212,840 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-06 |
135-31 |
134-26 |
|
| R3 |
135-18 |
135-11 |
134-20 |
|
| R2 |
134-30 |
134-30 |
134-19 |
|
| R1 |
134-23 |
134-23 |
134-17 |
134-26 |
| PP |
134-10 |
134-10 |
134-10 |
134-12 |
| S1 |
134-03 |
134-03 |
134-13 |
134-06 |
| S2 |
133-22 |
133-22 |
134-11 |
|
| S3 |
133-02 |
133-15 |
134-10 |
|
| S4 |
132-14 |
132-27 |
134-04 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-14 |
138-12 |
134-27 |
|
| R3 |
137-23 |
136-21 |
134-12 |
|
| R2 |
136-00 |
136-00 |
134-07 |
|
| R1 |
134-30 |
134-30 |
134-02 |
134-20 |
| PP |
134-09 |
134-09 |
134-09 |
134-03 |
| S1 |
133-07 |
133-07 |
133-24 |
132-28 |
| S2 |
132-18 |
132-18 |
133-19 |
|
| S3 |
130-27 |
131-16 |
133-14 |
|
| S4 |
129-04 |
129-25 |
132-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-04 |
133-14 |
1-22 |
1.3% |
0-28 |
0.7% |
61% |
False |
False |
248,918 |
| 10 |
135-10 |
133-04 |
2-06 |
1.6% |
0-29 |
0.7% |
61% |
False |
False |
287,858 |
| 20 |
135-10 |
131-21 |
3-21 |
2.7% |
0-29 |
0.7% |
77% |
False |
False |
301,500 |
| 40 |
135-10 |
129-21 |
5-21 |
4.2% |
0-30 |
0.7% |
85% |
False |
False |
317,889 |
| 60 |
135-10 |
129-21 |
5-21 |
4.2% |
0-29 |
0.7% |
85% |
False |
False |
221,239 |
| 80 |
135-10 |
126-24 |
8-18 |
6.4% |
0-27 |
0.6% |
90% |
False |
False |
165,955 |
| 100 |
135-10 |
126-24 |
8-18 |
6.4% |
0-23 |
0.5% |
90% |
False |
False |
132,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-07 |
|
2.618 |
136-06 |
|
1.618 |
135-18 |
|
1.000 |
135-06 |
|
0.618 |
134-30 |
|
HIGH |
134-18 |
|
0.618 |
134-10 |
|
0.500 |
134-08 |
|
0.382 |
134-06 |
|
LOW |
133-30 |
|
0.618 |
133-18 |
|
1.000 |
133-10 |
|
1.618 |
132-30 |
|
2.618 |
132-10 |
|
4.250 |
131-09 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-13 |
134-10 |
| PP |
134-10 |
134-05 |
| S1 |
134-08 |
134-00 |
|