ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
134-03 |
134-10 |
0-07 |
0.2% |
134-25 |
| High |
134-18 |
134-22 |
0-04 |
0.1% |
135-10 |
| Low |
133-30 |
133-24 |
-0-06 |
-0.1% |
133-19 |
| Close |
134-15 |
134-17 |
0-02 |
0.0% |
133-29 |
| Range |
0-20 |
0-30 |
0-10 |
50.0% |
1-23 |
| ATR |
0-29 |
0-29 |
0-00 |
0.2% |
0-00 |
| Volume |
243,589 |
312,624 |
69,035 |
28.3% |
1,212,840 |
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-04 |
136-25 |
135-02 |
|
| R3 |
136-06 |
135-27 |
134-25 |
|
| R2 |
135-08 |
135-08 |
134-22 |
|
| R1 |
134-29 |
134-29 |
134-20 |
135-02 |
| PP |
134-10 |
134-10 |
134-10 |
134-13 |
| S1 |
133-31 |
133-31 |
134-14 |
134-04 |
| S2 |
133-12 |
133-12 |
134-12 |
|
| S3 |
132-14 |
133-01 |
134-09 |
|
| S4 |
131-16 |
132-03 |
134-00 |
|
|
| 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% |
0-29 |
0.7% |
65% |
False |
False |
251,725 |
| 10 |
135-10 |
133-04 |
2-06 |
1.6% |
0-30 |
0.7% |
64% |
False |
False |
290,112 |
| 20 |
135-10 |
131-21 |
3-21 |
2.7% |
0-29 |
0.7% |
79% |
False |
False |
302,212 |
| 40 |
135-10 |
129-21 |
5-21 |
4.2% |
0-30 |
0.7% |
86% |
False |
False |
311,038 |
| 60 |
135-10 |
129-21 |
5-21 |
4.2% |
0-30 |
0.7% |
86% |
False |
False |
226,444 |
| 80 |
135-10 |
126-24 |
8-18 |
6.4% |
0-27 |
0.6% |
91% |
False |
False |
169,862 |
| 100 |
135-10 |
126-24 |
8-18 |
6.4% |
0-23 |
0.5% |
91% |
False |
False |
135,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-22 |
|
2.618 |
137-05 |
|
1.618 |
136-07 |
|
1.000 |
135-20 |
|
0.618 |
135-09 |
|
HIGH |
134-22 |
|
0.618 |
134-11 |
|
0.500 |
134-07 |
|
0.382 |
134-03 |
|
LOW |
133-24 |
|
0.618 |
133-05 |
|
1.000 |
132-26 |
|
1.618 |
132-07 |
|
2.618 |
131-09 |
|
4.250 |
129-24 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-14 |
134-12 |
| PP |
134-10 |
134-07 |
| S1 |
134-07 |
134-02 |
|