ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 01-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
| Open |
134-13 |
134-28 |
0-15 |
0.3% |
133-28 |
| High |
135-00 |
135-28 |
0-28 |
0.6% |
135-09 |
| Low |
133-30 |
134-22 |
0-24 |
0.6% |
133-14 |
| Close |
134-30 |
135-22 |
0-24 |
0.6% |
134-30 |
| Range |
1-02 |
1-06 |
0-04 |
11.8% |
1-27 |
| ATR |
0-29 |
0-30 |
0-01 |
2.2% |
0-00 |
| Volume |
423,717 |
272,757 |
-150,960 |
-35.6% |
1,196,852 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-31 |
138-17 |
136-11 |
|
| R3 |
137-25 |
137-11 |
136-00 |
|
| R2 |
136-19 |
136-19 |
135-29 |
|
| R1 |
136-05 |
136-05 |
135-25 |
136-12 |
| PP |
135-13 |
135-13 |
135-13 |
135-17 |
| S1 |
134-31 |
134-31 |
135-19 |
135-06 |
| S2 |
134-07 |
134-07 |
135-15 |
|
| S3 |
133-01 |
133-25 |
135-12 |
|
| S4 |
131-27 |
132-19 |
135-01 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-03 |
139-11 |
135-30 |
|
| R3 |
138-08 |
137-16 |
135-14 |
|
| R2 |
136-13 |
136-13 |
135-09 |
|
| R1 |
135-21 |
135-21 |
135-03 |
136-01 |
| PP |
134-18 |
134-18 |
134-18 |
134-24 |
| S1 |
133-26 |
133-26 |
134-25 |
134-06 |
| S2 |
132-23 |
132-23 |
134-19 |
|
| S3 |
130-28 |
131-31 |
134-14 |
|
| S4 |
129-01 |
130-04 |
133-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-28 |
133-25 |
2-03 |
1.5% |
0-28 |
0.6% |
91% |
True |
False |
310,191 |
| 10 |
135-28 |
133-14 |
2-14 |
1.8% |
0-29 |
0.7% |
92% |
True |
False |
280,958 |
| 20 |
135-28 |
131-21 |
4-07 |
3.1% |
0-29 |
0.7% |
96% |
True |
False |
297,723 |
| 40 |
135-28 |
129-21 |
6-07 |
4.6% |
0-30 |
0.7% |
97% |
True |
False |
305,915 |
| 60 |
135-28 |
129-21 |
6-07 |
4.6% |
0-29 |
0.7% |
97% |
True |
False |
251,998 |
| 80 |
135-28 |
126-27 |
9-01 |
6.7% |
0-28 |
0.6% |
98% |
True |
False |
189,249 |
| 100 |
135-28 |
126-24 |
9-04 |
6.7% |
0-24 |
0.6% |
98% |
True |
False |
151,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-30 |
|
2.618 |
138-31 |
|
1.618 |
137-25 |
|
1.000 |
137-02 |
|
0.618 |
136-19 |
|
HIGH |
135-28 |
|
0.618 |
135-13 |
|
0.500 |
135-09 |
|
0.382 |
135-05 |
|
LOW |
134-22 |
|
0.618 |
133-31 |
|
1.000 |
133-16 |
|
1.618 |
132-25 |
|
2.618 |
131-19 |
|
4.250 |
129-20 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
135-18 |
135-13 |
| PP |
135-13 |
135-04 |
| S1 |
135-09 |
134-26 |
|