ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 02-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
| Open |
134-28 |
135-18 |
0-22 |
0.5% |
134-28 |
| High |
135-28 |
136-16 |
0-20 |
0.5% |
136-16 |
| Low |
134-22 |
134-16 |
-0-06 |
-0.1% |
133-25 |
| Close |
135-22 |
136-06 |
0-16 |
0.4% |
136-06 |
| Range |
1-06 |
2-00 |
0-26 |
68.4% |
2-23 |
| ATR |
0-30 |
1-00 |
0-02 |
8.3% |
0-00 |
| Volume |
272,757 |
586,198 |
313,441 |
114.9% |
1,865,753 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-23 |
140-31 |
137-09 |
|
| R3 |
139-23 |
138-31 |
136-24 |
|
| R2 |
137-23 |
137-23 |
136-18 |
|
| R1 |
136-31 |
136-31 |
136-12 |
137-11 |
| PP |
135-23 |
135-23 |
135-23 |
135-30 |
| S1 |
134-31 |
134-31 |
136-00 |
135-11 |
| S2 |
133-23 |
133-23 |
135-26 |
|
| S3 |
131-23 |
132-31 |
135-20 |
|
| S4 |
129-23 |
130-31 |
135-03 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-21 |
142-20 |
137-22 |
|
| R3 |
140-30 |
139-29 |
136-30 |
|
| R2 |
138-07 |
138-07 |
136-22 |
|
| R1 |
137-06 |
137-06 |
136-14 |
137-22 |
| PP |
135-16 |
135-16 |
135-16 |
135-24 |
| S1 |
134-15 |
134-15 |
135-30 |
135-00 |
| S2 |
132-25 |
132-25 |
135-22 |
|
| S3 |
130-02 |
131-24 |
135-14 |
|
| S4 |
127-11 |
129-01 |
134-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-16 |
133-25 |
2-23 |
2.0% |
1-04 |
0.8% |
89% |
True |
False |
373,150 |
| 10 |
136-16 |
133-14 |
3-02 |
2.2% |
0-30 |
0.7% |
90% |
True |
False |
306,260 |
| 20 |
136-16 |
131-21 |
4-27 |
3.6% |
0-31 |
0.7% |
94% |
True |
False |
315,899 |
| 40 |
136-16 |
129-21 |
6-27 |
5.0% |
0-31 |
0.7% |
95% |
True |
False |
313,878 |
| 60 |
136-16 |
129-21 |
6-27 |
5.0% |
0-30 |
0.7% |
95% |
True |
False |
261,705 |
| 80 |
136-16 |
126-27 |
9-21 |
7.1% |
0-29 |
0.7% |
97% |
True |
False |
196,576 |
| 100 |
136-16 |
126-24 |
9-24 |
7.2% |
0-25 |
0.6% |
97% |
True |
False |
157,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-00 |
|
2.618 |
141-24 |
|
1.618 |
139-24 |
|
1.000 |
138-16 |
|
0.618 |
137-24 |
|
HIGH |
136-16 |
|
0.618 |
135-24 |
|
0.500 |
135-16 |
|
0.382 |
135-08 |
|
LOW |
134-16 |
|
0.618 |
133-08 |
|
1.000 |
132-16 |
|
1.618 |
131-08 |
|
2.618 |
129-08 |
|
4.250 |
126-00 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
135-31 |
135-28 |
| PP |
135-23 |
135-17 |
| S1 |
135-16 |
135-07 |
|