ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 05-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
| Open |
135-18 |
136-04 |
0-18 |
0.4% |
134-28 |
| High |
136-16 |
136-16 |
0-00 |
0.0% |
136-16 |
| Low |
134-16 |
135-21 |
1-05 |
0.9% |
133-25 |
| Close |
136-06 |
135-23 |
-0-15 |
-0.3% |
136-06 |
| Range |
2-00 |
0-27 |
-1-05 |
-57.8% |
2-23 |
| ATR |
1-00 |
1-00 |
0-00 |
-1.1% |
0-00 |
| Volume |
586,198 |
215,806 |
-370,392 |
-63.2% |
1,865,753 |
|
| Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-16 |
137-30 |
136-06 |
|
| R3 |
137-21 |
137-03 |
135-30 |
|
| R2 |
136-26 |
136-26 |
135-28 |
|
| R1 |
136-08 |
136-08 |
135-25 |
136-04 |
| PP |
135-31 |
135-31 |
135-31 |
135-28 |
| S1 |
135-13 |
135-13 |
135-21 |
135-08 |
| S2 |
135-04 |
135-04 |
135-18 |
|
| S3 |
134-09 |
134-18 |
135-16 |
|
| S4 |
133-14 |
133-23 |
135-08 |
|
|
| 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% |
1-05 |
0.9% |
71% |
True |
False |
357,918 |
| 10 |
136-16 |
133-14 |
3-02 |
2.3% |
0-31 |
0.7% |
74% |
True |
False |
315,219 |
| 20 |
136-16 |
132-27 |
3-21 |
2.7% |
0-30 |
0.7% |
79% |
True |
False |
304,799 |
| 40 |
136-16 |
129-21 |
6-27 |
5.0% |
0-31 |
0.7% |
89% |
True |
False |
309,987 |
| 60 |
136-16 |
129-21 |
6-27 |
5.0% |
0-30 |
0.7% |
89% |
True |
False |
265,245 |
| 80 |
136-16 |
127-11 |
9-05 |
6.7% |
0-29 |
0.7% |
91% |
True |
False |
199,273 |
| 100 |
136-16 |
126-24 |
9-24 |
7.2% |
0-25 |
0.6% |
92% |
True |
False |
159,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-03 |
|
2.618 |
138-23 |
|
1.618 |
137-28 |
|
1.000 |
137-11 |
|
0.618 |
137-01 |
|
HIGH |
136-16 |
|
0.618 |
136-06 |
|
0.500 |
136-02 |
|
0.382 |
135-31 |
|
LOW |
135-21 |
|
0.618 |
135-04 |
|
1.000 |
134-26 |
|
1.618 |
134-09 |
|
2.618 |
133-14 |
|
4.250 |
132-02 |
|
|
| Fisher Pivots for day following 05-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-02 |
135-21 |
| PP |
135-31 |
135-18 |
| S1 |
135-27 |
135-16 |
|