ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
136-04 |
135-24 |
-0-12 |
-0.3% |
134-28 |
| High |
136-16 |
136-08 |
-0-08 |
-0.2% |
136-16 |
| Low |
135-21 |
135-17 |
-0-04 |
-0.1% |
133-25 |
| Close |
135-23 |
136-02 |
0-11 |
0.3% |
136-06 |
| Range |
0-27 |
0-23 |
-0-04 |
-14.8% |
2-23 |
| ATR |
1-00 |
0-31 |
-0-01 |
-2.0% |
0-00 |
| Volume |
215,806 |
283,601 |
67,795 |
31.4% |
1,865,753 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-03 |
137-26 |
136-15 |
|
| R3 |
137-12 |
137-03 |
136-08 |
|
| R2 |
136-21 |
136-21 |
136-06 |
|
| R1 |
136-12 |
136-12 |
136-04 |
136-16 |
| PP |
135-30 |
135-30 |
135-30 |
136-01 |
| S1 |
135-21 |
135-21 |
136-00 |
135-26 |
| S2 |
135-07 |
135-07 |
135-30 |
|
| S3 |
134-16 |
134-30 |
135-28 |
|
| S4 |
133-25 |
134-07 |
135-21 |
|
|
| 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 |
133-30 |
2-18 |
1.9% |
1-05 |
0.9% |
83% |
False |
False |
356,415 |
| 10 |
136-16 |
133-24 |
2-24 |
2.0% |
0-30 |
0.7% |
84% |
False |
False |
319,277 |
| 20 |
136-16 |
133-04 |
3-12 |
2.5% |
0-30 |
0.7% |
87% |
False |
False |
304,617 |
| 40 |
136-16 |
131-00 |
5-16 |
4.0% |
0-30 |
0.7% |
92% |
False |
False |
311,164 |
| 60 |
136-16 |
129-21 |
6-27 |
5.0% |
0-30 |
0.7% |
94% |
False |
False |
269,940 |
| 80 |
136-16 |
127-19 |
8-29 |
6.5% |
0-29 |
0.7% |
95% |
False |
False |
202,815 |
| 100 |
136-16 |
126-24 |
9-24 |
7.2% |
0-25 |
0.6% |
96% |
False |
False |
162,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-10 |
|
2.618 |
138-04 |
|
1.618 |
137-13 |
|
1.000 |
136-31 |
|
0.618 |
136-22 |
|
HIGH |
136-08 |
|
0.618 |
135-31 |
|
0.500 |
135-28 |
|
0.382 |
135-26 |
|
LOW |
135-17 |
|
0.618 |
135-03 |
|
1.000 |
134-26 |
|
1.618 |
134-12 |
|
2.618 |
133-21 |
|
4.250 |
132-15 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-00 |
135-28 |
| PP |
135-30 |
135-22 |
| S1 |
135-28 |
135-16 |
|