ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 09-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
| Open |
136-01 |
135-30 |
-0-03 |
-0.1% |
136-04 |
| High |
136-22 |
136-14 |
-0-08 |
-0.2% |
136-22 |
| Low |
135-23 |
135-17 |
-0-06 |
-0.1% |
135-17 |
| Close |
136-06 |
135-24 |
-0-14 |
-0.3% |
135-24 |
| Range |
0-31 |
0-29 |
-0-02 |
-6.5% |
1-05 |
| ATR |
0-30 |
0-30 |
0-00 |
-0.3% |
0-00 |
| Volume |
476,278 |
338,398 |
-137,880 |
-28.9% |
1,714,560 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-20 |
138-03 |
136-08 |
|
| R3 |
137-23 |
137-06 |
136-00 |
|
| R2 |
136-26 |
136-26 |
135-29 |
|
| R1 |
136-09 |
136-09 |
135-27 |
136-03 |
| PP |
135-29 |
135-29 |
135-29 |
135-26 |
| S1 |
135-12 |
135-12 |
135-21 |
135-06 |
| S2 |
135-00 |
135-00 |
135-19 |
|
| S3 |
134-03 |
134-15 |
135-16 |
|
| S4 |
133-06 |
133-18 |
135-08 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-15 |
138-24 |
136-12 |
|
| R3 |
138-10 |
137-19 |
136-02 |
|
| R2 |
137-05 |
137-05 |
135-31 |
|
| R1 |
136-14 |
136-14 |
135-27 |
136-07 |
| PP |
136-00 |
136-00 |
136-00 |
135-28 |
| S1 |
135-09 |
135-09 |
135-21 |
135-02 |
| S2 |
134-27 |
134-27 |
135-17 |
|
| S3 |
133-22 |
134-04 |
135-14 |
|
| S4 |
132-17 |
132-31 |
135-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-22 |
135-17 |
1-05 |
0.9% |
0-26 |
0.6% |
19% |
False |
True |
342,912 |
| 10 |
136-22 |
133-25 |
2-29 |
2.1% |
0-31 |
0.7% |
68% |
False |
False |
358,031 |
| 20 |
136-22 |
133-14 |
3-08 |
2.4% |
0-30 |
0.7% |
71% |
False |
False |
315,604 |
| 40 |
136-22 |
131-21 |
5-01 |
3.7% |
0-29 |
0.7% |
81% |
False |
False |
315,281 |
| 60 |
136-22 |
129-21 |
7-01 |
5.2% |
0-30 |
0.7% |
87% |
False |
False |
290,104 |
| 80 |
136-22 |
128-18 |
8-04 |
6.0% |
0-29 |
0.7% |
88% |
False |
False |
217,999 |
| 100 |
136-22 |
126-24 |
9-30 |
7.3% |
0-26 |
0.6% |
91% |
False |
False |
174,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-09 |
|
2.618 |
138-26 |
|
1.618 |
137-29 |
|
1.000 |
137-11 |
|
0.618 |
137-00 |
|
HIGH |
136-14 |
|
0.618 |
136-03 |
|
0.500 |
136-00 |
|
0.382 |
135-28 |
|
LOW |
135-17 |
|
0.618 |
134-31 |
|
1.000 |
134-20 |
|
1.618 |
134-02 |
|
2.618 |
133-05 |
|
4.250 |
131-22 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-00 |
136-04 |
| PP |
135-29 |
136-00 |
| S1 |
135-26 |
135-28 |
|