ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
135-30 |
135-24 |
-0-06 |
-0.1% |
136-04 |
| High |
136-14 |
135-25 |
-0-21 |
-0.5% |
136-22 |
| Low |
135-17 |
135-05 |
-0-12 |
-0.3% |
135-17 |
| Close |
135-24 |
135-11 |
-0-13 |
-0.3% |
135-24 |
| Range |
0-29 |
0-20 |
-0-09 |
-31.0% |
1-05 |
| ATR |
0-30 |
0-30 |
-0-01 |
-2.4% |
0-00 |
| Volume |
338,398 |
205,977 |
-132,421 |
-39.1% |
1,714,560 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-10 |
136-30 |
135-22 |
|
| R3 |
136-22 |
136-10 |
135-16 |
|
| R2 |
136-02 |
136-02 |
135-15 |
|
| R1 |
135-22 |
135-22 |
135-13 |
135-18 |
| PP |
135-14 |
135-14 |
135-14 |
135-12 |
| S1 |
135-02 |
135-02 |
135-09 |
134-30 |
| S2 |
134-26 |
134-26 |
135-07 |
|
| S3 |
134-06 |
134-14 |
135-06 |
|
| S4 |
133-18 |
133-26 |
135-00 |
|
|
| 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 |
135-05 |
1-17 |
1.1% |
0-25 |
0.6% |
12% |
False |
True |
340,946 |
| 10 |
136-22 |
133-25 |
2-29 |
2.1% |
0-31 |
0.7% |
54% |
False |
False |
349,432 |
| 20 |
136-22 |
133-14 |
3-08 |
2.4% |
0-29 |
0.7% |
59% |
False |
False |
309,799 |
| 40 |
136-22 |
131-21 |
5-01 |
3.7% |
0-29 |
0.7% |
73% |
False |
False |
310,978 |
| 60 |
136-22 |
129-21 |
7-01 |
5.2% |
0-30 |
0.7% |
81% |
False |
False |
293,511 |
| 80 |
136-22 |
129-00 |
7-22 |
5.7% |
0-29 |
0.7% |
83% |
False |
False |
220,573 |
| 100 |
136-22 |
126-24 |
9-30 |
7.3% |
0-26 |
0.6% |
86% |
False |
False |
176,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-14 |
|
2.618 |
137-13 |
|
1.618 |
136-25 |
|
1.000 |
136-13 |
|
0.618 |
136-05 |
|
HIGH |
135-25 |
|
0.618 |
135-17 |
|
0.500 |
135-15 |
|
0.382 |
135-13 |
|
LOW |
135-05 |
|
0.618 |
134-25 |
|
1.000 |
134-17 |
|
1.618 |
134-05 |
|
2.618 |
133-17 |
|
4.250 |
132-16 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
135-15 |
135-30 |
| PP |
135-14 |
135-23 |
| S1 |
135-12 |
135-17 |
|