ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
135-09 |
135-30 |
0-21 |
0.5% |
136-04 |
| High |
136-03 |
137-09 |
1-06 |
0.9% |
136-22 |
| Low |
135-08 |
135-28 |
0-20 |
0.5% |
135-17 |
| Close |
135-28 |
137-01 |
1-05 |
0.9% |
135-24 |
| Range |
0-27 |
1-13 |
0-18 |
66.7% |
1-05 |
| ATR |
0-29 |
0-30 |
0-01 |
3.8% |
0-00 |
| Volume |
274,122 |
382,841 |
108,719 |
39.7% |
1,714,560 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-30 |
140-13 |
137-26 |
|
| R3 |
139-17 |
139-00 |
137-13 |
|
| R2 |
138-04 |
138-04 |
137-09 |
|
| R1 |
137-19 |
137-19 |
137-05 |
137-28 |
| PP |
136-23 |
136-23 |
136-23 |
136-28 |
| S1 |
136-06 |
136-06 |
136-29 |
136-14 |
| S2 |
135-10 |
135-10 |
136-25 |
|
| S3 |
133-29 |
134-25 |
136-21 |
|
| S4 |
132-16 |
133-12 |
136-08 |
|
|
| 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 |
137-09 |
135-05 |
2-04 |
1.6% |
0-30 |
0.7% |
88% |
True |
False |
335,523 |
| 10 |
137-09 |
134-16 |
2-25 |
2.0% |
1-00 |
0.7% |
91% |
True |
False |
343,645 |
| 20 |
137-09 |
133-14 |
3-27 |
2.8% |
0-30 |
0.7% |
93% |
True |
False |
313,593 |
| 40 |
137-09 |
131-21 |
5-20 |
4.1% |
0-30 |
0.7% |
96% |
True |
False |
315,968 |
| 60 |
137-09 |
129-21 |
7-20 |
5.6% |
0-30 |
0.7% |
97% |
True |
False |
304,417 |
| 80 |
137-09 |
129-14 |
7-27 |
5.7% |
0-29 |
0.7% |
97% |
True |
False |
228,783 |
| 100 |
137-09 |
126-24 |
10-17 |
7.7% |
0-26 |
0.6% |
98% |
True |
False |
183,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-08 |
|
2.618 |
140-31 |
|
1.618 |
139-18 |
|
1.000 |
138-22 |
|
0.618 |
138-05 |
|
HIGH |
137-09 |
|
0.618 |
136-24 |
|
0.500 |
136-18 |
|
0.382 |
136-13 |
|
LOW |
135-28 |
|
0.618 |
135-00 |
|
1.000 |
134-15 |
|
1.618 |
133-19 |
|
2.618 |
132-06 |
|
4.250 |
129-29 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-28 |
136-24 |
| PP |
136-23 |
136-16 |
| S1 |
136-18 |
136-07 |
|