ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
137-06 |
136-24 |
-0-14 |
-0.3% |
135-24 |
| High |
137-12 |
136-27 |
-0-17 |
-0.4% |
138-04 |
| Low |
136-10 |
136-06 |
-0-04 |
-0.1% |
135-05 |
| Close |
136-22 |
136-16 |
-0-06 |
-0.1% |
137-14 |
| Range |
1-02 |
0-21 |
-0-13 |
-38.2% |
2-31 |
| ATR |
0-30 |
0-30 |
-0-01 |
-2.2% |
0-00 |
| Volume |
336,691 |
307,616 |
-29,075 |
-8.6% |
1,703,432 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-15 |
138-05 |
136-28 |
|
| R3 |
137-26 |
137-16 |
136-22 |
|
| R2 |
137-05 |
137-05 |
136-20 |
|
| R1 |
136-27 |
136-27 |
136-18 |
136-22 |
| PP |
136-16 |
136-16 |
136-16 |
136-14 |
| S1 |
136-06 |
136-06 |
136-14 |
136-00 |
| S2 |
135-27 |
135-27 |
136-12 |
|
| S3 |
135-06 |
135-17 |
136-10 |
|
| S4 |
134-17 |
134-28 |
136-04 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-26 |
144-19 |
139-02 |
|
| R3 |
142-27 |
141-20 |
138-08 |
|
| R2 |
139-28 |
139-28 |
137-31 |
|
| R1 |
138-21 |
138-21 |
137-23 |
139-08 |
| PP |
136-29 |
136-29 |
136-29 |
137-07 |
| S1 |
135-22 |
135-22 |
137-05 |
136-10 |
| S2 |
133-30 |
133-30 |
136-29 |
|
| S3 |
130-31 |
132-23 |
136-20 |
|
| S4 |
128-00 |
129-24 |
135-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137-27 |
136-06 |
1-21 |
1.2% |
0-26 |
0.6% |
19% |
False |
True |
320,372 |
| 10 |
138-04 |
135-05 |
2-31 |
2.2% |
0-29 |
0.7% |
45% |
False |
False |
333,803 |
| 20 |
138-04 |
133-25 |
4-11 |
3.2% |
0-30 |
0.7% |
63% |
False |
False |
342,567 |
| 40 |
138-04 |
131-21 |
6-15 |
4.7% |
0-30 |
0.7% |
75% |
False |
False |
322,390 |
| 60 |
138-04 |
129-21 |
8-15 |
6.2% |
0-30 |
0.7% |
81% |
False |
False |
321,547 |
| 80 |
138-04 |
129-21 |
8-15 |
6.2% |
0-30 |
0.7% |
81% |
False |
False |
255,475 |
| 100 |
138-04 |
126-24 |
11-12 |
8.3% |
0-28 |
0.6% |
86% |
False |
False |
204,403 |
| 120 |
138-04 |
126-24 |
11-12 |
8.3% |
0-24 |
0.6% |
86% |
False |
False |
170,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-20 |
|
2.618 |
138-18 |
|
1.618 |
137-29 |
|
1.000 |
137-16 |
|
0.618 |
137-08 |
|
HIGH |
136-27 |
|
0.618 |
136-19 |
|
0.500 |
136-16 |
|
0.382 |
136-14 |
|
LOW |
136-06 |
|
0.618 |
135-25 |
|
1.000 |
135-17 |
|
1.618 |
135-04 |
|
2.618 |
134-15 |
|
4.250 |
133-13 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-16 |
136-28 |
| PP |
136-16 |
136-24 |
| S1 |
136-16 |
136-20 |
|