ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
136-31 |
137-12 |
0-13 |
0.3% |
137-12 |
| High |
137-15 |
138-23 |
1-08 |
0.9% |
137-25 |
| Low |
136-21 |
137-10 |
0-21 |
0.5% |
136-06 |
| Close |
137-12 |
138-21 |
1-09 |
0.9% |
136-30 |
| Range |
0-26 |
1-13 |
0-19 |
73.1% |
1-19 |
| ATR |
0-29 |
0-30 |
0-01 |
3.9% |
0-00 |
| Volume |
592,413 |
779,368 |
186,955 |
31.6% |
1,501,416 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-14 |
141-31 |
139-14 |
|
| R3 |
141-01 |
140-18 |
139-01 |
|
| R2 |
139-20 |
139-20 |
138-29 |
|
| R1 |
139-05 |
139-05 |
138-25 |
139-12 |
| PP |
138-07 |
138-07 |
138-07 |
138-11 |
| S1 |
137-24 |
137-24 |
138-17 |
138-00 |
| S2 |
136-26 |
136-26 |
138-13 |
|
| S3 |
135-13 |
136-11 |
138-09 |
|
| S4 |
134-00 |
134-30 |
137-28 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-24 |
140-30 |
137-26 |
|
| R3 |
140-05 |
139-11 |
137-12 |
|
| R2 |
138-18 |
138-18 |
137-07 |
|
| R1 |
137-24 |
137-24 |
137-03 |
137-12 |
| PP |
136-31 |
136-31 |
136-31 |
136-25 |
| S1 |
136-05 |
136-05 |
136-25 |
135-24 |
| S2 |
135-12 |
135-12 |
136-21 |
|
| S3 |
133-25 |
134-18 |
136-16 |
|
| S4 |
132-06 |
132-31 |
136-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138-23 |
136-06 |
2-17 |
1.8% |
0-30 |
0.7% |
98% |
True |
False |
444,259 |
| 10 |
138-23 |
135-28 |
2-27 |
2.1% |
0-31 |
0.7% |
98% |
True |
False |
409,653 |
| 20 |
138-23 |
133-30 |
4-25 |
3.4% |
0-31 |
0.7% |
99% |
True |
False |
378,693 |
| 40 |
138-23 |
131-21 |
7-02 |
5.1% |
0-29 |
0.7% |
99% |
True |
False |
335,119 |
| 60 |
138-23 |
129-21 |
9-02 |
6.5% |
0-31 |
0.7% |
99% |
True |
False |
328,048 |
| 80 |
138-23 |
129-21 |
9-02 |
6.5% |
0-30 |
0.7% |
99% |
True |
False |
275,057 |
| 100 |
138-23 |
126-24 |
11-31 |
8.6% |
0-28 |
0.6% |
99% |
True |
False |
220,173 |
| 120 |
138-23 |
126-24 |
11-31 |
8.6% |
0-25 |
0.6% |
99% |
True |
False |
183,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-22 |
|
2.618 |
142-13 |
|
1.618 |
141-00 |
|
1.000 |
140-04 |
|
0.618 |
139-19 |
|
HIGH |
138-23 |
|
0.618 |
138-06 |
|
0.500 |
138-00 |
|
0.382 |
137-27 |
|
LOW |
137-10 |
|
0.618 |
136-14 |
|
1.000 |
135-29 |
|
1.618 |
135-01 |
|
2.618 |
133-20 |
|
4.250 |
131-11 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
138-14 |
138-10 |
| PP |
138-07 |
137-30 |
| S1 |
138-00 |
137-19 |
|