ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
137-12 |
138-18 |
1-06 |
0.9% |
137-12 |
| High |
138-23 |
139-03 |
0-12 |
0.3% |
137-25 |
| Low |
137-10 |
138-00 |
0-22 |
0.5% |
136-06 |
| Close |
138-21 |
138-14 |
-0-07 |
-0.2% |
136-30 |
| Range |
1-13 |
1-03 |
-0-10 |
-22.2% |
1-19 |
| ATR |
0-30 |
0-31 |
0-00 |
1.1% |
0-00 |
| Volume |
779,368 |
526,156 |
-253,212 |
-32.5% |
1,501,416 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-25 |
141-07 |
139-01 |
|
| R3 |
140-22 |
140-04 |
138-24 |
|
| R2 |
139-19 |
139-19 |
138-20 |
|
| R1 |
139-01 |
139-01 |
138-17 |
138-24 |
| PP |
138-16 |
138-16 |
138-16 |
138-12 |
| S1 |
137-30 |
137-30 |
138-11 |
137-22 |
| S2 |
137-13 |
137-13 |
138-08 |
|
| S3 |
136-10 |
136-27 |
138-04 |
|
| S4 |
135-07 |
135-24 |
137-27 |
|
|
| 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 |
139-03 |
136-06 |
2-29 |
2.1% |
0-30 |
0.7% |
77% |
True |
False |
482,152 |
| 10 |
139-03 |
136-06 |
2-29 |
2.1% |
0-30 |
0.7% |
77% |
True |
False |
423,984 |
| 20 |
139-03 |
134-16 |
4-19 |
3.3% |
0-31 |
0.7% |
86% |
True |
False |
383,815 |
| 40 |
139-03 |
131-21 |
7-14 |
5.4% |
0-30 |
0.7% |
91% |
True |
False |
341,477 |
| 60 |
139-03 |
129-21 |
9-14 |
6.8% |
0-30 |
0.7% |
93% |
True |
False |
331,706 |
| 80 |
139-03 |
129-21 |
9-14 |
6.8% |
0-30 |
0.7% |
93% |
True |
False |
281,552 |
| 100 |
139-03 |
126-27 |
12-08 |
8.8% |
0-29 |
0.6% |
95% |
True |
False |
225,435 |
| 120 |
139-03 |
126-24 |
12-11 |
8.9% |
0-25 |
0.6% |
95% |
True |
False |
187,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-24 |
|
2.618 |
141-31 |
|
1.618 |
140-28 |
|
1.000 |
140-06 |
|
0.618 |
139-25 |
|
HIGH |
139-03 |
|
0.618 |
138-22 |
|
0.500 |
138-18 |
|
0.382 |
138-13 |
|
LOW |
138-00 |
|
0.618 |
137-10 |
|
1.000 |
136-29 |
|
1.618 |
136-07 |
|
2.618 |
135-04 |
|
4.250 |
133-11 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
138-18 |
138-08 |
| PP |
138-16 |
138-02 |
| S1 |
138-15 |
137-28 |
|