ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
138-04 |
138-00 |
-0-04 |
-0.1% |
136-31 |
| High |
138-14 |
138-02 |
-0-12 |
-0.3% |
139-03 |
| Low |
137-26 |
137-00 |
-0-26 |
-0.6% |
136-21 |
| Close |
138-08 |
137-06 |
-1-02 |
-0.8% |
138-08 |
| Range |
0-20 |
1-02 |
0-14 |
70.0% |
2-14 |
| ATR |
0-30 |
0-30 |
0-01 |
2.5% |
0-00 |
| Volume |
123,483 |
54,217 |
-69,266 |
-56.1% |
2,021,420 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-19 |
139-31 |
137-25 |
|
| R3 |
139-17 |
138-29 |
137-15 |
|
| R2 |
138-15 |
138-15 |
137-12 |
|
| R1 |
137-27 |
137-27 |
137-09 |
137-20 |
| PP |
137-13 |
137-13 |
137-13 |
137-10 |
| S1 |
136-25 |
136-25 |
137-03 |
136-18 |
| S2 |
136-11 |
136-11 |
137-00 |
|
| S3 |
135-09 |
135-23 |
136-29 |
|
| S4 |
134-07 |
134-21 |
136-19 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-10 |
144-07 |
139-19 |
|
| R3 |
142-28 |
141-25 |
138-29 |
|
| R2 |
140-14 |
140-14 |
138-22 |
|
| R1 |
139-11 |
139-11 |
138-15 |
139-28 |
| PP |
138-00 |
138-00 |
138-00 |
138-09 |
| S1 |
136-29 |
136-29 |
138-01 |
137-14 |
| S2 |
135-18 |
135-18 |
137-26 |
|
| S3 |
133-04 |
134-15 |
137-19 |
|
| S4 |
130-22 |
132-01 |
136-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-03 |
136-21 |
2-14 |
1.8% |
1-00 |
0.7% |
22% |
False |
False |
415,127 |
| 10 |
139-03 |
136-06 |
2-29 |
2.1% |
0-30 |
0.7% |
34% |
False |
False |
357,705 |
| 20 |
139-03 |
135-05 |
3-30 |
2.9% |
0-29 |
0.7% |
52% |
False |
False |
349,752 |
| 40 |
139-03 |
131-21 |
7-14 |
5.4% |
0-30 |
0.7% |
74% |
False |
False |
332,825 |
| 60 |
139-03 |
129-21 |
9-14 |
6.9% |
0-31 |
0.7% |
80% |
False |
False |
325,836 |
| 80 |
139-03 |
129-21 |
9-14 |
6.9% |
0-30 |
0.7% |
80% |
False |
False |
283,717 |
| 100 |
139-03 |
126-27 |
12-08 |
8.9% |
0-29 |
0.7% |
84% |
False |
False |
227,211 |
| 120 |
139-03 |
126-24 |
12-11 |
9.0% |
0-25 |
0.6% |
85% |
False |
False |
189,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-18 |
|
2.618 |
140-27 |
|
1.618 |
139-25 |
|
1.000 |
139-04 |
|
0.618 |
138-23 |
|
HIGH |
138-02 |
|
0.618 |
137-21 |
|
0.500 |
137-17 |
|
0.382 |
137-13 |
|
LOW |
137-00 |
|
0.618 |
136-11 |
|
1.000 |
135-30 |
|
1.618 |
135-09 |
|
2.618 |
134-07 |
|
4.250 |
132-16 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
137-17 |
138-02 |
| PP |
137-13 |
137-24 |
| S1 |
137-10 |
137-15 |
|