ECBOT 30 Year Treasury Bond Future June 2014
Trading Metrics calculated at close of trading on 09-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
136-10 |
136-11 |
0-01 |
0.0% |
138-00 |
High |
137-05 |
136-11 |
-0-26 |
-0.6% |
138-02 |
Low |
136-03 |
135-29 |
-0-06 |
-0.1% |
135-13 |
Close |
136-09 |
136-04 |
-0-05 |
-0.1% |
136-09 |
Range |
1-02 |
0-14 |
-0-20 |
-58.8% |
2-21 |
ATR |
0-31 |
0-30 |
-0-01 |
-3.9% |
0-00 |
Volume |
13,774 |
8,994 |
-4,780 |
-34.7% |
146,714 |
|
Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-14 |
137-07 |
136-12 |
|
R3 |
137-00 |
136-25 |
136-08 |
|
R2 |
136-18 |
136-18 |
136-07 |
|
R1 |
136-11 |
136-11 |
136-05 |
136-08 |
PP |
136-04 |
136-04 |
136-04 |
136-02 |
S1 |
135-29 |
135-29 |
136-03 |
135-26 |
S2 |
135-22 |
135-22 |
136-01 |
|
S3 |
135-08 |
135-15 |
136-00 |
|
S4 |
134-26 |
135-01 |
135-28 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-18 |
143-02 |
137-24 |
|
R3 |
141-29 |
140-13 |
137-00 |
|
R2 |
139-08 |
139-08 |
136-25 |
|
R1 |
137-24 |
137-24 |
136-17 |
137-06 |
PP |
136-19 |
136-19 |
136-19 |
136-09 |
S1 |
135-03 |
135-03 |
136-01 |
134-16 |
S2 |
133-30 |
133-30 |
135-25 |
|
S3 |
131-09 |
132-14 |
135-18 |
|
S4 |
128-20 |
129-25 |
134-26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
137-12 |
135-13 |
1-31 |
1.4% |
0-29 |
0.7% |
37% |
False |
False |
20,298 |
10 |
139-03 |
135-13 |
3-22 |
2.7% |
0-30 |
0.7% |
19% |
False |
False |
217,712 |
20 |
139-03 |
135-05 |
3-30 |
2.9% |
0-30 |
0.7% |
25% |
False |
False |
269,098 |
40 |
139-03 |
133-14 |
5-21 |
4.2% |
0-30 |
0.7% |
48% |
False |
False |
292,351 |
60 |
139-03 |
131-21 |
7-14 |
5.5% |
0-30 |
0.7% |
60% |
False |
False |
299,887 |
80 |
139-03 |
129-21 |
9-14 |
6.9% |
0-30 |
0.7% |
69% |
False |
False |
284,853 |
100 |
139-03 |
128-18 |
10-17 |
7.7% |
0-29 |
0.7% |
72% |
False |
False |
228,219 |
120 |
139-03 |
126-24 |
12-11 |
9.1% |
0-27 |
0.6% |
76% |
False |
False |
190,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-06 |
2.618 |
137-16 |
1.618 |
137-02 |
1.000 |
136-25 |
0.618 |
136-20 |
HIGH |
136-11 |
0.618 |
136-06 |
0.500 |
136-04 |
0.382 |
136-02 |
LOW |
135-29 |
0.618 |
135-20 |
1.000 |
135-15 |
1.618 |
135-06 |
2.618 |
134-24 |
4.250 |
134-02 |
|
|
Fisher Pivots for day following 09-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
136-04 |
136-09 |
PP |
136-04 |
136-07 |
S1 |
136-04 |
136-06 |
|