ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
136-11 |
136-10 |
-0-01 |
0.0% |
138-00 |
| High |
136-11 |
136-16 |
0-05 |
0.1% |
138-02 |
| Low |
135-29 |
135-20 |
-0-09 |
-0.2% |
135-13 |
| Close |
136-04 |
135-27 |
-0-09 |
-0.2% |
136-09 |
| Range |
0-14 |
0-28 |
0-14 |
100.0% |
2-21 |
| ATR |
0-30 |
0-30 |
0-00 |
-0.4% |
0-00 |
| Volume |
8,994 |
3,884 |
-5,110 |
-56.8% |
146,714 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-20 |
138-03 |
136-10 |
|
| R3 |
137-24 |
137-07 |
136-03 |
|
| R2 |
136-28 |
136-28 |
136-00 |
|
| R1 |
136-11 |
136-11 |
135-30 |
136-06 |
| PP |
136-00 |
136-00 |
136-00 |
135-29 |
| S1 |
135-15 |
135-15 |
135-24 |
135-10 |
| S2 |
135-04 |
135-04 |
135-22 |
|
| S3 |
134-08 |
134-19 |
135-19 |
|
| S4 |
133-12 |
133-23 |
135-12 |
|
|
| 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 |
137-05 |
135-13 |
1-24 |
1.3% |
0-27 |
0.6% |
25% |
False |
False |
13,170 |
| 10 |
139-03 |
135-13 |
3-22 |
2.7% |
0-31 |
0.7% |
12% |
False |
False |
158,859 |
| 20 |
139-03 |
135-08 |
3-27 |
2.8% |
0-30 |
0.7% |
15% |
False |
False |
258,994 |
| 40 |
139-03 |
133-14 |
5-21 |
4.2% |
0-30 |
0.7% |
43% |
False |
False |
284,396 |
| 60 |
139-03 |
131-21 |
7-14 |
5.5% |
0-30 |
0.7% |
56% |
False |
False |
293,650 |
| 80 |
139-03 |
129-21 |
9-14 |
6.9% |
0-30 |
0.7% |
66% |
False |
False |
284,882 |
| 100 |
139-03 |
129-00 |
10-03 |
7.4% |
0-29 |
0.7% |
68% |
False |
False |
228,257 |
| 120 |
139-03 |
126-24 |
12-11 |
9.1% |
0-27 |
0.6% |
74% |
False |
False |
190,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-07 |
|
2.618 |
138-25 |
|
1.618 |
137-29 |
|
1.000 |
137-12 |
|
0.618 |
137-01 |
|
HIGH |
136-16 |
|
0.618 |
136-05 |
|
0.500 |
136-02 |
|
0.382 |
135-31 |
|
LOW |
135-20 |
|
0.618 |
135-03 |
|
1.000 |
134-24 |
|
1.618 |
134-07 |
|
2.618 |
133-11 |
|
4.250 |
131-29 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-02 |
136-12 |
| PP |
136-00 |
136-07 |
| S1 |
135-29 |
136-01 |
|