ECBOT 30 Year Treasury Bond Future June 2014
Trading Metrics calculated at close of trading on 11-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
136-10 |
135-22 |
-0-20 |
-0.5% |
138-00 |
High |
136-16 |
136-06 |
-0-10 |
-0.2% |
138-02 |
Low |
135-20 |
135-16 |
-0-04 |
-0.1% |
135-13 |
Close |
135-27 |
135-25 |
-0-02 |
0.0% |
136-09 |
Range |
0-28 |
0-22 |
-0-06 |
-21.4% |
2-21 |
ATR |
0-30 |
0-29 |
-0-01 |
-1.9% |
0-00 |
Volume |
3,884 |
10,122 |
6,238 |
160.6% |
146,714 |
|
Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-28 |
137-17 |
136-05 |
|
R3 |
137-06 |
136-27 |
135-31 |
|
R2 |
136-16 |
136-16 |
135-29 |
|
R1 |
136-05 |
136-05 |
135-27 |
136-10 |
PP |
135-26 |
135-26 |
135-26 |
135-29 |
S1 |
135-15 |
135-15 |
135-23 |
135-20 |
S2 |
135-04 |
135-04 |
135-21 |
|
S3 |
134-14 |
134-25 |
135-19 |
|
S4 |
133-24 |
134-03 |
135-13 |
|
|
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% |
21% |
False |
False |
10,250 |
10 |
139-03 |
135-13 |
3-22 |
2.7% |
0-28 |
0.7% |
10% |
False |
False |
81,935 |
20 |
139-03 |
135-13 |
3-22 |
2.7% |
0-30 |
0.7% |
10% |
False |
False |
245,794 |
40 |
139-03 |
133-14 |
5-21 |
4.2% |
0-30 |
0.7% |
41% |
False |
False |
279,153 |
60 |
139-03 |
131-21 |
7-14 |
5.5% |
0-29 |
0.7% |
55% |
False |
False |
290,280 |
80 |
139-03 |
129-21 |
9-14 |
7.0% |
0-30 |
0.7% |
65% |
False |
False |
284,992 |
100 |
139-03 |
129-10 |
9-25 |
7.2% |
0-29 |
0.7% |
66% |
False |
False |
228,358 |
120 |
139-03 |
126-24 |
12-11 |
9.1% |
0-27 |
0.6% |
73% |
False |
False |
190,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-04 |
2.618 |
138-00 |
1.618 |
137-10 |
1.000 |
136-28 |
0.618 |
136-20 |
HIGH |
136-06 |
0.618 |
135-30 |
0.500 |
135-27 |
0.382 |
135-24 |
LOW |
135-16 |
0.618 |
135-02 |
1.000 |
134-26 |
1.618 |
134-12 |
2.618 |
133-22 |
4.250 |
132-18 |
|
|
Fisher Pivots for day following 11-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
135-27 |
136-00 |
PP |
135-26 |
135-30 |
S1 |
135-26 |
135-27 |
|