ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
135-25 |
136-16 |
0-23 |
0.5% |
136-11 |
| High |
136-25 |
136-30 |
0-05 |
0.1% |
136-30 |
| Low |
135-20 |
136-00 |
0-12 |
0.3% |
135-16 |
| Close |
136-21 |
136-19 |
-0-02 |
0.0% |
136-19 |
| Range |
1-05 |
0-30 |
-0-07 |
-18.9% |
1-14 |
| ATR |
0-30 |
0-30 |
0-00 |
0.1% |
0-00 |
| Volume |
6,628 |
4,243 |
-2,385 |
-36.0% |
33,871 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-10 |
138-29 |
137-04 |
|
| R3 |
138-12 |
137-31 |
136-27 |
|
| R2 |
137-14 |
137-14 |
136-24 |
|
| R1 |
137-01 |
137-01 |
136-22 |
137-08 |
| PP |
136-16 |
136-16 |
136-16 |
136-20 |
| S1 |
136-03 |
136-03 |
136-16 |
136-10 |
| S2 |
135-18 |
135-18 |
136-14 |
|
| S3 |
134-20 |
135-05 |
136-11 |
|
| S4 |
133-22 |
134-07 |
136-02 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-21 |
140-02 |
137-12 |
|
| R3 |
139-07 |
138-20 |
137-00 |
|
| R2 |
137-25 |
137-25 |
136-27 |
|
| R1 |
137-06 |
137-06 |
136-23 |
137-16 |
| PP |
136-11 |
136-11 |
136-11 |
136-16 |
| S1 |
135-24 |
135-24 |
136-15 |
136-02 |
| S2 |
134-29 |
134-29 |
136-11 |
|
| S3 |
133-15 |
134-10 |
136-06 |
|
| S4 |
132-01 |
132-28 |
135-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-30 |
135-16 |
1-14 |
1.1% |
0-26 |
0.6% |
76% |
True |
False |
6,774 |
| 10 |
138-02 |
135-13 |
2-21 |
1.9% |
0-30 |
0.7% |
45% |
False |
False |
18,058 |
| 20 |
139-03 |
135-13 |
3-22 |
2.7% |
0-29 |
0.7% |
32% |
False |
False |
200,453 |
| 40 |
139-03 |
133-14 |
5-21 |
4.1% |
0-30 |
0.7% |
56% |
False |
False |
262,929 |
| 60 |
139-03 |
131-21 |
7-14 |
5.4% |
0-30 |
0.7% |
66% |
False |
False |
280,101 |
| 80 |
139-03 |
129-21 |
9-14 |
6.9% |
0-30 |
0.7% |
74% |
False |
False |
285,085 |
| 100 |
139-03 |
129-16 |
9-19 |
7.0% |
0-29 |
0.7% |
74% |
False |
False |
228,465 |
| 120 |
139-03 |
126-24 |
12-11 |
9.0% |
0-27 |
0.6% |
80% |
False |
False |
190,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-30 |
|
2.618 |
139-13 |
|
1.618 |
138-15 |
|
1.000 |
137-28 |
|
0.618 |
137-17 |
|
HIGH |
136-30 |
|
0.618 |
136-19 |
|
0.500 |
136-15 |
|
0.382 |
136-11 |
|
LOW |
136-00 |
|
0.618 |
135-13 |
|
1.000 |
135-02 |
|
1.618 |
134-15 |
|
2.618 |
133-17 |
|
4.250 |
132-00 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-18 |
136-15 |
| PP |
136-16 |
136-11 |
| S1 |
136-15 |
136-07 |
|