ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
136-16 |
136-18 |
0-02 |
0.0% |
136-11 |
| High |
136-30 |
137-02 |
0-04 |
0.1% |
136-30 |
| Low |
136-00 |
136-16 |
0-16 |
0.4% |
135-16 |
| Close |
136-19 |
136-25 |
0-06 |
0.1% |
136-19 |
| Range |
0-30 |
0-18 |
-0-12 |
-40.0% |
1-14 |
| ATR |
0-30 |
0-29 |
-0-01 |
-2.8% |
0-00 |
| Volume |
4,243 |
4,056 |
-187 |
-4.4% |
33,871 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-15 |
138-06 |
137-03 |
|
| R3 |
137-29 |
137-20 |
136-30 |
|
| R2 |
137-11 |
137-11 |
136-28 |
|
| R1 |
137-02 |
137-02 |
136-27 |
137-06 |
| PP |
136-25 |
136-25 |
136-25 |
136-27 |
| S1 |
136-16 |
136-16 |
136-23 |
136-20 |
| S2 |
136-07 |
136-07 |
136-22 |
|
| S3 |
135-21 |
135-30 |
136-20 |
|
| S4 |
135-03 |
135-12 |
136-15 |
|
|
| 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 |
137-02 |
135-16 |
1-18 |
1.1% |
0-27 |
0.6% |
82% |
True |
False |
5,786 |
| 10 |
137-12 |
135-13 |
1-31 |
1.4% |
0-28 |
0.6% |
70% |
False |
False |
13,042 |
| 20 |
139-03 |
135-13 |
3-22 |
2.7% |
0-29 |
0.7% |
37% |
False |
False |
185,373 |
| 40 |
139-03 |
133-14 |
5-21 |
4.1% |
0-29 |
0.7% |
59% |
False |
False |
254,701 |
| 60 |
139-03 |
131-21 |
7-14 |
5.4% |
0-29 |
0.7% |
69% |
False |
False |
274,267 |
| 80 |
139-03 |
129-21 |
9-14 |
6.9% |
0-30 |
0.7% |
75% |
False |
False |
285,061 |
| 100 |
139-03 |
129-21 |
9-14 |
6.9% |
0-30 |
0.7% |
75% |
False |
False |
228,503 |
| 120 |
139-03 |
126-24 |
12-11 |
9.0% |
0-27 |
0.6% |
81% |
False |
False |
190,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-14 |
|
2.618 |
138-17 |
|
1.618 |
137-31 |
|
1.000 |
137-20 |
|
0.618 |
137-13 |
|
HIGH |
137-02 |
|
0.618 |
136-27 |
|
0.500 |
136-25 |
|
0.382 |
136-23 |
|
LOW |
136-16 |
|
0.618 |
136-05 |
|
1.000 |
135-30 |
|
1.618 |
135-19 |
|
2.618 |
135-01 |
|
4.250 |
134-04 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-25 |
136-20 |
| PP |
136-25 |
136-16 |
| S1 |
136-25 |
136-11 |
|