ECBOT 30 Year Treasury Bond Future June 2014
Trading Metrics calculated at close of trading on 17-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
136-18 |
136-23 |
0-05 |
0.1% |
136-11 |
High |
137-02 |
136-30 |
-0-04 |
-0.1% |
136-30 |
Low |
136-16 |
135-29 |
-0-19 |
-0.4% |
135-16 |
Close |
136-25 |
135-29 |
-0-28 |
-0.6% |
136-19 |
Range |
0-18 |
1-01 |
0-15 |
83.3% |
1-14 |
ATR |
0-29 |
0-29 |
0-00 |
1.0% |
0-00 |
Volume |
4,056 |
4,621 |
565 |
13.9% |
33,871 |
|
Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-11 |
138-21 |
136-15 |
|
R3 |
138-10 |
137-20 |
136-06 |
|
R2 |
137-09 |
137-09 |
136-03 |
|
R1 |
136-19 |
136-19 |
136-00 |
136-14 |
PP |
136-08 |
136-08 |
136-08 |
136-05 |
S1 |
135-18 |
135-18 |
135-26 |
135-12 |
S2 |
135-07 |
135-07 |
135-23 |
|
S3 |
134-06 |
134-17 |
135-20 |
|
S4 |
133-05 |
133-16 |
135-11 |
|
|
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% |
0-28 |
0.6% |
26% |
False |
False |
5,934 |
10 |
137-05 |
135-13 |
1-24 |
1.3% |
0-27 |
0.6% |
29% |
False |
False |
9,552 |
20 |
139-03 |
135-13 |
3-22 |
2.7% |
0-29 |
0.7% |
14% |
False |
False |
171,445 |
40 |
139-03 |
133-14 |
5-21 |
4.2% |
0-29 |
0.7% |
44% |
False |
False |
251,661 |
60 |
139-03 |
131-21 |
7-14 |
5.5% |
0-29 |
0.7% |
57% |
False |
False |
270,265 |
80 |
139-03 |
129-21 |
9-14 |
6.9% |
0-30 |
0.7% |
66% |
False |
False |
285,031 |
100 |
139-03 |
129-21 |
9-14 |
6.9% |
0-29 |
0.7% |
66% |
False |
False |
228,547 |
120 |
139-03 |
126-24 |
12-11 |
9.1% |
0-27 |
0.6% |
74% |
False |
False |
190,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141-10 |
2.618 |
139-20 |
1.618 |
138-19 |
1.000 |
137-31 |
0.618 |
137-18 |
HIGH |
136-30 |
0.618 |
136-17 |
0.500 |
136-14 |
0.382 |
136-10 |
LOW |
135-29 |
0.618 |
135-09 |
1.000 |
134-28 |
1.618 |
134-08 |
2.618 |
133-07 |
4.250 |
131-17 |
|
|
Fisher Pivots for day following 17-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
136-14 |
136-16 |
PP |
136-08 |
136-09 |
S1 |
136-02 |
136-03 |
|