ECBOT 30 Year Treasury Bond Future June 2014
Trading Metrics calculated at close of trading on 18-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
136-23 |
135-30 |
-0-25 |
-0.6% |
136-11 |
High |
136-30 |
136-31 |
0-01 |
0.0% |
136-30 |
Low |
135-29 |
135-26 |
-0-03 |
-0.1% |
135-16 |
Close |
135-29 |
136-15 |
0-18 |
0.4% |
136-19 |
Range |
1-01 |
1-05 |
0-04 |
12.1% |
1-14 |
ATR |
0-29 |
0-30 |
0-01 |
1.9% |
0-00 |
Volume |
4,621 |
4,619 |
-2 |
0.0% |
33,871 |
|
Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-28 |
139-11 |
137-03 |
|
R3 |
138-23 |
138-06 |
136-25 |
|
R2 |
137-18 |
137-18 |
136-22 |
|
R1 |
137-01 |
137-01 |
136-18 |
137-10 |
PP |
136-13 |
136-13 |
136-13 |
136-18 |
S1 |
135-28 |
135-28 |
136-12 |
136-04 |
S2 |
135-08 |
135-08 |
136-08 |
|
S3 |
134-03 |
134-23 |
136-05 |
|
S4 |
132-30 |
133-18 |
135-27 |
|
|
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 |
135-20 |
1-14 |
1.1% |
0-31 |
0.7% |
59% |
False |
False |
4,833 |
10 |
137-05 |
135-13 |
1-24 |
1.3% |
0-29 |
0.7% |
61% |
False |
False |
7,542 |
20 |
139-03 |
135-13 |
3-22 |
2.7% |
0-29 |
0.7% |
29% |
False |
False |
153,240 |
40 |
139-03 |
133-24 |
5-11 |
3.9% |
0-30 |
0.7% |
51% |
False |
False |
245,701 |
60 |
139-03 |
131-21 |
7-14 |
5.4% |
0-30 |
0.7% |
65% |
False |
False |
264,930 |
80 |
139-03 |
129-21 |
9-14 |
6.9% |
0-30 |
0.7% |
72% |
False |
False |
282,209 |
100 |
139-03 |
129-21 |
9-14 |
6.9% |
0-30 |
0.7% |
72% |
False |
False |
228,590 |
120 |
139-03 |
126-24 |
12-11 |
9.0% |
0-27 |
0.6% |
79% |
False |
False |
190,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141-28 |
2.618 |
140-00 |
1.618 |
138-27 |
1.000 |
138-04 |
0.618 |
137-22 |
HIGH |
136-31 |
0.618 |
136-17 |
0.500 |
136-12 |
0.382 |
136-08 |
LOW |
135-26 |
0.618 |
135-03 |
1.000 |
134-21 |
1.618 |
133-30 |
2.618 |
132-25 |
4.250 |
130-29 |
|
|
Fisher Pivots for day following 18-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
136-14 |
136-15 |
PP |
136-13 |
136-14 |
S1 |
136-12 |
136-14 |
|