ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
135-30 |
136-25 |
0-27 |
0.6% |
136-11 |
| High |
136-31 |
137-01 |
0-02 |
0.0% |
136-30 |
| Low |
135-26 |
136-12 |
0-18 |
0.4% |
135-16 |
| Close |
136-15 |
136-12 |
-0-03 |
-0.1% |
136-19 |
| Range |
1-05 |
0-21 |
-0-16 |
-43.2% |
1-14 |
| ATR |
0-30 |
0-29 |
-0-01 |
-2.1% |
0-00 |
| Volume |
4,619 |
1,153 |
-3,466 |
-75.0% |
33,871 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-18 |
138-04 |
136-24 |
|
| R3 |
137-29 |
137-15 |
136-18 |
|
| R2 |
137-08 |
137-08 |
136-16 |
|
| R1 |
136-26 |
136-26 |
136-14 |
136-22 |
| PP |
136-19 |
136-19 |
136-19 |
136-17 |
| S1 |
136-05 |
136-05 |
136-10 |
136-02 |
| S2 |
135-30 |
135-30 |
136-08 |
|
| S3 |
135-09 |
135-16 |
136-06 |
|
| S4 |
134-20 |
134-27 |
136-00 |
|
|
| 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 |
135-26 |
1-08 |
0.9% |
0-28 |
0.6% |
45% |
False |
False |
3,738 |
| 10 |
137-05 |
135-16 |
1-21 |
1.2% |
0-27 |
0.6% |
53% |
False |
False |
6,209 |
| 20 |
139-03 |
135-13 |
3-22 |
2.7% |
0-29 |
0.7% |
26% |
False |
False |
136,463 |
| 40 |
139-03 |
133-24 |
5-11 |
3.9% |
0-30 |
0.7% |
49% |
False |
False |
239,641 |
| 60 |
139-03 |
131-21 |
7-14 |
5.5% |
0-30 |
0.7% |
63% |
False |
False |
260,260 |
| 80 |
139-03 |
129-21 |
9-14 |
6.9% |
0-30 |
0.7% |
71% |
False |
False |
278,765 |
| 100 |
139-03 |
129-21 |
9-14 |
6.9% |
0-29 |
0.7% |
71% |
False |
False |
228,600 |
| 120 |
139-03 |
126-24 |
12-11 |
9.1% |
0-28 |
0.6% |
78% |
False |
False |
190,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-26 |
|
2.618 |
138-24 |
|
1.618 |
138-03 |
|
1.000 |
137-22 |
|
0.618 |
137-14 |
|
HIGH |
137-01 |
|
0.618 |
136-25 |
|
0.500 |
136-22 |
|
0.382 |
136-20 |
|
LOW |
136-12 |
|
0.618 |
135-31 |
|
1.000 |
135-23 |
|
1.618 |
135-10 |
|
2.618 |
134-21 |
|
4.250 |
133-19 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-22 |
136-14 |
| PP |
136-19 |
136-13 |
| S1 |
136-16 |
136-12 |
|