ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 02-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
| Open |
134-01 |
134-26 |
0-25 |
0.6% |
134-03 |
| High |
135-02 |
135-23 |
0-21 |
0.5% |
135-23 |
| Low |
133-30 |
133-23 |
-0-07 |
-0.2% |
133-02 |
| Close |
134-29 |
135-13 |
0-16 |
0.4% |
135-13 |
| Range |
1-04 |
2-00 |
0-28 |
77.8% |
2-21 |
| ATR |
0-23 |
0-26 |
0-03 |
12.8% |
0-00 |
| Volume |
1,393 |
1,517 |
124 |
8.9% |
3,995 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-30 |
140-06 |
136-16 |
|
| R3 |
138-30 |
138-06 |
135-31 |
|
| R2 |
136-30 |
136-30 |
135-25 |
|
| R1 |
136-06 |
136-06 |
135-19 |
136-18 |
| PP |
134-30 |
134-30 |
134-30 |
135-04 |
| S1 |
134-06 |
134-06 |
135-07 |
134-18 |
| S2 |
132-30 |
132-30 |
135-01 |
|
| S3 |
130-30 |
132-06 |
134-27 |
|
| S4 |
128-30 |
130-06 |
134-10 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-22 |
141-23 |
136-28 |
|
| R3 |
140-01 |
139-02 |
136-04 |
|
| R2 |
137-12 |
137-12 |
135-29 |
|
| R1 |
136-13 |
136-13 |
135-21 |
136-28 |
| PP |
134-23 |
134-23 |
134-23 |
134-31 |
| S1 |
133-24 |
133-24 |
135-05 |
134-08 |
| S2 |
132-02 |
132-02 |
134-29 |
|
| S3 |
129-13 |
131-03 |
134-22 |
|
| S4 |
126-24 |
128-14 |
133-30 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-07 |
|
2.618 |
140-31 |
|
1.618 |
138-31 |
|
1.000 |
137-23 |
|
0.618 |
136-31 |
|
HIGH |
135-23 |
|
0.618 |
134-31 |
|
0.500 |
134-23 |
|
0.382 |
134-15 |
|
LOW |
133-23 |
|
0.618 |
132-15 |
|
1.000 |
131-23 |
|
1.618 |
130-15 |
|
2.618 |
128-15 |
|
4.250 |
125-07 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
135-06 |
135-03 |
| PP |
134-30 |
134-25 |
| S1 |
134-23 |
134-15 |
|