ECBOT 30 Year Treasury Bond Future September 2014
Trading Metrics calculated at close of trading on 05-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
Open |
134-26 |
135-11 |
0-17 |
0.4% |
134-03 |
High |
135-23 |
135-23 |
0-00 |
0.0% |
135-23 |
Low |
133-23 |
134-28 |
1-05 |
0.9% |
133-02 |
Close |
135-13 |
134-30 |
-0-15 |
-0.3% |
135-13 |
Range |
2-00 |
0-27 |
-1-05 |
-57.8% |
2-21 |
ATR |
0-26 |
0-26 |
0-00 |
0.3% |
0-00 |
Volume |
1,517 |
3,020 |
1,503 |
99.1% |
3,995 |
|
Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-23 |
137-05 |
135-13 |
|
R3 |
136-28 |
136-10 |
135-05 |
|
R2 |
136-01 |
136-01 |
135-03 |
|
R1 |
135-15 |
135-15 |
135-00 |
135-10 |
PP |
135-06 |
135-06 |
135-06 |
135-03 |
S1 |
134-20 |
134-20 |
134-28 |
134-16 |
S2 |
134-11 |
134-11 |
134-25 |
|
S3 |
133-16 |
133-25 |
134-23 |
|
S4 |
132-21 |
132-30 |
134-15 |
|
|
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 |
139-10 |
2.618 |
137-30 |
1.618 |
137-03 |
1.000 |
136-18 |
0.618 |
136-08 |
HIGH |
135-23 |
0.618 |
135-13 |
0.500 |
135-10 |
0.382 |
135-06 |
LOW |
134-28 |
0.618 |
134-11 |
1.000 |
134-01 |
1.618 |
133-16 |
2.618 |
132-21 |
4.250 |
131-09 |
|
|
Fisher Pivots for day following 05-May-2014 |
Pivot |
1 day |
3 day |
R1 |
135-10 |
134-28 |
PP |
135-06 |
134-25 |
S1 |
135-02 |
134-23 |
|