ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 08-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
| Open |
135-10 |
135-07 |
-0-03 |
-0.1% |
134-03 |
| High |
135-16 |
135-29 |
0-13 |
0.3% |
135-23 |
| Low |
135-00 |
134-31 |
-0-01 |
0.0% |
133-02 |
| Close |
135-07 |
135-13 |
0-06 |
0.1% |
135-13 |
| Range |
0-16 |
0-30 |
0-14 |
87.5% |
2-21 |
| ATR |
0-25 |
0-25 |
0-00 |
1.5% |
0-00 |
| Volume |
2,001 |
3,327 |
1,326 |
66.3% |
3,995 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-08 |
137-24 |
135-30 |
|
| R3 |
137-10 |
136-26 |
135-21 |
|
| R2 |
136-12 |
136-12 |
135-18 |
|
| R1 |
135-28 |
135-28 |
135-16 |
136-04 |
| PP |
135-14 |
135-14 |
135-14 |
135-18 |
| S1 |
134-30 |
134-30 |
135-10 |
135-06 |
| S2 |
134-16 |
134-16 |
135-08 |
|
| S3 |
133-18 |
134-00 |
135-05 |
|
| S4 |
132-20 |
133-02 |
134-28 |
|
|
| 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 |
139-28 |
|
2.618 |
138-12 |
|
1.618 |
137-14 |
|
1.000 |
136-27 |
|
0.618 |
136-16 |
|
HIGH |
135-29 |
|
0.618 |
135-18 |
|
0.500 |
135-14 |
|
0.382 |
135-10 |
|
LOW |
134-31 |
|
0.618 |
134-12 |
|
1.000 |
134-01 |
|
1.618 |
133-14 |
|
2.618 |
132-16 |
|
4.250 |
131-00 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
135-14 |
135-12 |
| PP |
135-14 |
135-11 |
| S1 |
135-13 |
135-10 |
|