ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 13-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
| Open |
134-27 |
134-15 |
-0-12 |
-0.3% |
135-11 |
| High |
134-28 |
135-08 |
0-12 |
0.3% |
135-29 |
| Low |
134-12 |
134-15 |
0-03 |
0.1% |
134-24 |
| Close |
134-17 |
135-03 |
0-18 |
0.4% |
134-31 |
| Range |
0-16 |
0-25 |
0-09 |
56.3% |
1-05 |
| ATR |
0-25 |
0-25 |
0-00 |
0.0% |
0-00 |
| Volume |
1,111 |
1,879 |
768 |
69.1% |
10,892 |
|
| Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-09 |
136-31 |
135-17 |
|
| R3 |
136-16 |
136-06 |
135-10 |
|
| R2 |
135-23 |
135-23 |
135-08 |
|
| R1 |
135-13 |
135-13 |
135-05 |
135-18 |
| PP |
134-30 |
134-30 |
134-30 |
135-00 |
| S1 |
134-20 |
134-20 |
135-01 |
134-25 |
| S2 |
134-05 |
134-05 |
134-30 |
|
| S3 |
133-12 |
133-27 |
134-28 |
|
| S4 |
132-19 |
133-02 |
134-21 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-22 |
137-31 |
135-19 |
|
| R3 |
137-17 |
136-26 |
135-09 |
|
| R2 |
136-12 |
136-12 |
135-06 |
|
| R1 |
135-21 |
135-21 |
135-02 |
135-14 |
| PP |
135-07 |
135-07 |
135-07 |
135-03 |
| S1 |
134-16 |
134-16 |
134-28 |
134-09 |
| S2 |
134-02 |
134-02 |
134-24 |
|
| S3 |
132-29 |
133-11 |
134-21 |
|
| S4 |
131-24 |
132-06 |
134-11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-18 |
|
2.618 |
137-09 |
|
1.618 |
136-16 |
|
1.000 |
136-01 |
|
0.618 |
135-23 |
|
HIGH |
135-08 |
|
0.618 |
134-30 |
|
0.500 |
134-28 |
|
0.382 |
134-25 |
|
LOW |
134-15 |
|
0.618 |
134-00 |
|
1.000 |
133-22 |
|
1.618 |
133-07 |
|
2.618 |
132-14 |
|
4.250 |
131-05 |
|
|
| Fisher Pivots for day following 13-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
135-00 |
135-02 |
| PP |
134-30 |
135-01 |
| S1 |
134-28 |
135-00 |
|