ECBOT 30 Year Treasury Bond Future September 2014
Trading Metrics calculated at close of trading on 14-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
Open |
134-15 |
135-05 |
0-22 |
0.5% |
135-11 |
High |
135-08 |
136-16 |
1-08 |
0.9% |
135-29 |
Low |
134-15 |
135-04 |
0-21 |
0.5% |
134-24 |
Close |
135-03 |
136-09 |
1-06 |
0.9% |
134-31 |
Range |
0-25 |
1-12 |
0-19 |
76.0% |
1-05 |
ATR |
0-25 |
0-27 |
0-01 |
5.7% |
0-00 |
Volume |
1,879 |
2,578 |
699 |
37.2% |
10,892 |
|
Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-03 |
139-18 |
137-01 |
|
R3 |
138-23 |
138-06 |
136-21 |
|
R2 |
137-11 |
137-11 |
136-17 |
|
R1 |
136-26 |
136-26 |
136-13 |
137-02 |
PP |
135-31 |
135-31 |
135-31 |
136-03 |
S1 |
135-14 |
135-14 |
136-05 |
135-22 |
S2 |
134-19 |
134-19 |
136-01 |
|
S3 |
133-07 |
134-02 |
135-29 |
|
S4 |
131-27 |
132-22 |
135-17 |
|
|
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 |
142-11 |
2.618 |
140-03 |
1.618 |
138-23 |
1.000 |
137-28 |
0.618 |
137-11 |
HIGH |
136-16 |
0.618 |
135-31 |
0.500 |
135-26 |
0.382 |
135-21 |
LOW |
135-04 |
0.618 |
134-09 |
1.000 |
133-24 |
1.618 |
132-29 |
2.618 |
131-17 |
4.250 |
129-09 |
|
|
Fisher Pivots for day following 14-May-2014 |
Pivot |
1 day |
3 day |
R1 |
136-04 |
136-00 |
PP |
135-31 |
135-23 |
S1 |
135-26 |
135-14 |
|