ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
135-05 |
136-11 |
1-06 |
0.9% |
135-11 |
| High |
136-16 |
137-14 |
0-30 |
0.7% |
135-29 |
| Low |
135-04 |
136-00 |
0-28 |
0.6% |
134-24 |
| Close |
136-09 |
136-28 |
0-19 |
0.4% |
134-31 |
| Range |
1-12 |
1-14 |
0-02 |
4.5% |
1-05 |
| ATR |
0-27 |
0-28 |
0-01 |
5.3% |
0-00 |
| Volume |
2,578 |
2,192 |
-386 |
-15.0% |
10,892 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-03 |
140-13 |
137-21 |
|
| R3 |
139-21 |
138-31 |
137-09 |
|
| R2 |
138-07 |
138-07 |
137-04 |
|
| R1 |
137-17 |
137-17 |
137-00 |
137-28 |
| PP |
136-25 |
136-25 |
136-25 |
136-30 |
| S1 |
136-03 |
136-03 |
136-24 |
136-14 |
| S2 |
135-11 |
135-11 |
136-20 |
|
| S3 |
133-29 |
134-21 |
136-15 |
|
| S4 |
132-15 |
133-07 |
136-03 |
|
|
| 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 |
143-18 |
|
2.618 |
141-06 |
|
1.618 |
139-24 |
|
1.000 |
138-28 |
|
0.618 |
138-10 |
|
HIGH |
137-14 |
|
0.618 |
136-28 |
|
0.500 |
136-23 |
|
0.382 |
136-18 |
|
LOW |
136-00 |
|
0.618 |
135-04 |
|
1.000 |
134-18 |
|
1.618 |
133-22 |
|
2.618 |
132-08 |
|
4.250 |
129-28 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-26 |
136-18 |
| PP |
136-25 |
136-08 |
| S1 |
136-23 |
135-30 |
|