ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
136-11 |
137-00 |
0-21 |
0.5% |
134-27 |
| High |
137-14 |
137-04 |
-0-10 |
-0.2% |
137-14 |
| Low |
136-00 |
136-20 |
0-20 |
0.5% |
134-12 |
| Close |
136-28 |
136-22 |
-0-06 |
-0.1% |
136-22 |
| Range |
1-14 |
0-16 |
-0-30 |
-65.2% |
3-02 |
| ATR |
0-28 |
0-27 |
-0-01 |
-3.0% |
0-00 |
| Volume |
2,192 |
2,342 |
150 |
6.8% |
10,102 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-10 |
138-00 |
136-31 |
|
| R3 |
137-26 |
137-16 |
136-26 |
|
| R2 |
137-10 |
137-10 |
136-25 |
|
| R1 |
137-00 |
137-00 |
136-23 |
136-29 |
| PP |
136-26 |
136-26 |
136-26 |
136-24 |
| S1 |
136-16 |
136-16 |
136-21 |
136-13 |
| S2 |
136-10 |
136-10 |
136-19 |
|
| S3 |
135-26 |
136-00 |
136-18 |
|
| S4 |
135-10 |
135-16 |
136-13 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-11 |
144-03 |
138-12 |
|
| R3 |
142-09 |
141-01 |
137-17 |
|
| R2 |
139-07 |
139-07 |
137-08 |
|
| R1 |
137-31 |
137-31 |
136-31 |
138-19 |
| PP |
136-05 |
136-05 |
136-05 |
136-16 |
| S1 |
134-29 |
134-29 |
136-13 |
135-17 |
| S2 |
133-03 |
133-03 |
136-04 |
|
| S3 |
130-01 |
131-27 |
135-27 |
|
| S4 |
126-31 |
128-25 |
135-00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-08 |
|
2.618 |
138-14 |
|
1.618 |
137-30 |
|
1.000 |
137-20 |
|
0.618 |
137-14 |
|
HIGH |
137-04 |
|
0.618 |
136-30 |
|
0.500 |
136-28 |
|
0.382 |
136-26 |
|
LOW |
136-20 |
|
0.618 |
136-10 |
|
1.000 |
136-04 |
|
1.618 |
135-26 |
|
2.618 |
135-10 |
|
4.250 |
134-16 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-28 |
136-18 |
| PP |
136-26 |
136-13 |
| S1 |
136-24 |
136-09 |
|