ECBOT 30 Year Treasury Bond Future September 2014
Trading Metrics calculated at close of trading on 20-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
Open |
136-21 |
136-04 |
-0-17 |
-0.4% |
134-27 |
High |
137-02 |
136-24 |
-0-10 |
-0.2% |
137-14 |
Low |
136-02 |
135-30 |
-0-04 |
-0.1% |
134-12 |
Close |
136-07 |
136-16 |
0-09 |
0.2% |
136-22 |
Range |
1-00 |
0-26 |
-0-06 |
-18.8% |
3-02 |
ATR |
0-27 |
0-27 |
0-00 |
-0.4% |
0-00 |
Volume |
10,308 |
9,073 |
-1,235 |
-12.0% |
10,102 |
|
Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-27 |
138-15 |
136-30 |
|
R3 |
138-01 |
137-21 |
136-23 |
|
R2 |
137-07 |
137-07 |
136-21 |
|
R1 |
136-27 |
136-27 |
136-18 |
137-01 |
PP |
136-13 |
136-13 |
136-13 |
136-16 |
S1 |
136-01 |
136-01 |
136-14 |
136-07 |
S2 |
135-19 |
135-19 |
136-11 |
|
S3 |
134-25 |
135-07 |
136-09 |
|
S4 |
133-31 |
134-13 |
136-02 |
|
|
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 |
140-06 |
2.618 |
138-28 |
1.618 |
138-02 |
1.000 |
137-18 |
0.618 |
137-08 |
HIGH |
136-24 |
0.618 |
136-14 |
0.500 |
136-11 |
0.382 |
136-08 |
LOW |
135-30 |
0.618 |
135-14 |
1.000 |
135-04 |
1.618 |
134-20 |
2.618 |
133-26 |
4.250 |
132-16 |
|
|
Fisher Pivots for day following 20-May-2014 |
Pivot |
1 day |
3 day |
R1 |
136-14 |
136-17 |
PP |
136-13 |
136-17 |
S1 |
136-11 |
136-16 |
|