ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
136-04 |
136-17 |
0-13 |
0.3% |
134-27 |
| High |
136-24 |
136-19 |
-0-05 |
-0.1% |
137-14 |
| Low |
135-30 |
135-18 |
-0-12 |
-0.3% |
134-12 |
| Close |
136-16 |
135-29 |
-0-19 |
-0.4% |
136-22 |
| Range |
0-26 |
1-01 |
0-07 |
26.9% |
3-02 |
| ATR |
0-27 |
0-28 |
0-00 |
1.5% |
0-00 |
| Volume |
9,073 |
38,376 |
29,303 |
323.0% |
10,102 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-04 |
138-17 |
136-15 |
|
| R3 |
138-03 |
137-16 |
136-06 |
|
| R2 |
137-02 |
137-02 |
136-03 |
|
| R1 |
136-15 |
136-15 |
136-00 |
136-08 |
| PP |
136-01 |
136-01 |
136-01 |
135-29 |
| S1 |
135-14 |
135-14 |
135-26 |
135-07 |
| S2 |
135-00 |
135-00 |
135-23 |
|
| S3 |
133-31 |
134-13 |
135-20 |
|
| S4 |
132-30 |
133-12 |
135-11 |
|
|
| 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 |
140-31 |
|
2.618 |
139-09 |
|
1.618 |
138-08 |
|
1.000 |
137-20 |
|
0.618 |
137-07 |
|
HIGH |
136-19 |
|
0.618 |
136-06 |
|
0.500 |
136-02 |
|
0.382 |
135-31 |
|
LOW |
135-18 |
|
0.618 |
134-30 |
|
1.000 |
134-17 |
|
1.618 |
133-29 |
|
2.618 |
132-28 |
|
4.250 |
131-06 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-02 |
136-10 |
| PP |
136-01 |
136-06 |
| S1 |
135-31 |
136-01 |
|