ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
135-29 |
135-22 |
-0-07 |
-0.2% |
136-21 |
| High |
136-01 |
136-13 |
0-12 |
0.3% |
137-02 |
| Low |
135-13 |
135-22 |
0-09 |
0.2% |
135-13 |
| Close |
135-23 |
136-05 |
0-14 |
0.3% |
136-05 |
| Range |
0-20 |
0-23 |
0-03 |
15.0% |
1-21 |
| ATR |
0-27 |
0-27 |
0-00 |
-1.1% |
0-00 |
| Volume |
16,456 |
41,054 |
24,598 |
149.5% |
115,267 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-08 |
137-29 |
136-18 |
|
| R3 |
137-17 |
137-06 |
136-11 |
|
| R2 |
136-26 |
136-26 |
136-09 |
|
| R1 |
136-15 |
136-15 |
136-07 |
136-20 |
| PP |
136-03 |
136-03 |
136-03 |
136-05 |
| S1 |
135-24 |
135-24 |
136-03 |
135-30 |
| S2 |
135-12 |
135-12 |
136-01 |
|
| S3 |
134-21 |
135-01 |
135-31 |
|
| S4 |
133-30 |
134-10 |
135-24 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-06 |
140-10 |
137-02 |
|
| R3 |
139-17 |
138-21 |
136-20 |
|
| R2 |
137-28 |
137-28 |
136-15 |
|
| R1 |
137-00 |
137-00 |
136-10 |
136-20 |
| PP |
136-07 |
136-07 |
136-07 |
136-00 |
| S1 |
135-11 |
135-11 |
136-00 |
134-30 |
| S2 |
134-18 |
134-18 |
135-27 |
|
| S3 |
132-29 |
133-22 |
135-22 |
|
| S4 |
131-08 |
132-01 |
135-08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-15 |
|
2.618 |
138-09 |
|
1.618 |
137-18 |
|
1.000 |
137-04 |
|
0.618 |
136-27 |
|
HIGH |
136-13 |
|
0.618 |
136-04 |
|
0.500 |
136-02 |
|
0.382 |
135-31 |
|
LOW |
135-22 |
|
0.618 |
135-08 |
|
1.000 |
134-31 |
|
1.618 |
134-17 |
|
2.618 |
133-26 |
|
4.250 |
132-20 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-04 |
136-03 |
| PP |
136-03 |
136-02 |
| S1 |
136-02 |
136-00 |
|