ECBOT 30 Year Treasury Bond Future September 2014
Trading Metrics calculated at close of trading on 30-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
Open |
137-28 |
137-12 |
-0-16 |
-0.4% |
136-07 |
High |
138-10 |
137-22 |
-0-20 |
-0.5% |
138-10 |
Low |
137-08 |
137-01 |
-0-07 |
-0.2% |
135-28 |
Close |
137-22 |
137-15 |
-0-07 |
-0.2% |
137-15 |
Range |
1-02 |
0-21 |
-0-13 |
-38.2% |
2-14 |
ATR |
0-29 |
0-28 |
-0-01 |
-1.9% |
0-00 |
Volume |
405,102 |
403,611 |
-1,491 |
-0.4% |
1,342,872 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-12 |
139-02 |
137-27 |
|
R3 |
138-23 |
138-13 |
137-21 |
|
R2 |
138-02 |
138-02 |
137-19 |
|
R1 |
137-24 |
137-24 |
137-17 |
137-29 |
PP |
137-13 |
137-13 |
137-13 |
137-15 |
S1 |
137-03 |
137-03 |
137-13 |
137-08 |
S2 |
136-24 |
136-24 |
137-11 |
|
S3 |
136-03 |
136-14 |
137-09 |
|
S4 |
135-14 |
135-25 |
137-03 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-17 |
143-14 |
138-26 |
|
R3 |
142-03 |
141-00 |
138-04 |
|
R2 |
139-21 |
139-21 |
137-29 |
|
R1 |
138-18 |
138-18 |
137-22 |
139-04 |
PP |
137-07 |
137-07 |
137-07 |
137-16 |
S1 |
136-04 |
136-04 |
137-08 |
136-22 |
S2 |
134-25 |
134-25 |
137-01 |
|
S3 |
132-11 |
133-22 |
136-26 |
|
S4 |
129-29 |
131-08 |
136-04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138-10 |
135-22 |
2-20 |
1.9% |
0-30 |
0.7% |
68% |
False |
False |
276,785 |
10 |
138-10 |
135-13 |
2-29 |
2.1% |
0-28 |
0.6% |
71% |
False |
False |
146,048 |
20 |
138-10 |
133-23 |
4-19 |
3.3% |
0-30 |
0.7% |
82% |
False |
False |
74,032 |
40 |
138-10 |
131-11 |
6-31 |
5.1% |
0-25 |
0.6% |
88% |
False |
False |
37,145 |
60 |
138-10 |
129-29 |
8-13 |
6.1% |
0-18 |
0.4% |
90% |
False |
False |
24,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-15 |
2.618 |
139-13 |
1.618 |
138-24 |
1.000 |
138-11 |
0.618 |
138-03 |
HIGH |
137-22 |
0.618 |
137-14 |
0.500 |
137-12 |
0.382 |
137-09 |
LOW |
137-01 |
0.618 |
136-20 |
1.000 |
136-12 |
1.618 |
135-31 |
2.618 |
135-10 |
4.250 |
134-08 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
137-14 |
137-14 |
PP |
137-13 |
137-14 |
S1 |
137-12 |
137-14 |
|