ECBOT 30 Year Treasury Bond Future September 2014
Trading Metrics calculated at close of trading on 03-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
137-07 |
136-14 |
-0-25 |
-0.6% |
136-07 |
High |
137-09 |
136-19 |
-0-22 |
-0.5% |
138-10 |
Low |
136-05 |
135-08 |
-0-29 |
-0.7% |
135-28 |
Close |
136-12 |
135-11 |
-1-01 |
-0.8% |
137-15 |
Range |
1-04 |
1-11 |
0-07 |
19.4% |
2-14 |
ATR |
0-29 |
0-30 |
0-01 |
3.4% |
0-00 |
Volume |
380,473 |
378,981 |
-1,492 |
-0.4% |
1,342,872 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-24 |
138-29 |
136-03 |
|
R3 |
138-13 |
137-18 |
135-23 |
|
R2 |
137-02 |
137-02 |
135-19 |
|
R1 |
136-07 |
136-07 |
135-15 |
135-31 |
PP |
135-23 |
135-23 |
135-23 |
135-20 |
S1 |
134-28 |
134-28 |
135-07 |
134-20 |
S2 |
134-12 |
134-12 |
135-03 |
|
S3 |
133-01 |
133-17 |
134-31 |
|
S4 |
131-22 |
132-06 |
134-19 |
|
|
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 |
135-08 |
3-02 |
2.3% |
1-04 |
0.8% |
3% |
False |
True |
412,143 |
10 |
138-10 |
135-08 |
3-02 |
2.3% |
0-31 |
0.7% |
3% |
False |
True |
220,728 |
20 |
138-10 |
134-12 |
3-30 |
2.9% |
0-29 |
0.7% |
25% |
False |
False |
111,778 |
40 |
138-10 |
132-11 |
5-31 |
4.4% |
0-26 |
0.6% |
50% |
False |
False |
56,130 |
60 |
138-10 |
129-30 |
8-12 |
6.2% |
0-19 |
0.4% |
65% |
False |
False |
37,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142-10 |
2.618 |
140-04 |
1.618 |
138-25 |
1.000 |
137-30 |
0.618 |
137-14 |
HIGH |
136-19 |
0.618 |
136-03 |
0.500 |
135-30 |
0.382 |
135-24 |
LOW |
135-08 |
0.618 |
134-13 |
1.000 |
133-29 |
1.618 |
133-02 |
2.618 |
131-23 |
4.250 |
129-17 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
135-30 |
136-15 |
PP |
135-23 |
136-03 |
S1 |
135-17 |
135-23 |
|