ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
136-14 |
135-09 |
-1-05 |
-0.8% |
136-07 |
| High |
136-19 |
135-23 |
-0-28 |
-0.6% |
138-10 |
| Low |
135-08 |
134-31 |
-0-09 |
-0.2% |
135-28 |
| Close |
135-11 |
135-05 |
-0-06 |
-0.1% |
137-15 |
| Range |
1-11 |
0-24 |
-0-19 |
-44.2% |
2-14 |
| ATR |
0-30 |
0-30 |
0-00 |
-1.5% |
0-00 |
| Volume |
378,981 |
341,500 |
-37,481 |
-9.9% |
1,342,872 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-17 |
137-03 |
135-18 |
|
| R3 |
136-25 |
136-11 |
135-12 |
|
| R2 |
136-01 |
136-01 |
135-09 |
|
| R1 |
135-19 |
135-19 |
135-07 |
135-14 |
| PP |
135-09 |
135-09 |
135-09 |
135-06 |
| S1 |
134-27 |
134-27 |
135-03 |
134-22 |
| S2 |
134-17 |
134-17 |
135-01 |
|
| S3 |
133-25 |
134-03 |
134-30 |
|
| S4 |
133-01 |
133-11 |
134-24 |
|
|
| 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 |
134-31 |
3-11 |
2.5% |
1-00 |
0.7% |
6% |
False |
True |
381,933 |
| 10 |
138-10 |
134-31 |
3-11 |
2.5% |
0-31 |
0.7% |
6% |
False |
True |
253,971 |
| 20 |
138-10 |
134-12 |
3-30 |
2.9% |
0-29 |
0.7% |
20% |
False |
False |
128,815 |
| 40 |
138-10 |
132-11 |
5-31 |
4.4% |
0-26 |
0.6% |
47% |
False |
False |
64,667 |
| 60 |
138-10 |
130-07 |
8-03 |
6.0% |
0-19 |
0.4% |
61% |
False |
False |
43,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-29 |
|
2.618 |
137-22 |
|
1.618 |
136-30 |
|
1.000 |
136-15 |
|
0.618 |
136-06 |
|
HIGH |
135-23 |
|
0.618 |
135-14 |
|
0.500 |
135-11 |
|
0.382 |
135-08 |
|
LOW |
134-31 |
|
0.618 |
134-16 |
|
1.000 |
134-07 |
|
1.618 |
133-24 |
|
2.618 |
133-00 |
|
4.250 |
131-25 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
135-11 |
136-04 |
| PP |
135-09 |
135-26 |
| S1 |
135-07 |
135-15 |
|