ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
135-09 |
135-07 |
-0-02 |
0.0% |
136-07 |
| High |
135-23 |
135-20 |
-0-03 |
-0.1% |
138-10 |
| Low |
134-31 |
134-15 |
-0-16 |
-0.4% |
135-28 |
| Close |
135-05 |
135-13 |
0-08 |
0.2% |
137-15 |
| Range |
0-24 |
1-05 |
0-13 |
54.2% |
2-14 |
| ATR |
0-30 |
0-30 |
0-01 |
1.8% |
0-00 |
| Volume |
341,500 |
439,219 |
97,719 |
28.6% |
1,342,872 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-20 |
138-06 |
136-01 |
|
| R3 |
137-15 |
137-01 |
135-23 |
|
| R2 |
136-10 |
136-10 |
135-20 |
|
| R1 |
135-28 |
135-28 |
135-16 |
136-03 |
| PP |
135-05 |
135-05 |
135-05 |
135-09 |
| S1 |
134-23 |
134-23 |
135-10 |
134-30 |
| S2 |
134-00 |
134-00 |
135-06 |
|
| S3 |
132-27 |
133-18 |
135-03 |
|
| S4 |
131-22 |
132-13 |
134-25 |
|
|
| 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 |
137-22 |
134-15 |
3-07 |
2.4% |
1-00 |
0.7% |
29% |
False |
True |
388,756 |
| 10 |
138-10 |
134-15 |
3-27 |
2.8% |
0-31 |
0.7% |
24% |
False |
True |
294,055 |
| 20 |
138-10 |
134-12 |
3-30 |
2.9% |
0-30 |
0.7% |
26% |
False |
False |
150,676 |
| 40 |
138-10 |
132-12 |
5-30 |
4.4% |
0-27 |
0.6% |
51% |
False |
False |
75,646 |
| 60 |
138-10 |
130-23 |
7-19 |
5.6% |
0-20 |
0.5% |
62% |
False |
False |
50,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-17 |
|
2.618 |
138-21 |
|
1.618 |
137-16 |
|
1.000 |
136-25 |
|
0.618 |
136-11 |
|
HIGH |
135-20 |
|
0.618 |
135-06 |
|
0.500 |
135-02 |
|
0.382 |
134-29 |
|
LOW |
134-15 |
|
0.618 |
133-24 |
|
1.000 |
133-10 |
|
1.618 |
132-19 |
|
2.618 |
131-14 |
|
4.250 |
129-18 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
135-09 |
135-17 |
| PP |
135-05 |
135-16 |
| S1 |
135-02 |
135-14 |
|