ECBOT 30 Year Treasury Bond Future September 2014
Trading Metrics calculated at close of trading on 09-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
135-11 |
135-15 |
0-04 |
0.1% |
137-07 |
High |
136-10 |
135-16 |
-0-26 |
-0.6% |
137-09 |
Low |
135-06 |
134-31 |
-0-07 |
-0.2% |
134-15 |
Close |
135-12 |
135-08 |
-0-04 |
-0.1% |
135-12 |
Range |
1-04 |
0-17 |
-0-19 |
-52.8% |
2-26 |
ATR |
0-31 |
0-30 |
-0-01 |
-3.2% |
0-00 |
Volume |
415,198 |
240,021 |
-175,177 |
-42.2% |
1,955,371 |
|
Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-27 |
136-18 |
135-17 |
|
R3 |
136-10 |
136-01 |
135-13 |
|
R2 |
135-25 |
135-25 |
135-11 |
|
R1 |
135-16 |
135-16 |
135-10 |
135-12 |
PP |
135-08 |
135-08 |
135-08 |
135-06 |
S1 |
134-31 |
134-31 |
135-06 |
134-27 |
S2 |
134-23 |
134-23 |
135-05 |
|
S3 |
134-06 |
134-14 |
135-03 |
|
S4 |
133-21 |
133-29 |
134-31 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-05 |
142-18 |
136-30 |
|
R3 |
141-11 |
139-24 |
136-05 |
|
R2 |
138-17 |
138-17 |
135-28 |
|
R1 |
136-30 |
136-30 |
135-20 |
136-10 |
PP |
135-23 |
135-23 |
135-23 |
135-13 |
S1 |
134-04 |
134-04 |
135-04 |
133-16 |
S2 |
132-29 |
132-29 |
134-28 |
|
S3 |
130-03 |
131-10 |
134-19 |
|
S4 |
127-09 |
128-16 |
133-26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
136-19 |
134-15 |
2-04 |
1.6% |
0-31 |
0.7% |
37% |
False |
False |
362,983 |
10 |
138-10 |
134-15 |
3-27 |
2.8% |
1-00 |
0.7% |
20% |
False |
False |
353,826 |
20 |
138-10 |
134-12 |
3-30 |
2.9% |
0-30 |
0.7% |
22% |
False |
False |
183,181 |
40 |
138-10 |
132-24 |
5-18 |
4.1% |
0-27 |
0.6% |
45% |
False |
False |
92,025 |
60 |
138-10 |
130-23 |
7-19 |
5.6% |
0-21 |
0.5% |
60% |
False |
False |
61,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-24 |
2.618 |
136-29 |
1.618 |
136-12 |
1.000 |
136-01 |
0.618 |
135-27 |
HIGH |
135-16 |
0.618 |
135-10 |
0.500 |
135-08 |
0.382 |
135-05 |
LOW |
134-31 |
0.618 |
134-20 |
1.000 |
134-14 |
1.618 |
134-03 |
2.618 |
133-18 |
4.250 |
132-23 |
|
|
Fisher Pivots for day following 09-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
135-08 |
135-12 |
PP |
135-08 |
135-11 |
S1 |
135-08 |
135-10 |
|