ECBOT 30 Year Treasury Bond Future September 2014
Trading Metrics calculated at close of trading on 10-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
135-15 |
135-13 |
-0-02 |
0.0% |
137-07 |
High |
135-16 |
135-21 |
0-05 |
0.1% |
137-09 |
Low |
134-31 |
134-23 |
-0-08 |
-0.2% |
134-15 |
Close |
135-08 |
134-30 |
-0-10 |
-0.2% |
135-12 |
Range |
0-17 |
0-30 |
0-13 |
76.5% |
2-26 |
ATR |
0-30 |
0-30 |
0-00 |
0.1% |
0-00 |
Volume |
240,021 |
265,124 |
25,103 |
10.5% |
1,955,371 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-29 |
137-12 |
135-14 |
|
R3 |
136-31 |
136-14 |
135-06 |
|
R2 |
136-01 |
136-01 |
135-04 |
|
R1 |
135-16 |
135-16 |
135-01 |
135-10 |
PP |
135-03 |
135-03 |
135-03 |
135-00 |
S1 |
134-18 |
134-18 |
134-27 |
134-12 |
S2 |
134-05 |
134-05 |
134-24 |
|
S3 |
133-07 |
133-20 |
134-22 |
|
S4 |
132-09 |
132-22 |
134-14 |
|
|
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 |
136-10 |
134-15 |
1-27 |
1.4% |
0-29 |
0.7% |
25% |
False |
False |
340,212 |
10 |
138-10 |
134-15 |
3-27 |
2.8% |
1-00 |
0.8% |
12% |
False |
False |
376,177 |
20 |
138-10 |
134-15 |
3-27 |
2.8% |
0-31 |
0.7% |
12% |
False |
False |
196,382 |
40 |
138-10 |
132-24 |
5-18 |
4.1% |
0-28 |
0.6% |
39% |
False |
False |
98,652 |
60 |
138-10 |
130-23 |
7-19 |
5.6% |
0-21 |
0.5% |
56% |
False |
False |
65,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-20 |
2.618 |
138-04 |
1.618 |
137-06 |
1.000 |
136-19 |
0.618 |
136-08 |
HIGH |
135-21 |
0.618 |
135-10 |
0.500 |
135-06 |
0.382 |
135-02 |
LOW |
134-23 |
0.618 |
134-04 |
1.000 |
133-25 |
1.618 |
133-06 |
2.618 |
132-08 |
4.250 |
130-24 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
135-06 |
135-16 |
PP |
135-03 |
135-10 |
S1 |
135-01 |
135-04 |
|