ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
135-13 |
134-24 |
-0-21 |
-0.5% |
137-07 |
| High |
135-21 |
135-11 |
-0-10 |
-0.2% |
137-09 |
| Low |
134-23 |
134-18 |
-0-05 |
-0.1% |
134-15 |
| Close |
134-30 |
134-30 |
0-00 |
0.0% |
135-12 |
| Range |
0-30 |
0-25 |
-0-05 |
-16.7% |
2-26 |
| ATR |
0-30 |
0-29 |
0-00 |
-1.1% |
0-00 |
| Volume |
265,124 |
298,028 |
32,904 |
12.4% |
1,955,371 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-09 |
136-29 |
135-12 |
|
| R3 |
136-16 |
136-04 |
135-05 |
|
| R2 |
135-23 |
135-23 |
135-03 |
|
| R1 |
135-11 |
135-11 |
135-00 |
135-17 |
| PP |
134-30 |
134-30 |
134-30 |
135-02 |
| S1 |
134-18 |
134-18 |
134-28 |
134-24 |
| S2 |
134-05 |
134-05 |
134-25 |
|
| S3 |
133-12 |
133-25 |
134-23 |
|
| S4 |
132-19 |
133-00 |
134-16 |
|
|
| 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 |
331,518 |
| 10 |
138-10 |
134-15 |
3-27 |
2.8% |
0-30 |
0.7% |
12% |
False |
False |
356,725 |
| 20 |
138-10 |
134-15 |
3-27 |
2.8% |
0-31 |
0.7% |
12% |
False |
False |
211,189 |
| 40 |
138-10 |
132-24 |
5-18 |
4.1% |
0-28 |
0.6% |
39% |
False |
False |
106,099 |
| 60 |
138-10 |
130-23 |
7-19 |
5.6% |
0-22 |
0.5% |
56% |
False |
False |
70,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-21 |
|
2.618 |
137-12 |
|
1.618 |
136-19 |
|
1.000 |
136-04 |
|
0.618 |
135-26 |
|
HIGH |
135-11 |
|
0.618 |
135-01 |
|
0.500 |
134-30 |
|
0.382 |
134-28 |
|
LOW |
134-18 |
|
0.618 |
134-03 |
|
1.000 |
133-25 |
|
1.618 |
133-10 |
|
2.618 |
132-17 |
|
4.250 |
131-08 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-30 |
135-04 |
| PP |
134-30 |
135-02 |
| S1 |
134-30 |
135-00 |
|