ECBOT 30 Year Treasury Bond Future September 2014
Trading Metrics calculated at close of trading on 19-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
135-03 |
135-30 |
0-27 |
0.6% |
135-15 |
High |
136-06 |
136-09 |
0-03 |
0.1% |
136-06 |
Low |
134-30 |
134-25 |
-0-05 |
-0.1% |
134-18 |
Close |
135-22 |
135-08 |
-0-14 |
-0.3% |
135-25 |
Range |
1-08 |
1-16 |
0-08 |
20.0% |
1-20 |
ATR |
0-31 |
1-00 |
0-01 |
3.9% |
0-00 |
Volume |
369,727 |
450,909 |
81,182 |
22.0% |
1,595,505 |
|
Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-30 |
139-03 |
136-02 |
|
R3 |
138-14 |
137-19 |
135-21 |
|
R2 |
136-30 |
136-30 |
135-17 |
|
R1 |
136-03 |
136-03 |
135-12 |
135-24 |
PP |
135-14 |
135-14 |
135-14 |
135-09 |
S1 |
134-19 |
134-19 |
135-04 |
134-08 |
S2 |
133-30 |
133-30 |
134-31 |
|
S3 |
132-14 |
133-03 |
134-27 |
|
S4 |
130-30 |
131-19 |
134-14 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-12 |
139-23 |
136-22 |
|
R3 |
138-24 |
138-03 |
136-07 |
|
R2 |
137-04 |
137-04 |
136-03 |
|
R1 |
136-15 |
136-15 |
135-30 |
136-26 |
PP |
135-16 |
135-16 |
135-16 |
135-22 |
S1 |
134-27 |
134-27 |
135-20 |
135-06 |
S2 |
133-28 |
133-28 |
135-15 |
|
S3 |
132-08 |
133-07 |
135-11 |
|
S4 |
130-20 |
131-19 |
134-28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
136-11 |
134-25 |
1-18 |
1.2% |
1-04 |
0.8% |
30% |
False |
True |
341,715 |
10 |
136-11 |
134-18 |
1-25 |
1.3% |
1-01 |
0.8% |
39% |
False |
False |
337,361 |
20 |
138-10 |
134-15 |
3-27 |
2.8% |
1-00 |
0.7% |
20% |
False |
False |
315,708 |
40 |
138-10 |
133-02 |
5-08 |
3.9% |
0-30 |
0.7% |
42% |
False |
False |
159,937 |
60 |
138-10 |
131-00 |
7-10 |
5.4% |
0-26 |
0.6% |
58% |
False |
False |
106,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142-21 |
2.618 |
140-07 |
1.618 |
138-23 |
1.000 |
137-25 |
0.618 |
137-07 |
HIGH |
136-09 |
0.618 |
135-23 |
0.500 |
135-17 |
0.382 |
135-11 |
LOW |
134-25 |
0.618 |
133-27 |
1.000 |
133-09 |
1.618 |
132-11 |
2.618 |
130-27 |
4.250 |
128-13 |
|
|
Fisher Pivots for day following 19-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
135-17 |
135-17 |
PP |
135-14 |
135-14 |
S1 |
135-11 |
135-11 |
|