ECBOT 30 Year Treasury Bond Future September 2014
Trading Metrics calculated at close of trading on 30-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
136-30 |
136-29 |
-0-01 |
0.0% |
135-19 |
High |
137-12 |
137-07 |
-0-05 |
-0.1% |
137-12 |
Low |
136-25 |
136-21 |
-0-04 |
-0.1% |
135-08 |
Close |
136-29 |
137-06 |
0-09 |
0.2% |
136-29 |
Range |
0-19 |
0-18 |
-0-01 |
-5.3% |
2-04 |
ATR |
0-30 |
0-30 |
-0-01 |
-2.9% |
0-00 |
Volume |
233,664 |
256,777 |
23,113 |
9.9% |
1,365,500 |
|
Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-23 |
138-16 |
137-16 |
|
R3 |
138-05 |
137-30 |
137-11 |
|
R2 |
137-19 |
137-19 |
137-09 |
|
R1 |
137-12 |
137-12 |
137-08 |
137-16 |
PP |
137-01 |
137-01 |
137-01 |
137-02 |
S1 |
136-26 |
136-26 |
137-04 |
136-30 |
S2 |
136-15 |
136-15 |
137-03 |
|
S3 |
135-29 |
136-08 |
137-01 |
|
S4 |
135-11 |
135-22 |
136-28 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-28 |
142-01 |
138-02 |
|
R3 |
140-24 |
139-29 |
137-16 |
|
R2 |
138-20 |
138-20 |
137-09 |
|
R1 |
137-25 |
137-25 |
137-03 |
138-06 |
PP |
136-16 |
136-16 |
136-16 |
136-23 |
S1 |
135-21 |
135-21 |
136-23 |
136-02 |
S2 |
134-12 |
134-12 |
136-17 |
|
S3 |
132-08 |
133-17 |
136-10 |
|
S4 |
130-04 |
131-13 |
135-24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
137-12 |
135-08 |
2-04 |
1.5% |
0-25 |
0.6% |
91% |
False |
False |
282,604 |
10 |
137-12 |
134-20 |
2-24 |
2.0% |
0-31 |
0.7% |
93% |
False |
False |
305,080 |
20 |
137-12 |
134-15 |
2-29 |
2.1% |
0-31 |
0.7% |
94% |
False |
False |
323,371 |
40 |
138-10 |
134-12 |
3-30 |
2.9% |
0-30 |
0.7% |
71% |
False |
False |
208,176 |
60 |
138-10 |
131-14 |
6-28 |
5.0% |
0-27 |
0.6% |
84% |
False |
False |
138,894 |
80 |
138-10 |
129-29 |
8-13 |
6.1% |
0-21 |
0.5% |
87% |
False |
False |
104,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-20 |
2.618 |
138-22 |
1.618 |
138-04 |
1.000 |
137-25 |
0.618 |
137-18 |
HIGH |
137-07 |
0.618 |
137-00 |
0.500 |
136-30 |
0.382 |
136-28 |
LOW |
136-21 |
0.618 |
136-10 |
1.000 |
136-03 |
1.618 |
135-24 |
2.618 |
135-06 |
4.250 |
134-08 |
|
|
Fisher Pivots for day following 30-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
137-03 |
137-03 |
PP |
137-01 |
137-00 |
S1 |
136-30 |
136-28 |
|