ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 01-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
136-29 |
136-29 |
0-00 |
0.0% |
135-19 |
| High |
137-07 |
137-04 |
-0-03 |
-0.1% |
137-12 |
| Low |
136-21 |
136-07 |
-0-14 |
-0.3% |
135-08 |
| Close |
137-06 |
136-11 |
-0-27 |
-0.6% |
136-29 |
| Range |
0-18 |
0-29 |
0-11 |
61.1% |
2-04 |
| ATR |
0-30 |
0-30 |
0-00 |
0.4% |
0-00 |
| Volume |
256,777 |
219,273 |
-37,504 |
-14.6% |
1,365,500 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-09 |
138-23 |
136-27 |
|
| R3 |
138-12 |
137-26 |
136-19 |
|
| R2 |
137-15 |
137-15 |
136-16 |
|
| R1 |
136-29 |
136-29 |
136-14 |
136-24 |
| PP |
136-18 |
136-18 |
136-18 |
136-15 |
| S1 |
136-00 |
136-00 |
136-08 |
135-26 |
| S2 |
135-21 |
135-21 |
136-06 |
|
| S3 |
134-24 |
135-03 |
136-03 |
|
| S4 |
133-27 |
134-06 |
135-27 |
|
|
| 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 |
136-00 |
1-12 |
1.0% |
0-25 |
0.6% |
25% |
False |
False |
262,294 |
| 10 |
137-12 |
134-20 |
2-24 |
2.0% |
0-30 |
0.7% |
63% |
False |
False |
297,403 |
| 20 |
137-12 |
134-15 |
2-29 |
2.1% |
0-30 |
0.7% |
65% |
False |
False |
315,386 |
| 40 |
138-10 |
134-12 |
3-30 |
2.9% |
0-30 |
0.7% |
50% |
False |
False |
213,582 |
| 60 |
138-10 |
132-11 |
5-31 |
4.4% |
0-27 |
0.6% |
67% |
False |
False |
142,549 |
| 80 |
138-10 |
129-30 |
8-12 |
6.1% |
0-22 |
0.5% |
76% |
False |
False |
106,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-31 |
|
2.618 |
139-16 |
|
1.618 |
138-19 |
|
1.000 |
138-01 |
|
0.618 |
137-22 |
|
HIGH |
137-04 |
|
0.618 |
136-25 |
|
0.500 |
136-22 |
|
0.382 |
136-18 |
|
LOW |
136-07 |
|
0.618 |
135-21 |
|
1.000 |
135-10 |
|
1.618 |
134-24 |
|
2.618 |
133-27 |
|
4.250 |
132-12 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-22 |
136-26 |
| PP |
136-18 |
136-21 |
| S1 |
136-14 |
136-16 |
|