ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 03-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
136-11 |
135-10 |
-1-01 |
-0.8% |
135-19 |
| High |
136-20 |
135-16 |
-1-04 |
-0.8% |
137-12 |
| Low |
135-06 |
134-11 |
-0-27 |
-0.6% |
135-08 |
| Close |
135-08 |
135-00 |
-0-08 |
-0.2% |
136-29 |
| Range |
1-14 |
1-05 |
-0-09 |
-19.6% |
2-04 |
| ATR |
0-31 |
0-31 |
0-00 |
1.4% |
0-00 |
| Volume |
345,620 |
336,681 |
-8,939 |
-2.6% |
1,365,500 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-13 |
137-28 |
135-20 |
|
| R3 |
137-08 |
136-23 |
135-10 |
|
| R2 |
136-03 |
136-03 |
135-07 |
|
| R1 |
135-18 |
135-18 |
135-03 |
135-08 |
| PP |
134-30 |
134-30 |
134-30 |
134-26 |
| S1 |
134-13 |
134-13 |
134-29 |
134-03 |
| S2 |
133-25 |
133-25 |
134-25 |
|
| S3 |
132-20 |
133-08 |
134-22 |
|
| S4 |
131-15 |
132-03 |
134-12 |
|
|
| 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 |
134-11 |
3-01 |
2.2% |
0-30 |
0.7% |
22% |
False |
True |
278,403 |
| 10 |
137-12 |
134-11 |
3-01 |
2.2% |
0-29 |
0.7% |
22% |
False |
True |
283,570 |
| 20 |
137-12 |
134-11 |
3-01 |
2.2% |
0-31 |
0.7% |
22% |
False |
True |
310,465 |
| 40 |
138-10 |
134-11 |
3-31 |
2.9% |
0-31 |
0.7% |
17% |
False |
True |
230,571 |
| 60 |
138-10 |
132-12 |
5-30 |
4.4% |
0-28 |
0.7% |
44% |
False |
False |
153,919 |
| 80 |
138-10 |
130-23 |
7-19 |
5.6% |
0-23 |
0.5% |
56% |
False |
False |
115,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-13 |
|
2.618 |
138-17 |
|
1.618 |
137-12 |
|
1.000 |
136-21 |
|
0.618 |
136-07 |
|
HIGH |
135-16 |
|
0.618 |
135-02 |
|
0.500 |
134-30 |
|
0.382 |
134-25 |
|
LOW |
134-11 |
|
0.618 |
133-20 |
|
1.000 |
133-06 |
|
1.618 |
132-15 |
|
2.618 |
131-10 |
|
4.250 |
129-14 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-31 |
135-24 |
| PP |
134-30 |
135-16 |
| S1 |
134-30 |
135-08 |
|