ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 08-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
135-06 |
135-24 |
0-18 |
0.4% |
136-29 |
| High |
135-28 |
136-25 |
0-29 |
0.7% |
137-07 |
| Low |
134-29 |
135-20 |
0-23 |
0.5% |
134-11 |
| Close |
135-22 |
136-19 |
0-29 |
0.7% |
135-00 |
| Range |
0-31 |
1-05 |
0-06 |
19.4% |
2-28 |
| ATR |
0-31 |
1-00 |
0-00 |
1.3% |
0-00 |
| Volume |
207,667 |
273,505 |
65,838 |
31.7% |
1,158,351 |
|
| Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-26 |
139-11 |
137-07 |
|
| R3 |
138-21 |
138-06 |
136-29 |
|
| R2 |
137-16 |
137-16 |
136-26 |
|
| R1 |
137-01 |
137-01 |
136-22 |
137-08 |
| PP |
136-11 |
136-11 |
136-11 |
136-14 |
| S1 |
135-28 |
135-28 |
136-16 |
136-04 |
| S2 |
135-06 |
135-06 |
136-12 |
|
| S3 |
134-01 |
134-23 |
136-09 |
|
| S4 |
132-28 |
133-18 |
135-31 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-05 |
142-14 |
136-19 |
|
| R3 |
141-09 |
139-18 |
135-25 |
|
| R2 |
138-13 |
138-13 |
135-17 |
|
| R1 |
136-22 |
136-22 |
135-08 |
136-04 |
| PP |
135-17 |
135-17 |
135-17 |
135-07 |
| S1 |
133-26 |
133-26 |
134-24 |
133-08 |
| S2 |
132-21 |
132-21 |
134-15 |
|
| S3 |
129-25 |
130-30 |
134-07 |
|
| S4 |
126-29 |
128-02 |
133-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137-04 |
134-11 |
2-25 |
2.0% |
1-04 |
0.8% |
81% |
False |
False |
276,549 |
| 10 |
137-12 |
134-11 |
3-01 |
2.2% |
0-31 |
0.7% |
74% |
False |
False |
279,576 |
| 20 |
137-12 |
134-11 |
3-01 |
2.2% |
1-00 |
0.7% |
74% |
False |
False |
301,763 |
| 40 |
138-10 |
134-11 |
3-31 |
2.9% |
0-31 |
0.7% |
57% |
False |
False |
242,472 |
| 60 |
138-10 |
132-24 |
5-18 |
4.1% |
0-29 |
0.7% |
69% |
False |
False |
161,938 |
| 80 |
138-10 |
130-23 |
7-19 |
5.6% |
0-24 |
0.5% |
77% |
False |
False |
121,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-22 |
|
2.618 |
139-26 |
|
1.618 |
138-21 |
|
1.000 |
137-30 |
|
0.618 |
137-16 |
|
HIGH |
136-25 |
|
0.618 |
136-11 |
|
0.500 |
136-06 |
|
0.382 |
136-02 |
|
LOW |
135-20 |
|
0.618 |
134-29 |
|
1.000 |
134-15 |
|
1.618 |
133-24 |
|
2.618 |
132-19 |
|
4.250 |
130-23 |
|
|
| Fisher Pivots for day following 08-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-15 |
136-08 |
| PP |
136-11 |
135-29 |
| S1 |
136-06 |
135-18 |
|