ECBOT 30 Year Treasury Bond Future September 2014
Trading Metrics calculated at close of trading on 10-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
136-22 |
136-24 |
0-02 |
0.0% |
136-29 |
High |
137-00 |
137-23 |
0-23 |
0.5% |
137-07 |
Low |
136-09 |
136-21 |
0-12 |
0.3% |
134-11 |
Close |
136-31 |
137-03 |
0-04 |
0.1% |
135-00 |
Range |
0-23 |
1-02 |
0-11 |
47.8% |
2-28 |
ATR |
0-31 |
0-31 |
0-00 |
0.7% |
0-00 |
Volume |
335,235 |
420,130 |
84,895 |
25.3% |
1,158,351 |
|
Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-11 |
139-25 |
137-22 |
|
R3 |
139-09 |
138-23 |
137-12 |
|
R2 |
138-07 |
138-07 |
137-09 |
|
R1 |
137-21 |
137-21 |
137-06 |
137-30 |
PP |
137-05 |
137-05 |
137-05 |
137-10 |
S1 |
136-19 |
136-19 |
137-00 |
136-28 |
S2 |
136-03 |
136-03 |
136-29 |
|
S3 |
135-01 |
135-17 |
136-26 |
|
S4 |
133-31 |
134-15 |
136-16 |
|
|
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 |
137-23 |
134-11 |
3-12 |
2.5% |
1-00 |
0.7% |
81% |
True |
False |
314,643 |
10 |
137-23 |
134-11 |
3-12 |
2.5% |
0-30 |
0.7% |
81% |
True |
False |
293,497 |
20 |
137-23 |
134-11 |
3-12 |
2.5% |
1-00 |
0.7% |
81% |
True |
False |
311,373 |
40 |
138-10 |
134-11 |
3-31 |
2.9% |
0-31 |
0.7% |
69% |
False |
False |
261,281 |
60 |
138-10 |
132-24 |
5-18 |
4.1% |
0-29 |
0.7% |
78% |
False |
False |
174,524 |
80 |
138-10 |
130-23 |
7-19 |
5.5% |
0-24 |
0.6% |
84% |
False |
False |
130,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142-08 |
2.618 |
140-16 |
1.618 |
139-14 |
1.000 |
138-25 |
0.618 |
138-12 |
HIGH |
137-23 |
0.618 |
137-10 |
0.500 |
137-06 |
0.382 |
137-02 |
LOW |
136-21 |
0.618 |
136-00 |
1.000 |
135-19 |
1.618 |
134-30 |
2.618 |
133-28 |
4.250 |
132-04 |
|
|
Fisher Pivots for day following 10-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
137-06 |
136-30 |
PP |
137-05 |
136-26 |
S1 |
137-04 |
136-22 |
|