ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
136-30 |
137-10 |
0-12 |
0.3% |
135-06 |
| High |
137-11 |
138-21 |
1-10 |
1.0% |
137-23 |
| Low |
136-20 |
137-08 |
0-20 |
0.5% |
134-29 |
| Close |
137-05 |
138-04 |
0-31 |
0.7% |
137-12 |
| Range |
0-23 |
1-13 |
0-22 |
95.7% |
2-26 |
| ATR |
0-29 |
0-30 |
0-01 |
4.6% |
0-00 |
| Volume |
216,560 |
412,563 |
196,003 |
90.5% |
1,440,445 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-07 |
141-19 |
138-29 |
|
| R3 |
140-26 |
140-06 |
138-16 |
|
| R2 |
139-13 |
139-13 |
138-12 |
|
| R1 |
138-25 |
138-25 |
138-08 |
139-03 |
| PP |
138-00 |
138-00 |
138-00 |
138-06 |
| S1 |
137-12 |
137-12 |
138-00 |
137-22 |
| S2 |
136-19 |
136-19 |
137-28 |
|
| S3 |
135-06 |
135-31 |
137-24 |
|
| S4 |
133-25 |
134-18 |
137-11 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-03 |
144-02 |
138-30 |
|
| R3 |
142-09 |
141-08 |
138-05 |
|
| R2 |
139-15 |
139-15 |
137-28 |
|
| R1 |
138-14 |
138-14 |
137-20 |
138-30 |
| PP |
136-21 |
136-21 |
136-21 |
136-30 |
| S1 |
135-20 |
135-20 |
137-04 |
136-04 |
| S2 |
133-27 |
133-27 |
136-28 |
|
| S3 |
131-01 |
132-26 |
136-19 |
|
| S4 |
128-07 |
130-00 |
135-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138-21 |
136-17 |
2-04 |
1.5% |
0-27 |
0.6% |
75% |
True |
False |
277,182 |
| 10 |
138-21 |
134-11 |
4-10 |
3.1% |
0-30 |
0.7% |
88% |
True |
False |
295,913 |
| 20 |
138-21 |
134-11 |
4-10 |
3.1% |
0-30 |
0.7% |
88% |
True |
False |
295,453 |
| 40 |
138-21 |
134-11 |
4-10 |
3.1% |
0-31 |
0.7% |
88% |
True |
False |
295,267 |
| 60 |
138-21 |
133-02 |
5-19 |
4.0% |
0-30 |
0.7% |
91% |
True |
False |
197,601 |
| 80 |
138-21 |
131-00 |
7-21 |
5.5% |
0-26 |
0.6% |
93% |
True |
False |
148,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-20 |
|
2.618 |
142-11 |
|
1.618 |
140-30 |
|
1.000 |
140-02 |
|
0.618 |
139-17 |
|
HIGH |
138-21 |
|
0.618 |
138-04 |
|
0.500 |
137-30 |
|
0.382 |
137-25 |
|
LOW |
137-08 |
|
0.618 |
136-12 |
|
1.000 |
135-27 |
|
1.618 |
134-31 |
|
2.618 |
133-18 |
|
4.250 |
131-09 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
138-02 |
137-30 |
| PP |
138-00 |
137-25 |
| S1 |
137-30 |
137-19 |
|