ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
137-10 |
138-14 |
1-04 |
0.8% |
137-14 |
| High |
138-21 |
138-23 |
0-02 |
0.0% |
138-23 |
| Low |
137-08 |
137-23 |
0-15 |
0.3% |
136-17 |
| Close |
138-04 |
138-02 |
-0-02 |
0.0% |
138-02 |
| Range |
1-13 |
1-00 |
-0-13 |
-28.9% |
2-06 |
| ATR |
0-30 |
0-31 |
0-00 |
0.4% |
0-00 |
| Volume |
412,563 |
275,064 |
-137,499 |
-33.3% |
1,457,070 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-05 |
140-20 |
138-20 |
|
| R3 |
140-05 |
139-20 |
138-11 |
|
| R2 |
139-05 |
139-05 |
138-08 |
|
| R1 |
138-20 |
138-20 |
138-05 |
138-12 |
| PP |
138-05 |
138-05 |
138-05 |
138-02 |
| S1 |
137-20 |
137-20 |
137-31 |
137-12 |
| S2 |
137-05 |
137-05 |
137-28 |
|
| S3 |
136-05 |
136-20 |
137-25 |
|
| S4 |
135-05 |
135-20 |
137-16 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-11 |
143-12 |
139-08 |
|
| R3 |
142-05 |
141-06 |
138-21 |
|
| R2 |
139-31 |
139-31 |
138-15 |
|
| R1 |
139-00 |
139-00 |
138-08 |
139-16 |
| PP |
137-25 |
137-25 |
137-25 |
138-00 |
| S1 |
136-26 |
136-26 |
137-28 |
137-10 |
| S2 |
135-19 |
135-19 |
137-21 |
|
| S3 |
133-13 |
134-20 |
137-15 |
|
| S4 |
131-07 |
132-14 |
136-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138-23 |
136-17 |
2-06 |
1.6% |
0-29 |
0.7% |
70% |
True |
False |
291,414 |
| 10 |
138-23 |
134-29 |
3-26 |
2.8% |
0-29 |
0.7% |
83% |
True |
False |
289,751 |
| 20 |
138-23 |
134-11 |
4-12 |
3.2% |
0-29 |
0.7% |
85% |
True |
False |
286,660 |
| 40 |
138-23 |
134-11 |
4-12 |
3.2% |
0-31 |
0.7% |
85% |
True |
False |
301,184 |
| 60 |
138-23 |
133-02 |
5-21 |
4.1% |
0-30 |
0.7% |
88% |
True |
False |
202,178 |
| 80 |
138-23 |
131-00 |
7-23 |
5.6% |
0-26 |
0.6% |
91% |
True |
False |
151,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-31 |
|
2.618 |
141-11 |
|
1.618 |
140-11 |
|
1.000 |
139-23 |
|
0.618 |
139-11 |
|
HIGH |
138-23 |
|
0.618 |
138-11 |
|
0.500 |
138-07 |
|
0.382 |
138-03 |
|
LOW |
137-23 |
|
0.618 |
137-03 |
|
1.000 |
136-23 |
|
1.618 |
136-03 |
|
2.618 |
135-03 |
|
4.250 |
133-15 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
138-07 |
137-30 |
| PP |
138-05 |
137-26 |
| S1 |
138-04 |
137-22 |
|