ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
138-22 |
138-14 |
-0-08 |
-0.2% |
138-03 |
| High |
138-25 |
139-03 |
0-10 |
0.2% |
138-27 |
| Low |
138-07 |
138-09 |
0-02 |
0.0% |
137-21 |
| Close |
138-09 |
138-30 |
0-21 |
0.5% |
138-21 |
| Range |
0-18 |
0-26 |
0-08 |
44.4% |
1-06 |
| ATR |
0-28 |
0-28 |
0-00 |
-0.5% |
0-00 |
| Volume |
257,419 |
309,937 |
52,518 |
20.4% |
1,289,318 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-07 |
140-28 |
139-12 |
|
| R3 |
140-13 |
140-02 |
139-05 |
|
| R2 |
139-19 |
139-19 |
139-03 |
|
| R1 |
139-08 |
139-08 |
139-00 |
139-14 |
| PP |
138-25 |
138-25 |
138-25 |
138-27 |
| S1 |
138-14 |
138-14 |
138-28 |
138-20 |
| S2 |
137-31 |
137-31 |
138-25 |
|
| S3 |
137-05 |
137-20 |
138-23 |
|
| S4 |
136-11 |
136-26 |
138-16 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-30 |
141-16 |
139-10 |
|
| R3 |
140-24 |
140-10 |
138-31 |
|
| R2 |
139-18 |
139-18 |
138-28 |
|
| R1 |
139-04 |
139-04 |
138-24 |
139-11 |
| PP |
138-12 |
138-12 |
138-12 |
138-16 |
| S1 |
137-30 |
137-30 |
138-18 |
138-05 |
| S2 |
137-06 |
137-06 |
138-14 |
|
| S3 |
136-00 |
136-24 |
138-11 |
|
| S4 |
134-26 |
135-18 |
138-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-03 |
137-21 |
1-14 |
1.0% |
0-24 |
0.5% |
89% |
True |
False |
263,568 |
| 10 |
139-03 |
136-20 |
2-15 |
1.8% |
0-27 |
0.6% |
94% |
True |
False |
276,086 |
| 20 |
139-03 |
134-11 |
4-24 |
3.4% |
0-29 |
0.6% |
97% |
True |
False |
282,788 |
| 40 |
139-03 |
134-11 |
4-24 |
3.4% |
0-30 |
0.7% |
97% |
True |
False |
303,080 |
| 60 |
139-03 |
134-11 |
4-24 |
3.4% |
0-29 |
0.7% |
97% |
True |
False |
233,046 |
| 80 |
139-03 |
131-14 |
7-21 |
5.5% |
0-28 |
0.6% |
98% |
True |
False |
174,868 |
| 100 |
139-03 |
129-29 |
9-06 |
6.6% |
0-23 |
0.5% |
98% |
True |
False |
139,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-18 |
|
2.618 |
141-07 |
|
1.618 |
140-13 |
|
1.000 |
139-29 |
|
0.618 |
139-19 |
|
HIGH |
139-03 |
|
0.618 |
138-25 |
|
0.500 |
138-22 |
|
0.382 |
138-19 |
|
LOW |
138-09 |
|
0.618 |
137-25 |
|
1.000 |
137-15 |
|
1.618 |
136-31 |
|
2.618 |
136-05 |
|
4.250 |
134-26 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
138-27 |
138-25 |
| PP |
138-25 |
138-19 |
| S1 |
138-22 |
138-14 |
|