ECBOT 30 Year Treasury Bond Future September 2014
Trading Metrics calculated at close of trading on 30-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
138-14 |
138-30 |
0-16 |
0.4% |
138-03 |
High |
139-03 |
139-02 |
-0-01 |
0.0% |
138-27 |
Low |
138-09 |
137-12 |
-0-29 |
-0.7% |
137-21 |
Close |
138-30 |
137-16 |
-1-14 |
-1.0% |
138-21 |
Range |
0-26 |
1-22 |
0-28 |
107.7% |
1-06 |
ATR |
0-28 |
0-30 |
0-02 |
6.6% |
0-00 |
Volume |
309,937 |
501,553 |
191,616 |
61.8% |
1,289,318 |
|
Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-01 |
141-31 |
138-14 |
|
R3 |
141-11 |
140-09 |
137-31 |
|
R2 |
139-21 |
139-21 |
137-26 |
|
R1 |
138-19 |
138-19 |
137-21 |
138-09 |
PP |
137-31 |
137-31 |
137-31 |
137-26 |
S1 |
136-29 |
136-29 |
137-11 |
136-19 |
S2 |
136-09 |
136-09 |
137-06 |
|
S3 |
134-19 |
135-07 |
137-01 |
|
S4 |
132-29 |
133-17 |
136-18 |
|
|
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 |
137-12 |
1-23 |
1.3% |
1-00 |
0.7% |
7% |
False |
True |
327,565 |
10 |
139-03 |
137-08 |
1-27 |
1.3% |
0-30 |
0.7% |
14% |
False |
False |
304,585 |
20 |
139-03 |
134-11 |
4-24 |
3.5% |
0-30 |
0.7% |
66% |
False |
False |
296,902 |
40 |
139-03 |
134-11 |
4-24 |
3.5% |
0-30 |
0.7% |
66% |
False |
False |
306,144 |
60 |
139-03 |
134-11 |
4-24 |
3.5% |
0-30 |
0.7% |
66% |
False |
False |
241,355 |
80 |
139-03 |
132-11 |
6-24 |
4.9% |
0-28 |
0.6% |
76% |
False |
False |
181,137 |
100 |
139-03 |
129-30 |
9-05 |
6.7% |
0-23 |
0.5% |
83% |
False |
False |
144,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146-08 |
2.618 |
143-15 |
1.618 |
141-25 |
1.000 |
140-24 |
0.618 |
140-03 |
HIGH |
139-02 |
0.618 |
138-13 |
0.500 |
138-07 |
0.382 |
138-01 |
LOW |
137-12 |
0.618 |
136-11 |
1.000 |
135-22 |
1.618 |
134-21 |
2.618 |
132-31 |
4.250 |
130-06 |
|
|
Fisher Pivots for day following 30-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
138-07 |
138-08 |
PP |
137-31 |
138-00 |
S1 |
137-24 |
137-24 |
|